Penalized likelihood and Bayesian function selection in regression models
From MaRDI portal
Abstract: Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive predictors has been considered only more recently. Several competing suggestions have been developed at about the same time and often do not refer to each other. This article provides a state-of-the-art review on function selection, focusing on penalized likelihood and Bayesian concepts, relating various approaches to each other in a unified framework. In an empirical comparison, also including boosting, we evaluate several methods through applications to simulated and real data, thereby providing some guidance on their performance in practice.
Recommendations
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- Variable selection in infinite-dimensional problems
- Variable selection in functional regression models: a review
- A systematic review on model selection in high-dimensional regression
Cites work
- scientific article; zbMATH DE number 45848 (Why is no real title available?)
- scientific article; zbMATH DE number 1034042 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- A review of Bayesian variable selection methods: what, how and which
- Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models
- Bayesian regularization and model choice in structured additive regression
- Bayesian smoothing and regression for longitudinal, spatial and event history data.
- Boosting With theL2Loss
- Boosting algorithms: regularization, prediction and model fitting
- Component selection and smoothing for nonparametric regression in exponential families
- Component selection and smoothing in multivariate nonparametric regression
- Consistent variable selection in additive models
- Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
- Gaussian Markov Random Fields
- Generalized Additive Modeling with Implicit Variable Selection by Likelihood‐Based Boosting
- High-dimensional additive modeling
- Linear or nonlinear? Automatic structure discovery for partially linear models
- Local shrinkage rules, Lévy processes and regularized regression
- Model Selection and Estimation in Regression with Grouped Variables
- Model Selection in Spline Nonparametric Regression
- Model selection in nonparametric hazard regression
- Nonparametric regression using Bayesian variable selection
- Parsimonious additive models
- Practical variable selection for generalized additive models
- Simultaneous selection of variables and smoothing parameters in structured additive regression models
- Smoothing spline ANOVA models
- Sparse additive models
- Spike and slab variable selection: frequentist and Bayesian strategies
- Spike-and-slab priors for function selection in structured additive regression models
- Surface estimation, variable selection, and the nonparametric oracle property
- The Adaptive Lasso and Its Oracle Properties
- The Bayesian Lasso
- The Group Lasso for Logistic Regression
- Variable Selection and Model Averaging in Semiparametric Overdispersed Generalized Linear Models
- Variable Selection and Model Choice in Geoadditive Regression Models
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable selection in nonparametric additive models
- Variable selection using adaptive nonlinear interaction structures in high dimensions
Cited in
(9)- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
- Mean and quantile boosting for partially linear additive models
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
- Spike-and-slab least absolute shrinkage and selection operator generalized additive models and scalable algorithms for high-dimensional data analysis
- Performance of variable and function selection methods for estimating the nonlinear health effects of correlated chemical mixtures: a simulation study
- scientific article; zbMATH DE number 775849 (Why is no real title available?)
- Bayesian semiparametric functional mixed models for serially correlated functional data, with application to glaucoma data
- Bayesian ridge regression for survival data based on a vine copula-based prior
Describes a project that uses
Uses Software
This page was built for publication: Penalized likelihood and Bayesian function selection in regression models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1621251)
