Model selection for integrated autoregressive processes of infinite order.
Ching-Kang IngChor-yiu SinShu-Hui YuPublished in: J. Multivar. Anal. (2012)
Keyphrases
- model selection
- autoregressive
- cross validation
- gaussian process
- regression model
- hyperparameters
- mixture model
- parameter estimation
- selection criterion
- non stationary
- marginal likelihood
- prior knowledge
- sample size
- variable selection
- image processing
- feature selection
- statistical inference
- data mining
- parameter determination
- feature space
- similarity measure
- machine learning