Rebuilding Factorized Information Criterion: Asymptotically Accurate Marginal Likelihood.
Kohei HayashiShin-ichi MaedaRyohei FujimakiPublished in: CoRR (2015)
Keyphrases
- information criterion
- marginal likelihood
- model selection
- sample size
- cross validation
- probability model
- bayesian information criterion
- model selection criteria
- factor analysis
- selection criterion
- gaussian process
- widely applicable
- leave one out cross validation
- hyperparameters
- support vector
- matrix factorization
- closed form
- statistical model
- approximate inference
- free energy
- learning machines
- parameter estimation
- graphical models
- pairwise