no code implementations • 14 Apr 2019 • M Sheikh, A. C. C. Coolen
However, when the data dimension p is comparable to the sample size $N$, maximum likelihood estimates for its regression parameters are known to be biased or break down entirely due to overfitting.
no code implementations • 28 Dec 2017 • M Sheikh, A. C. C. Coolen
We extend the standard Bayesian multivariate Gaussian generative data classifier by considering a generalization of the conjugate, normal-Wishart prior distribution and by deriving the hyperparameters analytically via evidence maximization.