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Results tagged with model-selection
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user 162037
Model selection is a problem of judging which model from some set performs best. Popular methods include $R^2$, AIC and BIC criteria, test sets, and cross-validation. To some extent, feature selection is a subproblem of model selection.
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Bayesian model selection and credible interval
There are a number of formal methods for Bayesian variable selection. A slightly outdated review of Bayesian variable selection methods is presented in:
A review of Bayesian variable selection method …
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