Exact Post Model Selection Inference for Marginal Screening.
Jason D. LeeJonathan E. TaylorPublished in: NIPS (2014)
Keyphrases
- active learning
- model selection
- statistical inference
- machine learning
- cross validation
- hyperparameters
- bayesian model selection
- bayesian learning
- parameter estimation
- generalization error
- feature selection
- variational bayes
- regression model
- sample size
- meta learning
- motion segmentation
- statistical learning
- mixture model
- bayesian inference
- probability distribution
- semi supervised
- error estimation
- model selection criteria
- variable selection
- probabilistic inference
- selection criterion
- marginal likelihood
- parameter determination
- automatic model selection
- bayesian information criterion
- gaussian process
- hypothesis tests
- bayesian networks
- bayesian methods
- conditional random fields
- leave one out cross validation