Model selection via conditional conceptual predictive statistic for mixed and stochastic restricted ridge estimators in linear mixed models.
M. Revan ÖzkaleÖzge KuranPublished in: Concurr. Comput. Pract. Exp. (2022)
Keyphrases
- model selection
- cross validation
- parameter estimation
- bayesian learning
- statistical inference
- hyperparameters
- machine learning
- regression model
- model selection criteria
- mixture model
- sample size
- feature selection
- hypothesis tests
- motion segmentation
- statistical learning
- gaussian process
- error estimation
- information criterion
- automatic model selection
- variable selection
- selection criterion
- marginal likelihood
- leave one out cross validation
- least squares
- prior knowledge
- learning algorithm