Feature Selection in Probabilistic Latent Variable Models

[michaelchughes]

A survey of feature selection methods for Gaussian mixture models and hidden Markov models

Adams and Beling Artificial Intelligence Review, 2019 https://link.springer.com/article/10.1007/s10462-017-9581-3#Bib1

A survey of Bayesian predictive methods for model assessment, selection and comparison

Aki Vehtari and Janne Ojanen Statistics Surveys 2012 https://projecteuclid.org/euclid.ssu/1356628931

Comparison of Bayesian predictive methods for model selection

Piironen and Vehtari Stat Computing 2017 https://link.springer.com/content/pdf/10.1007/s11222-016-9649-y.pdf

Papers with new methods about GMMs

Simultaneous feature selection and clustering using mixture models

M.H.C. Law ; M.A.T. Figueiredo ; A.K. Jain

IEEE TPAMI 2004

https://ieeexplore.ieee.org/document/1316850

Bayesian feature and model selection for Gaussian mixture models

C. Constantinopoulos ; M.K. Titsias ; A. Likas

IEEE TPAMI 2006

https://ieeexplore.ieee.org/document/1624365

Variable selection in clustering via Dirichlet process mixture models

Sinae Kim, Mahlet G. Tadesse, Marina Vannucci

Biometrika 2006

https://doi.org/10.1093/biomet/93.4.877