Model selection based on penalized ϕ-divergences for multinomial data.
M. V. Alba FernándezMaría-Dolores Jiménez-GameroFrancisca Jiménez-JiménezPublished in: J. Comput. Appl. Math. (2022)
Keyphrases
- model selection
- data sets
- cross validation
- statistical inference
- variable selection
- parameter estimation
- multivariate regression
- hypothesis tests
- regression model
- prior knowledge
- machine learning
- sample size
- bayesian methods
- training data
- feature selection
- em algorithm
- maximum likelihood
- probabilistic model
- incomplete data