Kolmogorov's Structure Functions with an Application to the Foundations of Model Selection.
Nikolai K. VereshchaginPaul M. B. VitányiPublished in: FOCS (2002)
Keyphrases
- model selection
- cross validation
- parameter estimation
- regression model
- model selection criteria
- bayesian learning
- hyperparameters
- statistical learning
- mixture model
- error estimation
- machine learning
- feature selection
- statistical inference
- meta learning
- generalization error
- sample size
- variable selection
- gaussian process
- motion segmentation
- automatic model selection
- image segmentation
- bayesian information criterion
- marginal likelihood
- factor analysis
- decision trees
- parameter determination