Information criteria and statistical modeling.
From MaRDI portal
Publication:2460366
zbMath1172.62003MaRDI QIDQ2460366
Sadanori Konishi, Genshiro Kitagawa
Publication date: 15 November 2007
Published in: Springer Series in Statistics (Search for Journal in Brave)
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical aspects of information-theoretic topics (62B10)
Related Items (only showing first 100 items - show all)
Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review ⋮ Efficient Regularization Parameter Selection Via Information Criteria ⋮ Sparse group lasso for multiclass functional logistic regression models ⋮ Quantum information criteria for model selection in quantum state estimation ⋮ Extracting decision models for ski injury prediction from data ⋮ Modeling spatiotemporal trends in the productivity of North Pacific Salmon ⋮ Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models ⋮ Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection ⋮ Smoothly varying regularization ⋮ Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity ⋮ Statistical embedding: beyond principal components ⋮ Inadmissibility of the corrected Akaike information criterion ⋮ Unnamed Item ⋮ Network Structure Change Point Detection by Posterior Predictive Discrepancy ⋮ Confidence Intervals for Sparse Penalized Regression With Random Designs ⋮ A Statistical Framework to Infer Delay and Direction of Information Flow from Measurements of Complex Systems ⋮ The Copula Information Criteria ⋮ Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria ⋮ Bootstrap order selection for SETAR models ⋮ Principal-component-based generalized-least-squares approach for panel data ⋮ Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection ⋮ Model selection criteria for dual-inflated data ⋮ Gradient-Free Construction of Active Subspaces for Dimension Reduction in Complex Models with Applications to Neutronics ⋮ Adaptive multiscale predictive modelling ⋮ Unnamed Item ⋮ A comparison of parameter estimation in function-on-function regression ⋮ Prediction errors for penalized regressions based on generalized approximate message passing ⋮ Information criteria: how do they behave in different models? ⋮ Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models ⋮ High-dimensional disjoint factor analysis with its EM algorithm version ⋮ Tuning parameter selection in sparse regression modeling ⋮ Optimal Bayesian design for model discrimination via classification ⋮ Test for Conditional Variance of Integer-Valued Time Series ⋮ Variable selection in multivariate linear models for functional data via sparse regularization ⋮ Bias correction of the Akaike information criterion in factor analysis ⋮ A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models ⋮ Non-inferiority marginal symmetry model and its decomposition for ordinal square contingency tables ⋮ Some mathematical tools for modelling malaria: a subjective survey ⋮ Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares ⋮ Conditions for the existence of a generalization of Rényi divergence ⋮ AIC for the Lasso in generalized linear models ⋮ Extending AIC to best subset regression ⋮ Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria ⋮ Iterative Bias Correction of the Cross-Validation Criterion ⋮ Estimation and computations for Gaussian mixtures with uniform noise under separation constraints ⋮ Selection of Variables in Multivariate Regression Models for Large Dimensions ⋮ Bayesian generalized fused lasso modeling via NEG distribution ⋮ EM algorithms for estimating the Bernstein copula ⋮ Hold-out strategy for selecting learning models: application to categorization subjected to presentation orders ⋮ A modified information criterion for model selection ⋮ Reversible jump MCMC to identify dropout mechanism in longitudinal data ⋮ Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units ⋮ Adaptive selection and validation of models of complex systems in the presence of uncertainty ⋮ Resampling-based information criteria for best-subset regression ⋮ Model and variable selection procedures for semiparametric time series regression ⋮ AIC for the non-concave penalized likelihood method ⋮ Scalable information inequalities for uncertainty quantification ⋮ Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space ⋮ Bias-corrected AIC for selecting variables in multinomial logistic regression models ⋮ Variable selection for functional regression models via the \(L_1\) regularization ⋮ Factor instrumental variable quantile regression ⋮ Contrast-based information criterion for ergodic diffusion processes from discrete observations ⋮ Bias and variance reduction techniques for bootstrap information criteria ⋮ To explain or to predict? ⋮ ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA ⋮ Generalized predictive information criteria for the analysis of feature events ⋮ The heteroscedastic graded response model with a skewed latent trait: testing statistical and substantive hypotheses related to skewed item category functions ⋮ A jackknife type approach to statistical model selection ⋮ Multiclass functional discriminant analysis and its application to gesture recognition ⋮ Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model ⋮ A computationally efficient model selection in the generalized linear mixed model ⋮ AIC type statistics for discretely observed ergodic diffusion processes ⋮ Optimal unions of hidden classes ⋮ Sieve \(M\) inference on irregular parameters ⋮ Bias‐reduced marginal Akaike information criteria based on a Monte Carlo method for linear mixed‐effects models ⋮ Probabilistic analysis of solar power supply using D-vine copulas based on meteorological variables ⋮ Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques ⋮ Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator ⋮ A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs ⋮ An information criterion for model selection with missing data via complete-data divergence ⋮ Optimal information criteria minimizing their asymptotic mean square errors ⋮ Extending adaptive world modeling by identifying and handling insufficient knowledge models ⋮ Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random ⋮ A Mixture Model for Quantum Dot Images of Kinesin Motor Assays ⋮ Expected predictive least squares for model selection in covariance structures ⋮ Principal component selection via adaptive regularization method and generalized information criterion ⋮ State-space modeling for seismic signal analysis ⋮ Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models ⋮ Centralities in simplicial complexes. Applications to protein interaction networks ⋮ A variable selection method in principal canonical correlation analysis ⋮ Estimation of prediction error by using \(K\)-fold cross-validation ⋮ Generalized threshold latent variable model ⋮ Adaptive basis expansion via \(\ell _1\) trend filtering ⋮ Statistical models: conventional, penalized and hierarchical likelihood ⋮ Sparse Functional Principal Component Analysis via Regularized Basis Expansions and Its Application ⋮ Nonlinear regression modeling via the lasso-type regularization ⋮ Memory-based reduced modelling and data-based estimation of opinion spreading ⋮ Model selection in utility-maximizing binary prediction ⋮ Quantile regression under local misspecification ⋮ Conditional information criteria for selecting variables in linear mixed models
This page was built for publication: Information criteria and statistical modeling.