Two-step adaptive model selection for vector autoregressive processes.
Yunwen RenZhiguo XiaoXinsheng ZhangPublished in: J. Multivar. Anal. (2013)
Keyphrases
- model selection
- cross validation
- hyperparameters
- parameter estimation
- regression model
- machine learning
- marginal likelihood
- statistical inference
- mixture model
- selection criterion
- feature selection
- model selection criteria
- gaussian process
- unsupervised learning
- image processing
- bayesian information criterion
- information criterion
- automatic model selection
- least squares
- support vector machine
- feature extraction
- data mining