Modifications of BIC for data mining under sparsity
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Recommendations
- Modified versions of the Bayesian information criterion for sparse generalized linear models
- Weak consistency of modified versions of Bayesian information criterion in a sparse linear regression
- Extended BIC for linear regression models with diverging number of relevant features and high or ultra-high feature spaces
- Extended Bayesian information criteria for model selection with large model spaces
- Extended BIC for small-n-large-P sparse GLM
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