Efficient regularization parameter selection via information criteria

DOI10.1080/03610918.2011.639969MaRDI QIDQ5299822zbMATH OpenOpenAlexFDO

Authors Yuko Araki, Satoshi Hattori

Publication date 21 June 2013

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2011.639969

zbMATH Keywords

B-splinebasis expansiongeneralized Bayesian information criteriongeneralized information criterionnonlinear regressionregularization parameter

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical smoothing, curve fitting (65D10)

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Cites work

• Bayesian information criteria and smoothing parameter selection in radial basis function networks
• Fast Stable Direct Fitting and Smoothness Selection for Generalized Additive Models
• Functional regression modeling via regularized Gaussian basis expansions
• Generalised information criteria in model selection
• scientific article; zbMATH DE number 976830 (Why is no real title available?)
• Information criteria and statistical modeling.
• Optimal tuning parameter estimation in maximum penalized likelihood method
• Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria
• Semiparametric Regression
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Stable and Efficient Multiple Smoothing Parameter Estimation for Generalized Additive Models

Cited in

(4)

• On an unsupervised method for parameter selection for the elastic net
• Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion
• Information complexity-based regularization parameter selection for solution of ill conditioned inverse problems
• A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing

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