Heuristics of instability and stabilization in model selection
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- Leo Breiman: An important intellectual and personal force in statistics, my life and that of many others
- Remembering Leo Breiman
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- Analyzing bagging
- Nonconcave penalized likelihood with a diverging number of parameters.
- A few theoretical results for Laplace and arctan penalized ordinary least squares linear regression estimators
- On average predictive comparisons and interactions
- Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
- Penalized orthogonal-components regression for large \(p\) small \(n\) data
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- Consistency of random forests
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- Dealing with big data: comparing dimension reduction and shrinkage regression methods
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- Boosting and instability for regression trees
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- Model selection in estimating equations
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- Bayesian adaptive Lasso quantile regression
- On the strong oracle property of concave penalized estimators with infinite penalty derivative at the origin
- Bagging binary and quantile predictors for time series
- Non-convex penalized estimation in high-dimensional models with single-index structure
- On the advantages of the non-concave penalized likelihood model selection method with minimum prediction errors in large-scale medical studies
- On a semiparametric data-driven nonlinear model with penalized spatio-temporal lag interactions
- A novel bagging approach for variable ranking and selection via a mixed importance measure
- Evaluating the impact of exploratory procedures in regression prediction: A pseudosample approach
- Stable prediction in high-dimensional linear models
- Variable selection in semiparametric regression modeling
- Variable selection in functional regression models: a review
- Tuning parameter selection in sparse regression modeling
- Robustify financial time series forecasting with bagging
- On the adaptive elastic net with a diverging number of parameters
- SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part
- Algorithms for manipulation of level sets of nonparametric density estimates
- Variable selection for recurrent event data with informative censoring
- scientific article; zbMATH DE number 176116 (Why is no real title available?)
- A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al.
- Application of random forest survival models to increase generalizability of decision trees: a case study in acute myocardial infarction
- Joint estimation and variable selection for mean and dispersion in proper dispersion models
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
- LAD variable selection for linear models with randomly censored data
- A new sparse variable selection via random-effect model
- Robust variable selection through MAVE
- Information criteria for model selection
- Least angle regression for model selection
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