Model validation for model selection

DOI10.1007/3-540-44732-6_25MaRDI QIDQ2763426zbMATH OpenFDO

Authors Josef Kittler, K. Messer, Mohammad Taqi Sadeghi

Publication date 15 January 2002

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL http://link.springer.de/link/service/series/0558/bibs/2013/20130240

zbMATH Keywords

gaussian mixturesmodel selectionpredictive validation

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Computing methodologies and applications (68U99)

Review text

Gaussian mixture modelling is used to provide a semi-parametric density description for a given data set. The fundamental problem with this approach is that the number of mixtures required to adequately describe the data is not known in advance. In our previous work we introduced a new concept, termed \textit{Predictive Validation} as a basis for an automatic method to select the number of components. In this paper we investigate the influence of the various parameters in our model selection method in order to develop it into an operational tool. We also demonstrate the utility of our model validation method to two applications in which the selected models are used for supervised classification and outlier detection tasks. For the entire collection see [Zbl 0977.68799].

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