Estimating the dimension of a model

DOI10.1214/AOS/1176344136zbMATH Open0379.62005OpenAlexW2168175751WikidataQ29542197 ScholiaQ29542197MaRDI QIDQ1247128FDOQ1247128

Gideon Schwarz

Publication date: 1978

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344136

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear inference, regression (62J99) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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• Estimating the dimension of a model
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• Nonconcave penalized likelihood with a diverging number of parameters.
• Robust uncertainty principles: exact signal reconstruction from highly incomplete frequency information
• Compressed sensing
• Uncertainty principles and ideal atomic decomposition
• Atomic decomposition by basis pursuit

Cited In (only showing first 100 items - show all)

• Model-based clustering of high-dimensional data: a review
• A new regression model for bounded responses
• Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
• A globally convergent algorithm for Lasso-penalized mixture of linear regression models
• Breakdown points for maximum likelihood estimators of location-scale mixtures
• Computational aspects of fitting mixture models via the expectation-maximization algorithm
• Model uncertainty
• Approximations and consistency of Bayes factors as model dimension grows
• Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
• Variable dispersion beta regressions with parametric link functions
• Local behavior of sparse analysis regularization: applications to risk estimation
• Hybrid maximum likelihood inference for stochastic block models
• Estimation and model selection for model-based clustering with the conditional classification likelihood
• Comparing and selecting spatial predictors using local criteria
• Robust model-based clustering via mixtures of skew-\(t\) distributions with missing information
• Bayesian variable selection using cost-adjusted BIC, with application to cost-effective measurement of quality of health care
• Trimming algorithms for clustering contaminated grouped data and their robustness
• Model-based clustering for multivariate partial ranking data
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• A tutorial on variational Bayes for latent linear stochastic time-series models
• Lasso-type penalization in the framework of generalized additive models for location, scale and shape
• Copula functions for residual dependency
• The generalized linear mixed cluster-weighted model
• A computationally efficient nonparametric approach for changepoint detection
• Multivariate response and parsimony for Gaussian cluster-weighted models
• Data-driven rate-optimal specification testing in regression models
• Clustering of contingency table and mixture model
• Hierarchical clustering with discrete latent variable models and the integrated classification likelihood
• Adapting to unknown sparsity by controlling the false discovery rate
• Towards data driven selection of a penalty function for data driven Neyman tests
• Change-point detection in time-series data by relative density-ratio estimation
• Bayes factors: Prior sensitivity and model generalizability
• Parsimonious mixtures of multivariate contaminated normal distributions
• Bayesian model selection of informative hypotheses for repeated measurements
• Sparse regression with multi-type regularized feature modeling
• Structural breaks in time series
• Shrinkage tuning parameter selection with a diverging number of parameters
• Model selection criteria in beta regression with varying dispersion
• Conjugate Mixture Models for Clustering Multimodal Data
• Model‐based clustering of longitudinal data
• Detecting Changes in Slope With an L₀ Penalty
• A simulation-based method for model evaluation
• Heteroscedasticity diagnostics in two-phase linear regression models
• Time-series analysis with neural networks and ARIMA-neural network hybrids
• A Consistent Method for the Selection of Relevant Instruments
• Modeling Motor Learning Using Heteroscedastic Functional Principal Components Analysis
• Zero‐Inflated Poisson and Binomial Regression with Random Effects: A Case Study
• P-spline ANOVA-type interaction models for spatio-temporal smoothing
• Optimal Detection of Changepoints With a Linear Computational Cost
• Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
• Sparse Estimation of Conditional Graphical Models With Application to Gene Networks
• Modeling with Weibull-Pareto Models
• Heteroscedastic factor mixture analysis
• Maximum likelihood estimation of mixed C-vines with application to exchange rates
• Multiple scaled contaminated normal distribution and its application in clustering
• Properties and estimation of asymmetric exponential power distribution
• Least-squares forecast averaging
• Efficient two-dimensional smoothing with \(P\)-spline ANOVA mixed models and nested bases
• Bayesian Approaches to Shrinkage and Sparse Estimation
• Corrected Bayesian Information Criterion for Stochastic Block Models
• Model-based multidimensional clustering of categorical data
• Multiscale Change Point Inference
• Beta autoregressive fractionally integrated moving average models
• Mixture-based estimation of entropy
• Detection of multiple changes in a sequence of dependent variables
• Variable Selection Using a Smooth Information Criterion for Distributional Regression Models
• Modelling high-dimensional data by mixtures of factor analyzers
• Projection Pursuit Based on Gaussian Mixtures and Evolutionary Algorithms
• Sliced Inverse Regression with Regularizations
• Multiple testing and error control in Gaussian graphical model selection
• A comparative review of dimension reduction methods in approximate Bayesian computation
• Methods for merging Gaussian mixture components
• Forecasting with factor-augmented regression: a frequentist model averaging approach
• Dimensionally reduced model-based clustering through mixtures of factor mixture analyzers
• Clustering bivariate mixed-type data via the cluster-weighted model
• A Modified Bayes Information Criterion with Applications to the Analysis of Comparative Genomic Hybridization Data
• A general class of zero-or-one inflated beta regression models
• Bayes factors and the geometry of discrete hierarchical loglinear models
• Block clustering with collapsed latent block models
• Estimation and selection for the latent block model on categorical data
• Beta autoregressive moving average models
• Prior sensitivity in theory testing: an apologia for the Bayes factor
• Segmentation of the mean of heteroscedastic data via cross-validation
• Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
• Finite mixtures of multivariate skew \(t\)-distributions: some recent and new results
• Model-based clustering, classification, and discriminant analysis via mixtures of multivariate \(t\)-distributions
• Joint modelling of multivariate longitudinal outcomes and a time-to-event: a nonlinear latent class approach
• Using combinatorial optimization in model-based trimmed clustering with cardinality constraints
• An estimator of the number of change points based on a weak invariance principle
• Exact and Monte Carlo calculations of integrated likelihoods for the latent class model
• Data-driven selection of the number of change-points via error rate control
• Model-based cluster and discriminant analysis with the MIXMOD software
• Gaussian model selection with an unknown variance
• High-dimensional data clustering
• Variational approximations in Bayesian model selection for finite mixture distributions
• Subset selection for vector autoregressive processes using Lasso
• Estimating the number of change-points via Schwarz' criterion
• An entropy criterion for assessing the number of clusters in a mixture model
• Dynamic factor analysis of nonstationary multivariate time series
• Bayesian predictive simultaneous variable and transformation selection in the linear model.

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