Optimality of Multiple Decision Statistical Procedure for Gaussian Graphical Model Selection.
Valeriy A. KalyaginAlexander P. KoldanovPetr A. KoldanovPanos M. PardalosPublished in: LION (2018)
Keyphrases
- model selection
- statistical inference
- cross validation
- hyperparameters
- parameter estimation
- error estimation
- regression model
- sample size
- statistical learning
- machine learning
- bayesian learning
- hypothesis tests
- variable selection
- generalization error
- multivariate regression
- gaussian process
- motion segmentation
- feature selection
- meta learning
- bayesian methods
- selection criterion
- mixture model
- marginal likelihood
- statistical models
- maximum likelihood
- model selection criteria
- parameter determination
- gaussian mixture model
- generalization bounds
- bayesian information criterion
- leave one out cross validation
- training data