https://www.amazon.com/Pattern-Recognition-Learning-Information-Statistics/dp/0387310738
The book has a brief description of hyperparameter fitting using type 2 max likelihood at the start of section 3.5, pages 165-166
Posts Tagged ‘paperEmodel’
Pattern Recognition and Machine Learning (Information Science and Statistics): Christopher M. Bishop: 9780387310732: Amazon.com: Books
January 25, 2020Restricted maximum likelihood – Wikipedia
January 25, 2020https://en.wikipedia.org/wiki/Restricted_maximum_likelihood
REML can be used to est. the hyperparameters of a random-effects model
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