Joint Model Selection and Parameter Estimation by Population Monte Carlo Simulation.
Mingyi HongMónica F. BugalloPetar M. DjuricPublished in: IEEE J. Sel. Top. Signal Process. (2010)
Keyphrases
- model selection
- parameter estimation
- monte carlo simulation
- monte carlo
- cross validation
- markov chain
- hyperparameters
- regression model
- sample size
- statistical learning
- mixture model
- gaussian process
- machine learning
- statistical models
- marginal likelihood
- parameter estimation algorithm
- posterior distribution
- random fields
- approximate inference
- selection criterion
- bayesian model selection
- parameter values
- variable selection
- least squares
- information criterion
- small samples
- image processing
- feature selection
- data mining
- support vector machine
- markov chain monte carlo
- likelihood function
- probability distribution
- training set
- model selection criteria
- automatic model selection