Bridging Information Criteria and Parameter Shrinkage for Model Selection.

Kun Zhang Heng Peng Laiwan Chan Aapo Hyvärinen

Published in: CoRR (2013)

Keyphrases

model selection
parameter estimation
mixture model
regression model
cross validation
model selection criteria
training data
denoising
sample size
machine learning
statistical model
variable selection
gaussian process
bayesian learning
bayesian information criterion