—Probability models are estimated by use of penalized log-likelihood criteria related to AIC and MDL. The accuracies of the density estimators are shown to be related to the trad...
This paper proposes a novel Bayesian approximation inference method for mixture modeling. Our key idea is to factorize marginal log-likelihood using a variational distribution ove...
We consider the model selection problem for support vector machines applied to binary classification. As the data generating process is unknown, we have to rely on heuristics as mo...
—Detection of the number of sinusoids embedded in noise is a fundamental problem in statistical signal processing. Most parametric methods minimize the sum of a data fit (likeli...
We consider the least-square linear regression problem with regularization by the 1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptot...