SETAR model selection-A bootstrap approach.
John ÖhrvikGabriella SchoierPublished in: Comput. Stat. (2005)
Keyphrases
- model selection
- cross validation
- hypothesis tests
- hyperparameters
- sample size
- parameter estimation
- statistical learning
- generalization error
- bayesian learning
- regression model
- error estimation
- variable selection
- statistical inference
- motion segmentation
- mixture model
- machine learning
- model selection criteria
- selection criterion
- information criterion
- feature selection
- meta learning
- parameter determination
- automatic model selection
- gaussian process
- marginal likelihood
- leave one out cross validation
- bayesian information criterion
- decision trees