Information criteria and statistical modeling.
From MaRDI portal
Publication:2460366
zbMATH Open1172.62003MaRDI QIDQ2460366FDOQ2460366
Authors: Sadanori Konishi, Genshiro Kitagawa 
Publication date: 15 November 2007
Published in: Springer Series in Statistics (Search for Journal in Brave)
Recommendations
Statistical aspects of information-theoretic topics (62B10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- A Mixed-Integer Fractional Optimization Approach to Best Subset Selection
- Semi-supervised logistic discrimination via labeled data and unlabeled data from different sampling distributions
- Hierarchical clustered multiclass discriminant analysis via cross-validation
- Usefulness of Akaike information criterion for making decision in two-sample problems when sample sizes are too small
- Visualization and statistical modeling of financial big data: double-log modeling with skew-symmetric error distributions
- Generalized predictive information criteria for the analysis of feature events
- The effect of prior probabilities on quantification and propagation of imprecise probabilities resulting from small datasets
- A derivation of the information criteria for selecting autoregressive models
- Sparse functional principal component analysis via regularized basis expansions and its appli\-cation
- Sparse group lasso for multiclass functional logistic regression models
- Two stage smoothing in additive models with missing covariates
- Conditions for the existence of a generalization of Rényi divergence
- Evaluation of the Kullback‐Leibler Discrepancy for Model Selection in Open Population Capture‐Recapture Models
- Outlier-resistant high-dimensional regression modelling based on distribution-free outlier detection and tuning parameter selection
- Gradient-Free Construction of Active Subspaces for Dimension Reduction in Complex Models with Applications to Neutronics
- 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
- Memory-based reduced modelling and data-based estimation of opinion spreading
- Model selection in utility-maximizing binary prediction
- Estimation of effect heterogeneity in rare events meta-analysis
- Bootstrap order selection for SETAR models
- Bias-corrected Kullback-Leibler distance criterion based model selection with covariables missing at random
- Nonlinear regression modeling via the lasso-type regularization
- Extending AIC to best subset regression
- Adaptive basis expansion via \(\ell _1\) trend filtering
- Sparseness, consistency and model selection for Markov regime-switching Gaussian autoregressive models
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- Conditional Akaike information criteria for a class of Poisson mixture models with random effects
- Model selection for assessing the effects of doxorubicin on triple-negative breast cancer cell lines
- Estimation and computations for Gaussian mixtures with uniform noise under separation constraints
- Model selection criteria for dual-inflated data
- Robust logistic regression modelling via the elastic net-type regularization and tuning parameter selection
- An effective procedure for feature subset selection in logistic regression based on information criteria
- Resampling-based information criteria for best-subset regression
- Network Structure Change Point Detection by Posterior Predictive Discrepancy
- Hold-out strategy for selecting learning models: application to categorization subjected to presentation orders
- Optimal designs for model averaging in non-nested models
- Some mathematical tools for modelling malaria: a subjective survey
- Prediction errors for penalized regressions based on generalized approximate message passing
- Scalable information inequalities for uncertainty quantification
- Robust model selection in 2D parametric motion estimation
- Robust Decoding from 1-Bit Compressive Sampling with Ordinary and Regularized Least Squares
- Partially-coupled nonlinear parameter optimization algorithm for a class of multivariate hybrid models
- Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review
- Logical and test consistency in pairwise multiple comparisons
- AIC for the group Lasso in generalized linear models
- Adaptive multiscale predictive modelling
- A Statistical Framework to Infer Delay and Direction of Information Flow from Measurements of Complex Systems
- Bayesian generalized fused lasso modeling via NEG distribution
- AIC for the non-concave penalized likelihood method
- Seeking relevant information from a statistical model
- Robust sparse regression and tuning parameter selection via the efficient bootstrap information criteria
- Optimal Bayesian design for model discrimination via classification
- A new optimal portfolio selection strategy based on a quadratic form mean-variance model with transaction costs
- Probabilistic analysis of solar power supply using D-vine copulas based on meteorological variables
- 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
- Bootstrap estimation and model selection for multivariate normal mixtures using parallel computing with graphics processing units
- Test for Conditional Variance of Integer-Valued Time Series
- A comparison of parameter estimation in function-on-function regression
- Efficient Regularization Parameter Selection Via Information Criteria
- Choice of estimators based on different observations: modified AIC and LCV criteria
- Iterative bias correction of the cross-validation criterion
- Tan-G class of trigonometric distributions and its applications
- A universal approximate cross-validation criterion for regular risk functions
- Two-sided distributions with applications in insurance loss modeling
- Model choice for prediction in generalized linear models
- Inference on variance components near boundary in linear mixed effect models
- On the safe use of prior densities for Bayesian model selection
- Quantum information criteria for model selection in quantum state estimation
- Extracting decision models for ski injury prediction from data
- Title not available (Why is that?)
- Statistical embedding: beyond principal components
- A Bayesian non-stationary heteroskedastic time series model for multivariate critical care data
- Decomposition of seasonality and long-term trend in seismological data: a Bayesian modelling of earthquake detection capability
- Title not available (Why is that?)
- Consistent Bayesian information criterion based on a mixture prior for possibly high‐dimensional multivariate linear regression models
- Inadmissibility of the corrected Akaike information criterion
- Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics
- Nonlinear regression modeling and detecting change points via the relevance vector machine
- Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity
- On distribution selection under ranked set sampling schemes
- Model Averaging for Nonlinear Regression Models
- Title not available (Why is that?)
- High-dimensional disjoint factor analysis with its EM algorithm version
- Confidence Intervals for Sparse Penalized Regression With Random Designs
- Variable selection for functional regression models via the \(L_1\) regularization
- Variable selection in multivariate linear models for functional data via sparse regularization
- Estimation of prediction error by using \(K\)-fold cross-validation
- Generalized threshold latent variable model
- Information criteria: how do they behave in different models?
- An information criterion for model selection with missing data via complete-data divergence
- Bias-corrected AIC for selecting variables in multinomial logistic regression models
- The Copula Information Criteria
- Adaptive selection and validation of models of complex systems in the presence of uncertainty
- Information criteria in model selection for mixing processes
- Conditional information criteria for selecting variables in linear mixed models
- Centralities in simplicial complexes. Applications to protein interaction networks
- Model Selection and Information Criterion
- Multiclass functional discriminant analysis and its application to gesture recognition
- EM algorithms for estimating the Bernstein copula
This page was built for publication: Information criteria and statistical modeling.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2460366)
