Posterior Covariance Information Criterion for Weighted Inference.
Yukito IbaKeisuke YanoPublished in: Neural Comput. (2023)
Keyphrases
- information criterion
- model selection
- probability model
- cross validation
- bayesian information criterion
- markov chain monte carlo
- factor analysis
- probability distribution
- probabilistic model
- probabilistic inference
- gaussian process
- bayesian inference
- posterior distribution
- sample size
- widely applicable
- machine learning
- hyperparameters
- statistical model
- active learning
- leave one out cross validation
- learning theory
- posterior probability
- bayesian framework
- free energy
- training set