Extended Bayesian information criteria for model selection with large model spaces
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(only showing first 100 items - show all)- Tournament screening cum EBIC for feature selection with high-dimensional feature spaces
- Selection by partitioning the solution paths
- Estimation of high-dimensional graphical models using regularized score matching
- The ranking lasso and its application to sport tournaments
- Sparse estimation of Cox proportional hazards models via approximated information criteria
- Edge detection in sparse Gaussian graphical models
- Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
- Partially linear structure identification in generalized additive models with NP-dimensionality
- Learning Markov equivalence classes of directed acyclic graphs: an objective Bayes approach
- High-dimensional penalty selection via minimum description length principle
- Variable selection in censored quantile regression with high dimensional data
- Penalised inference for lagged dependent regression in the presence of autocorrelated residuals
- High-dimensional \(A\)-learning for optimal dynamic treatment regimes
- Variable selection and parameter estimation with the Atan regularization method
- Integrative weighted group Lasso and generalized local quadratic approximation
- Regularized latent class analysis with application in cognitive diagnosis
- Robust variable selection in high-dimensional varying coefficient models based on weighted composite quantile regression
- Generalized network psychometrics: combining network and latent variable models
- Inferring large graphs using \(\ell_1\)-penalized likelihood
- A two-stage regularization method for variable selection and forecasting in high-order interaction model
- A systematic review on model selection in high-dimensional regression
- Regression with stagewise minimization on risk function
- Fusion learning algorithm to combine partially heterogeneous Cox models
- Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations
- Exact post-selection inference for the generalized Lasso path
- A flexible shrinkage operator for fussy grouped variable selection
- Broken adaptive ridge regression and its asymptotic properties
- Variable selection in high-dimensional partially linear additive models for composite quantile regression
- Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
- Fitting very large sparse Gaussian graphical models
- An iterative algorithm for fitting nonconvex penalized generalized linear models with grouped predictors
- Multiple hypothesis testing adjusted for latent variables, with an application to the AGEMAP gene expression data
- Simultaneous variable selection and component selection for regression density estimation with mixtures of heteroscedastic experts
- A new scope of penalized empirical likelihood with high-dimensional estimating equations
- High-dimensional consistency in score-based and hybrid structure learning
- Spline estimator for ultra-high dimensional partially linear varying coefficient models
- Model selection in sparse high-dimensional vine copula models with an application to portfolio risk
- A Lasso-penalized BIC for mixture model selection
- Ridge-forward quadratic discriminant analysis in high-dimensional situations
- A distribution-based Lasso for a general single-index model
- Simultaneous feature selection and clustering based on square root optimization
- Improved empirical likelihood inference and variable selection for generalized linear models with longitudinal nonignorable dropouts
- High-dimensional variable selection via low-dimensional adaptive learning
- Gini correlation for feature screening
- Sparse group fused Lasso for model segmentation: a hybrid approach
- Least product relative error estimation for identification in multiplicative additive models
- Broken adaptive ridge regression for right-censored survival data
- VCSEL: prioritizing SNP-set by penalized variance component selection
- Subgroup analysis for high-dimensional functional regression
- Scalar on network regression via boosting
- A sequential feature selection procedure for high-dimensional Cox proportional hazards model
- Locally associated graphical models and mixed convex exponential families
- Sparse spatio-temporal autoregressions by profiling and bagging
- Sparse logistic functional principal component analysis for binary data
- Variable selection for functional linear models with strong heredity constraint
- Sparse vector heterogeneous autoregressive modeling for realized volatility
- GSDAR: a fast Newton algorithm for \(\ell_0\) regularized generalized linear models with statistical guarantee
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses
- Objective Bayesian edge screening and structure selection for Ising networks
- Modeling latent topics in social media using dynamic exploratory graph analysis: the case of the right-wing and left-wing trolls in the 2016 US elections
- Bayesian joint inference for multiple directed acyclic graphs
- Smoothed partially linear quantile regression with nonignorable missing response
- Joint estimation of heterogeneous exponential Markov random fields through an approximate likelihood inference
- Baseline drift estimation for air quality data using quantile trend filtering
- Identifying local differences with fused-MCP: an apartment rental market case study on geographical segmentation detection
- A procedure of linear discrimination analysis with detected sparsity structure for high-dimensional multi-class classification
- Sequential feature screening for generalized linear models with sparse ultra-high dimensional data
- Ultra-high dimensional variable screening via Gram-Schmidt orthogonalization
- Bayesian fusion estimation via \(t\) shrinkage
- Model selection for high-dimensional linear regression with dependent observations
- Dynamic tilted current correlation for high dimensional variable screening
- Sparse identification of truncation errors
- Integrative network learning for multimodality biomarker data
- Dependence in elliptical partial correlation graphs
- Robust low-rank multiple kernel learning with compound regularization
- Estimation of undirected graph with finite mixture of nonparanormal distribution
- Bayesian model selection for high-dimensional Ising models, with applications to educational data
- A sequential approach to feature selection in high-dimensional additive models
- Estimation and model selection in generalized additive partial linear models for correlated data with diverging number of covariates
- Identifying QTLs and epistasis in structured plant populations using adaptive mixed LASSO
- Data science, big data and statistics
- Sparse model identification and learning for ultra-high-dimensional additive partially linear models
- Forward regression for Cox models with high-dimensional covariates
- Rank reduction for high-dimensional generalized additive models
- Modified versions of the Bayesian information criterion for sparse generalized linear models
- Smoothed empirical likelihood inference and variable selection for quantile regression with nonignorable missing response
- Adaptive group bridge selection in the semiparametric accelerated failure time model
- Robust Bayesian model selection for variable clustering with the Gaussian graphical model
- A two-stage sequential conditional selection approach to sparse high-dimensional multivariate regression models
- Penalized empirical likelihood for the sparse Cox regression model
- Robust measurement via a fused latent and graphical item response theory model
- Order selection for possibly infinite-order non-stationary time series
- Adaptively weighted group Lasso for semiparametric quantile regression models
- Stochastic proximal-gradient algorithms for penalized mixed models
- Selecting the tuning parameter in penalized Gaussian graphical models
- Model-based clustering with sparse covariance matrices
- High-dimensional Ising model selection with Bayesian information criteria
- Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
- Sparse sufficient dimension reduction using optimal scoring
- Variable selection and parameter estimation via WLAD-SCAD with a diverging number of parameters
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