Weak SINDy: Galerkin-Based Data-Driven Model Selection.
Daniel A. MessengerDavid M. BortzPublished in: Multiscale Model. Simul. (2021)
Keyphrases
- model selection
- data driven
- cross validation
- hyperparameters
- sample size
- partial differential equations
- statistical learning
- mixture model
- bayesian learning
- regression model
- machine learning
- error estimation
- generalization error
- parameter estimation
- feature selection
- meta learning
- motion segmentation
- statistical inference
- model selection criteria
- variable selection
- bayesian information criterion
- leave one out cross validation
- information criterion
- automatic model selection
- maximum likelihood
- generalization bounds
- upper bound
- marginal likelihood