scientific article; zbMATH DE number 7415101
From MaRDI portal
Publication:5159433
Cites work
- 10.1162/jmlr.2003.4.7-8.1235
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood
- A model selection criterion based on the BHHJ measure of divergence
- A new look at the statistical model identification
- A note on composite likelihood inference and model selection
- AIC for the Lasso in generalized linear models
- Akaike's information criterion in generalized estimating equations
- Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
- Asymptotic properties of weighted M-estimators for standard stratified samples.
- Asymptotic Statistics
- Bayesian Measures of Model Complexity and Fit
- Bayesian model comparison with the Hyvärinen score: computation and consistency
- Bayesian model selection based on proper scoring rules
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- Consistency of high-dimensional AIC-type and C_p-type criteria in multivariate linear regression
- Estimation of high-dimensional graphical models using regularized score matching
- Estimation of non-normalized statistical models by score matching
- Finite mixture models
- Generalised information criteria in model selection
- Generalized score matching for non-negative data
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- scientific article; zbMATH DE number 1646249 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 3553528 (Why is no real title available?)
- scientific article; zbMATH DE number 509169 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 6276120 (Why is no real title available?)
- Inferences for case-control and semiparametric two-sample density ratio models
- Information criteria and statistical modeling.
- Information criteria for the predictive evaluation of bayesian models
- Least squares after model selection in high-dimensional sparse models
- Linear estimating equations for exponential families with application to Gaussian linear concentration models
- Model Selection and Model Averaging
- Model Selection and Multimodel Inference
- Model selection for Gaussian concentration graphs
- Natural image statistics. A probabilistic approach to early computational vision.
- Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE
- Probabilistic model for two dependent circular variables
- Proper local scoring rules
- Some extensions of score matching
- Statistics on special manifolds
- Training Products of Experts by Minimizing Contrastive Divergence
- Understanding predictive information criteria for Bayesian models
Cited in
(6)- Discussion of: ``Identifiability of latent-variable and structural-equation models: from linear to nonlinear
- Information criteria for non-normalized models
- Outlier-robust parameter estimation for unnormalized statistical models
- Statistical inference with non-normalized models: score matching and noise contrastive estimation
- Conformalized Tensor Completion with Riemannian Optimization
- An information criterion for robust estimation with unnormalized statistical models
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5159433)
