An improved Akaike information criterion for state-space model selection.
Thomas BengtssonJoseph E. CavanaughPublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- model selection
- akaike information criterion
- state space
- bayesian information criterion
- information criterion
- cross validation
- hyperparameters
- reinforcement learning
- parameter estimation
- sample size
- marginal likelihood
- mixture model
- regression model
- machine learning
- leave one out cross validation
- particle filter
- model selection criteria
- selection criterion
- automatic model selection
- variable selection
- generalization error
- gaussian process
- unsupervised learning
- feature selection