Choosing the diagonal loading factor for linear signal estimation using cross validation.
Jun TongQinghua GuoJiangtao XiYanguang YuPeter J. SchreierPublished in: ICASSP (2016)
Keyphrases
- cross validation
- model selection
- error estimates
- hyperparameters
- variable selection
- regression problems
- support vector
- training set
- regularization parameter
- generalization error
- parameter estimation
- semi parametric
- error estimation
- cross validated
- unseen data
- decision trees
- covariance matrix
- nonlinear filters
- information criterion
- nearest neighbor classifiers
- feature extraction