Adaptive Model Selection
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(86)- A simple forward selection procedure based on false discovery rate control
- A note on some model selection criteria
- A simplified adaptive fence procedure
- On model selection in the computer age
- Model selection with data-oriented penalty
- The GIC for model selection: A hypothesis testing approach
- Adaptive model selection using empirical complexities
- Modified AIC rule for model selection in combination with prior estimated noise models
- Tuning parameter selection in sparse regression modeling
- Extending AIC to best subset regression
- A relative error-based approach for variable selection
- Linear model selection by cross-validation
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
- Nonconcave penalized likelihood with a diverging number of parameters.
- Resampling-based information criteria for best-subset regression
- Fixed and random effects selection in nonparametric additive mixed models
- Thresholding-based iterative selection procedures for model selection and shrinkage
- Selection of model selection criteria for multivariate ridge regression
- On the degrees of freedom of mixed matrix regression
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- Prediction error after model search
- Local behavior of sparse analysis regularization: applications to risk estimation
- Infinite Dirichlet mixture models learning via expectation propagation
- Model-based clustering with sparse covariance matrices
- Smoothed rank correlation of the linear transformation regression model
- SURE-tuned tapering estimation of large covariance matrices
- Minimal penalties for Gaussian model selection
- Model selection: a Lagrange optimization approach
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
- On the ``degrees of freedom of the lasso
- Towards data driven selection of a penalty function for data driven Neyman tests
- Nonparametric maximum likelihood approach to multiple change-point problems
- On generalized degrees of freedom with application in linear mixed models selection
- Geometrically designed variable knot splines in generalized (non-)linear models
- Low complexity regularization of linear inverse problems
- Laplace error penalty-based variable selection in high dimension
- Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”
- Bayesian selection of multiresponse nonlinear regression model
- Variable Selection for Model-Based High-Dimensional Clustering and Its Application to Microarray Data
- An Adaptive Method of Variable Selection in Regression
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- DASSO: Connections Between the Dantzig Selector and Lasso
- A model selection approach in statistical modeling
- Wilcoxon-type generalized Bayesian information criterion
- Model Selection in High Dimensions: A Quadratic-Risk-Based Approach
- GUEST EDITORS' EDITORIAL: RECENT DEVELOPMENTS IN MODEL SELECTION AND RELATED AREAS
- On the Distributional Properties of Model Selection Criteria
- Combining models in longitudinal data analysis
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models
- The Covariance Inflation Criterion for Adaptive Model Selection
- scientific article; zbMATH DE number 1064642 (Why is no real title available?)
- Model selection using wavelet decomposition and applications
- Dynamical Selection Rules
- Prediction/estimation with simple linear models: is it really that simple?
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Misparametrization subsets for penalized least squares model selection
- Likelihood-based selection and sharp parameter estimation
- Cross-validation for selecting a model selection procedure
- Estimator of prediction error based on approximate message passing for penalized linear regression
- Model selection procedure for high‐dimensional data
- Likelihood adaptively modified penalties
- Adaptive order selection for autoregressive models
- Degrees of freedom in low rank matrix estimation
- CLEAR: covariant least-square refitting with applications to image restoration
- Relationship between optimal penalties and decay rates
- Model-Free Variable Selection
- Simultaneous Grouping Pursuit and Feature Selection Over an Undirected Graph
- Adaptive bridge regression modeling and selection of the tuning parameters
- On the Non-Negative Garrotte Estimator
- Model Selection and Estimation in Regression with Grouped Variables
- On asymptotic risk of selecting models for possibly nonstationary time-series
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function
- Visualizing the Implicit Model Selection Tradeoff
- Model selection for two-sample problems with right-censored data: an application of Cox model
- Model selection via adaptive shrinkage with \(t\) priors
- Parametric or nonparametric? A parametricness index for model selection
- Estimation and selection for spatial zero-inflated count models
- Sparse group regularization for semi-continuous transportation data
- Simultaneous clustering of individuals and covariates for high-dimensional longitudinal data
- Model selection based on resampling approaches for cluster longitudinal data with missingness in outcomes
- Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
- Component selection and smoothing in multivariate nonparametric regression
- Simultaneous estimation and variable selection in median regression using Lasso-type penalty
- ``Preconditioning for feature selection and regression in high-dimensional problems
- Image denoising via solution paths
- Regularized finite mixture models for probability trajectories
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