Spatio-temporal Bayesian On-line Changepoint Detection with Model Selection.
Jeremias KnoblauchTheodoros DamoulasPublished in: ICML (2018)
Keyphrases
- model selection
- spatio temporal
- bayesian learning
- cross validation
- statistical inference
- marginal likelihood
- bayesian model selection
- hyperparameters
- bayesian methods
- covariate shift
- parameter estimation
- regression model
- selection criterion
- statistical learning
- bayesian approaches
- meta learning
- posterior distribution
- feature selection
- machine learning
- sample size
- model selection criteria
- gaussian processes
- motion segmentation
- mixture model
- parameter determination
- gaussian process
- variable selection
- bayesian networks
- generalization error
- error estimation
- maximum likelihood
- posterior probability
- automatic model selection
- multivariate regression