The Missing Consistency Theorem for Bayesian Learning: Stochastic Model Selection.
Jan PolandPublished in: ALT (2006)
Keyphrases
- bayesian learning
- model selection
- cross validation
- hyperparameters
- parameter estimation
- mixture model
- sample size
- regression model
- variable selection
- feature selection
- missing data
- machine learning
- selection criterion
- model selection criteria
- posterior distribution
- gaussian process
- missing values
- information criterion
- marginal likelihood
- bayesian information criterion