Modified versions of the Bayesian information criterion for sparse generalized linear models (Q2275644)

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English	Modified versions of the Bayesian information criterion for sparse generalized linear models	scientific article

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scholarly article

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Modified versions of the Bayesian information criterion for sparse generalized linear models (English)

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Małgorzata Żak-Szatkowska

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Małgorzata Bogdan

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Computational Statistics and Data Analysis

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publication date

9 August 2011

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zbMATH Keywords

model selection

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.csda.2011.04.016

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Adapting to unknown sparsity by controlling the false discovery rate

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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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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.CSDA.2011.04.016

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Sitelinks

Mathematics(1 entry)

mardi Publication:2275644

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