Modified versions of the Bayesian Information Criterion for sparse Generalized Linear Models.
Malgorzata Zak-SzatkowskaMalgorzata BogdanPublished in: Comput. Stat. Data Anal. (2011)
Keyphrases
- generalized linear models
- bayesian information criterion
- regression model
- model selection
- logistic regression
- linear regression
- mixture model
- gaussian mixture model
- high dimensional
- regression methods
- cross validation
- akaike information criterion
- selection criterion
- hyperparameters
- dirichlet process
- decision trees
- data sets
- regression method
- least squares
- unsupervised learning
- dimensionality reduction
- gaussian process
- probability distribution