Information criteria and statistical modeling.

From MaRDI portal
Revision as of 00:20, 3 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:2460366

zbMath1172.62003MaRDI QIDQ2460366

Sadanori Konishi, Genshiro Kitagawa

Publication date: 15 November 2007

Published in: Springer Series in Statistics (Search for Journal in Brave)




Related Items (only showing first 100 items - show all)

Information criteria: how do they behave in different models?Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive modelsHigh-dimensional disjoint factor analysis with its EM algorithm versionTuning parameter selection in sparse regression modelingOptimal Bayesian design for model discrimination via classificationTest for Conditional Variance of Integer-Valued Time SeriesVariable selection in multivariate linear models for functional data via sparse regularizationBias correction of the Akaike information criterion in factor analysisA note about model selection and hypothesis test procedure to discriminate Poisson and Bell modelsNon-inferiority marginal symmetry model and its decomposition for ordinal square contingency tablesSome mathematical tools for modelling malaria: a subjective surveyRobust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least SquaresConditions for the existence of a generalization of Rényi divergenceAIC for the Lasso in generalized linear modelsExtending AIC to best subset regressionChoice of Estimators Based on Different Observations: Modified AIC and LCV CriteriaIterative Bias Correction of the Cross-Validation CriterionEstimation and computations for Gaussian mixtures with uniform noise under separation constraintsSelection of Variables in Multivariate Regression Models for Large DimensionsBayesian generalized fused lasso modeling via NEG distributionEM algorithms for estimating the Bernstein copulaHold-out strategy for selecting learning models: application to categorization subjected to presentation ordersA modified information criterion for model selectionReversible jump MCMC to identify dropout mechanism in longitudinal dataBootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing unitsAdaptive selection and validation of models of complex systems in the presence of uncertaintyResampling-based information criteria for best-subset regressionModel and variable selection procedures for semiparametric time series regressionAIC for the non-concave penalized likelihood methodScalable information inequalities for uncertainty quantificationQuantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert spaceBias-corrected AIC for selecting variables in multinomial logistic regression modelsVariable selection for functional regression models via the \(L_1\) regularizationFactor instrumental variable quantile regressionContrast-based information criterion for ergodic diffusion processes from discrete observationsBias and variance reduction techniques for bootstrap information criteriaTo explain or to predict?ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIAGeneralized predictive information criteria for the analysis of feature eventsThe heteroscedastic graded response model with a skewed latent trait: testing statistical and substantive hypotheses related to skewed item category functionsA jackknife type approach to statistical model selectionMulticlass functional discriminant analysis and its application to gesture recognitionParallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov modelA computationally efficient model selection in the generalized linear mixed modelAIC type statistics for discretely observed ergodic diffusion processesOptimal unions of hidden classesSieve \(M\) inference on irregular parametersBias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects modelsProbabilistic analysis of solar power supply using D-vine copulas based on meteorological variablesTesting autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniquesBayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimatorA new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costsAn information criterion for model selection with missing data via complete-data divergenceOptimal information criteria minimizing their asymptotic mean square errorsExtending adaptive world modeling by identifying and handling insufficient knowledge modelsBias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at randomA Mixture Model for Quantum Dot Images of Kinesin Motor AssaysExpected predictive least squares for model selection in covariance structuresPrincipal component selection via adaptive regularization method and generalized information criterionState-space modeling for seismic signal analysisPartially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid modelsCentralities in simplicial complexes. Applications to protein interaction networksA variable selection method in principal canonical correlation analysisEstimation of prediction error by using \(K\)-fold cross-validationGeneralized threshold latent variable modelAdaptive basis expansion via \(\ell _1\) trend filteringStatistical models: conventional, penalized and hierarchical likelihoodSparse Functional Principal Component Analysis via Regularized Basis Expansions and Its ApplicationNonlinear regression modeling via the lasso-type regularizationMemory-based reduced modelling and data-based estimation of opinion spreadingModel selection in utility-maximizing binary predictionQuantile regression under local misspecificationConditional information criteria for selecting variables in linear mixed modelsAn efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-seriesNonlinear regression modeling and detecting change points via the relevance vector machineDecomposition of Seasonality and Long-term Trend in Seismological Data: A Bayesian Modelling of Earthquake Detection CapabilityAkaike-type criteria and the reliability of inference: model selection versus statistical model specificationModel selection criteria in multivariate models with multiple structural changesAn effective procedure for feature subset selection in logistic regression based on information criteriaA non-iterative optimization method for smoothness in penalized spline regressionLogical and test consistency in pairwise multiple comparisonsOptimal designs for model averaging in non-nested modelsFunctional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced dataAIC for the group Lasso in generalized linear modelsThe effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasetsSelection, calibration, and validation of models of tumor growthConditional Akaike Information Criteria for a Class of Poisson Mixture Models with Random EffectsTan-G class of trigonometric distributions and its applicationsRobust model selection in 2D parametric motion estimationA Mixed-Integer Fractional Optimization Approach to Best Subset SelectionSelecting the tuning parameter in penalized Gaussian graphical modelsUsefulness of Akaike information criterion for making decision in two-sample problems when sample sizes are too smallVisualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributionsEstimation of effect heterogeneity in rare events meta-analysisVariable selection via the weighted group lasso for factor analysis modelsTwo stage smoothing in additive models with missing covariatesHierarchical clustered multiclass discriminant analysis via cross-validationModel selection for assessing the effects of doxorubicin on triple-negative breast cancer cell linesSemi-supervised logistic discrimination via labeled data and unlabeled data from different sampling distributionsFunctional cluster analysis via orthonormalized Gaussian basis expansions and its application




This page was built for publication: Information criteria and statistical modeling.