A sign based loss approach to model selection in nonparametric regression.
David J. NottJialiang LiPublished in: Stat. Comput. (2010)
Keyphrases
- model selection
- nonparametric regression
- cross validation
- pointwise
- bayesian learning
- hyperparameters
- parameter estimation
- regression model
- sample size
- statistical inference
- gaussian process
- mixture model
- error estimation
- statistical learning
- machine learning
- feature selection
- generalization error
- motion segmentation
- model selection criteria
- meta learning
- bayesian information criterion
- bayesian methods
- selection criterion
- information criterion
- variable selection
- probability distribution