Model selection: beyond the Bayesian/frequentist divide

zbMATH Open1242.62008MaRDI QIDQ2896019FDOQ2896019

Authors: Isabelle Guyon, Amir Saffari, Gideon Dror, Gavin C. Cawley 

Publication date: 13 July 2012

Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)

Full work available at URL: http://www.jmlr.org/papers/v11/guyon10a.html

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zbMATH Keywords

regularizationensemble methodsminimum description lengthmultilevel optimizationover-fittingstructural risk minimizationperformance predictionbias-variance tradeoffBayesian priorsguaranteed risk minimizationmultilevel inference

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundational topics in statistics (62A99)

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