Model selection by sequentially normalized least squares.
Jorma RissanenTeemu RoosPetri MyllymäkiPublished in: J. Multivar. Anal. (2010)
Keyphrases
- model selection
- least squares
- parameter estimation
- cross validation
- hyperparameters
- sample size
- meta learning
- statistical learning
- regression model
- mixture model
- motion segmentation
- model selection criteria
- machine learning
- statistical inference
- bayesian learning
- linear regression
- variable selection
- error estimation
- feature selection
- generalization error
- gaussian process
- selection criterion
- leave one out cross validation
- marginal likelihood
- similarity measure
- parameter determination
- approximate inference
- closed form
- optical flow
- information criterion
- bayesian model selection