Modified versions of the Bayesian information criterion for sparse generalized linear models (Q2275644): Difference between revisions

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+https://doi.org/10.1016/j.csda.2011.04.016
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+W1971008858
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+Adapting to unknown sparsity by controlling the false discovery rate
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+Q3150769
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+A new look at the statistical model identification
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+On the existence of maximum likelihood estimates in logistic regression models
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+Locating multiple interacting quantitative trait loci using robust model selection
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+Asymptotic Bayes-optimality under sparsity of some multiple testing procedures
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+Extending the Modified Bayesian Information Criterion (mBIC) to Dense Markers and Multiple Interval Mapping
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+A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
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+Extended Bayesian information criteria for model selection with large model spaces
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+Tournament screening cum EBIC for feature selection with high-dimensional feature spaces
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+FSR methods for second-order regression models
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+Higher criticism for detecting sparse heterogeneous mixtures.
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+Asymptotic minimaxity of false discovery rate thresholding for sparse exponential data
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+Locating multiple interacting quantitative trait loci with the zero-inflated generalized Poisson regression
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+Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
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+Bias reduction of maximum likelihood estimates
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+Calibration and empirical Bayes variable selection
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+On the choice of a model to fit data from an exponential family
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+Variable selection in regression models using nonstandard optimisation of information criteria
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+Practical variable selection for generalized additive models
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+Approximate Bayes factors and accounting for model uncertainty in generalised linear models
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+A note on A. Albert and J. A. Anderson's conditions for the existence of maximum likelihood estimates in logistic regression models
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+Estimating the dimension of a model
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+Split Bregman method for large scale fused Lasso
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