Accurate Bayesian data classification without hyperparameter cross-validation

DOI10.1007/S00357-019-09316-6OpenAlexW2963800329MaRDI QIDQ779035

A. C. C. Coolen, Mansoor Sheikh

Publication date: 21 July 2020

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.09813

zbMATH Keywords

Bayesian classificationhigh-dimensional datahyperparametersevidence maximization

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (2)

Classification by fiducial predictive density functions ⋮ Bayesian decision rules to classification problems

Uses Software

• darch

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A well-conditioned estimator for large-dimensional covariance matrices
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Some limit theorems for the eigenvalues of a sample covariance matrix
• Results in statistical discriminant analysis: A review of the former Soviet Union literature.
• Reducing the Dimensionality of Data with Neural Networks
• Regularized Gaussian Discriminant Analysis Through Eigenvalue Decomposition
• Discrimination with Many Variables
• Regularization and Variable Selection Via the Elastic Net
• A note on learning for Gaussian properties
• Replica analysis of overfitting in regression models for time-to-event data

This page was built for publication: Accurate Bayesian data classification without hyperparameter cross-validation