Information criteria and statistical modeling.
From MaRDI portal
Publication:2460366
zbMATH Open1172.62003MaRDI QIDQ2460366FDOQ2460366
Genshiro Kitagawa, Sadanori Konishi
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 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
- Sparse Functional Principal Component Analysis via Regularized Basis Expansions and Its Application
- 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
- Nonlinear regression modeling and detecting change points via the relevance vector machine
- 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
- 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
- Title not available (Why is that?)
- A Mixture Model for Quantum Dot Images of Kinesin Motor Assays
- 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
- Selecting the tuning parameter in penalized Gaussian graphical models
- Functional principal component analysis via regularized Gaussian basis expansions and its application to unbalanced data
- Bias correction of the Akaike information criterion in factor analysis
- Model selection criteria in multivariate models with multiple structural changes
- A Modified Akaike Criterion for Model Choice in Generalized Linear Models
- Quantile regression under local misspecification
- Tuning parameter selection in sparse regression modeling
- The heteroscedastic graded response model with a skewed latent trait: testing statistical and substantive hypotheses related to skewed item category functions
- Factor instrumental variable quantile regression
- Principal-component-based generalized-least-squares approach for panel data
- Title not available (Why is that?)
- Selection, calibration, and validation of models of tumor growth
- Optimal unions of hidden classes
- ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA
- Model and variable selection procedures for semiparametric time series regression
- AIC for the Lasso in generalized linear models
- A modified information criterion for model selection
- Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model
- Testing autocorrelation and partial autocorrelation: Asymptotic methods versus resampling techniques
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
- A non-iterative optimization method for smoothness in penalized spline regression
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC
- Statistical models: conventional, penalized and hierarchical likelihood
- AIC type statistics for discretely observed ergodic diffusion processes
- Modeling spatiotemporal trends in the productivity of North Pacific Salmon
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)
