On Model Selection Consistency of Lasso for High-Dimensional Ising Models on Tree-like Graphs.
Xiangming MengTomoyuki ObuchiYoshiyuki KabashimaPublished in: CoRR (2021)
Keyphrases
- model selection
- cross validation
- variable selection
- parameter estimation
- high dimensional
- sample size
- bayesian learning
- hyperparameters
- feature selection
- information criterion
- mixture model
- bayesian methods
- model selection criteria
- machine learning
- generalization error
- statistical inference
- regression model
- automatic model selection
- error estimation
- selection criterion
- bayesian model selection
- gaussian process
- prior knowledge
- marginal likelihood
- data points
- image segmentation
- prior information
- statistical models
- mutual information
- parameter determination
- random sampling