Regularization and model selection for quantile varying coefficient model with categorical effect modifiers.
Weihua ZhaoRiquan ZhangJicai LiuPublished in: Comput. Stat. Data Anal. (2014)
Keyphrases
- model selection
- automatic model selection
- parameter estimation
- bayesian learning
- objective function
- probabilistic model
- selection criterion
- information criterion
- statistical inference
- cross validation
- closed form
- marginal likelihood
- likelihood function
- gaussian processes
- generalization error
- prior information
- data mining
- regression model
- markov random field
- active learning
- learning algorithm