Estimating the dimension of a model
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Cites work
- Additive logistic regression: a statistical view of boosting. (With discussion and a rejoinder by the authors)
- Asymptotics for Lasso-type estimators.
- Atomic decomposition by basis pursuit
- Compressed sensing
- Enhancing sparsity by reweighted \(\ell _{1}\) minimization
- Estimating the dimension of a model
- scientific article; zbMATH DE number 5957506 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Least angle regression. (With discussion)
- Nonconcave penalized likelihood with a diverging number of parameters.
- Optimally sparse representation in general (nonorthogonal) dictionaries via ℓ 1 minimization
- Piecewise linear regularized solution paths
- Regularization and Variable Selection Via the Elastic Net
- Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
- Some Comments on C P
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Uncertainty principles and ideal atomic decomposition
Cited in
(only showing first 100 items - show all)- Nonlinear dynamics of the Nikkei stock average futures
- Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
- Distribution switching in financial time series
- A new feature selection method for Gaussian mixture clustering
- A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
- Spacetime curvature is important for cosmology constrained with supernova emissions
- Learning the structure of dynamic Bayesian networks from time series and steady state measurements
- Tree-structured model diagnostics for linear regression
- An algebraic characterization of the optimum of regularized kernel methods
- Upper bound for variational free energy of Bayesian networks
- Bayesian learning of graphical vector autoregressions with unequal lag-lengths
- Classifying under computational resource constraints: anytime classification using probabilistic estimators
- Fuzzy modelling and estimation of economic relationships
- Model-based cluster and discriminant analysis with the MIXMOD software
- Cluster analysis using multivariate normal mixture models to detect differential gene expression with microarray data
- Multivariate time series modeling and classification via hierarchical VAR mixtures
- A multivariate multilevel approach to the modeling of accuracy and speed of test takers
- Logistic Normal Multinomial Factor Analyzers for Clustering Microbiome Data
- Inference for the dark energy equation of state using type IA supernova data
- Consistency of Bayesian procedures for variable selection
- Consistency of minimizing a penalized density power divergence estimator for mixing distribution
- Goodness of fit tests via exponential series density estimation
- On hybrid methods of inverse regression-based algorithms
- Valid hypothesis testing in face of spatially dependent data using multi-layer perceptrons and sub-sampling techniques
- Estimation of the income distribution and detection of subpopulations: an explanatory model
- Maximum likelihood estimation of an extended latent Markov model for clustered binary panel data
- Model comparison and selection for stationary space-time models
- Knot selection by boosting techniques
- Modelling nonlinear count time series with local mixtures of Poisson autoregressions
- Imputation through finite Gaussian mixture models
- Extension of the mixture of factor analyzers model to incorporate the multivariate \(t\)-distribution
- Variational approximations in Bayesian model selection for finite mixture distributions
- Detecting business cycle asymmetries using artificial neural networks and time series models
- A new family of life distributions for dependent data: estimation
- Detecting change-points in Markov chains
- Period analysis of variable stars: temporal dependence and local optima
- On time series model selection involving many candidate ARMA models
- The Bayes factor for inequality and about equality constrained models
- Locating multiple interacting quantitative trait loci using robust model selection
- Variable selection in regression models using nonstandard optimisation of information criteria
- High-dimensional data clustering
- Model-based methods to identify multiple cluster structures in a data set
- Gaussian model selection with an unknown variance
- Bayesian model averaging and model selection: Two sides of the same coin when identifying the determinants of trade union density?
- Measurement by subjective estimation: Testing for separable representations
- Classification tree analysis using TARGET
- Model-based clustering for longitudinal data
- A time series bootstrap procedure for interpolation intervals
- Time series clustering and classification by the autoregressive metric
- Fixed-effect variable selection in linear mixed models using \(R^2\) statistics
- Improved AIC selection strategy for survival analysis
- A hidden Markov model applied to the protein 3D structure analysis
- Choosing an appropriate number of factors in factor analysis with incomplete data
- Subset selection for vector autoregressive processes using Lasso
- Stepwise feature selection using generalized logistic loss
- Long-term HIV dynamic models incorporating drug adherence and resistance to treatment for prediction of virological responses
- A nonlinear multi-dimensional variable selection method for high dimensional data: sparse MAVE
- Marginal likelihoods for non-Gaussian models using auxiliary mixture sampling
- A maximum likelihood method for an asymmetric MDS model
- Robust model selection using fast and robust bootstrap
- Mixture periodic autoregressive conditional heteroskedastic models
- Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood
- Defining a family of cognitive diagnosis models using log-linear models with latent variables
- A latent class multidimensional scaling model for two-way one-mode continuous rating dissimilarity data
- Initial classification of joint data in EM estimation of latent class joint model
- Optimal prediction with conditionally heteroskedastic factor analysed hidden Markov models
- Semi-automatic dynamic auxiliary-tag-aided image annotation
- An empirical method for assessing the research relevance gap
- Predicting EU energy industry excess returns on EU market index via a constrained genetic algorithm
- Value-at-risk via mixture distributions reconsidered
- Noncentral elliptical configuration density
- Stabilizing variable selection and regression
- NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
- A naïve sticky information model of households' inflation expectations
- Tournament screening cum EBIC for feature selection with high-dimensional feature spaces
- The composite absolute penalties family for grouped and hierarchical variable selection
- A comparative study of three data-based methods of instrument selection
- B-spline estimation for varying coefficient regression with spatial data
- Using threshold autoregressive models to study dyadic interactions
- Asymptotic bootstrap corrections of AIC for linear regression models
- Structural break estimation of noisy sinusoidal signals
- AR order selection in the case when the model parameters are estimated by forgetting factor least-squares algorithms
- Blind identification of MISO-FIR channels
- The inverse partial correlation function of a time series and its applications
- Asymptotic mean efficiency of a selection of regression variables
- On optimal multiple changepoint algorithms for large data
- Multivariate subset autoregressive modelling with zero constraints for detecting 'overall causality'
- Time-series segmentation: A model and a method
- On the multivariate asymptotic distribution of sequential chi-square statistics
- A note on some model selection criteria
- Testing causality using efficiently parametrized vector ARMA models
- Model selection for forecasting
- A mixture of generalized hyperbolic factor analyzers
- Selection of the number of regression variables; A minimax choice of generalized FPE
- Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions
- Selecting the best linear regression model. A classical approach
- On the estimation of mixtures of Poisson regression models with large number of components
- On estimating the order of an ARMA process
- On the selection of regression variables
- Estimating the number of change-points via Schwarz' criterion
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