A multistage algorithm for best-subset model selection based on the Kullback-Leibler discrepancy.

Tao Zhang Joseph E. Cavanaugh

Published in: Comput. Stat. (2016)

Keyphrases

model selection
multistage
dynamic programming
learning algorithm
expectation maximization
parameter estimation
search space
similarity measure
k means
em algorithm
sample size
closed form
data mining
machine learning
hyperparameters
kullback leibler