Selection Consistency of Generalized Information Criterion for Sparse Logistic Model

DOI10.1007/978-3-319-13881-7_13zbMath1353.62014OpenAlexW44284314MaRDI QIDQ2833365

Jan Mielniczuk, Hubert Szymanowski

Publication date: 18 November 2016

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13881-7_13

zbMATH Keywords

selection consistencygeneralized information criterionsparse logistic model

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian problems; characterization of Bayes procedures (62C10) Generalized linear models (logistic models) (62J12) Statistical aspects of information-theoretic topics (62B10)

Cites Work

• Tight conditions for consistency of variable selection in the context of high dimensionality
• Some sharp performance bounds for least squares regression with \(L_1\) regularization
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Information criteria for selecting possibly misspecified parametric models
• On the Rank of Extreme Matrices in Semidefinite Programs and the Multiplicity of Optimal Eigenvalues
• Extended BIC for small-n-large-P sparse GLM
• Forward Regression for Ultra-High Dimensional Variable Screening
• Extended Bayesian information criteria for model selection with large model spaces
• A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
• Unnamed Item

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