A general framework of online updating variable selection for generalized linear models with streaming datasets

DOI10.1080/00949655.2022.2107207OpenAlexW4295700113MaRDI QIDQ5887979FDOQ5887979

Authors: Xiaoyu Ma, Lu Lin, Yujie Gai 

Publication date: 21 April 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.08639

zbMATH Keywords

oracle propertypenalized likelihoodsonline updating criterionstreaming data environment

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• Estimating the dimension of a model
• Extended Bayesian information criteria for model selection with large model spaces
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Title not available (Why is that?)
• A Stochastic Approximation Method
• Dual averaging methods for regularized stochastic learning and online optimization
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• Sparse online learning via truncated gradient
• Title not available (Why is that?)
• Renewable estimation and incremental inference in generalized linear models with streaming data sets
• Title not available (Why is that?)

Cited In (4)

• Parameter estimation of linear mixed effects model based on online update
• Renewable risk assessment of heterogeneous streaming time-to-event cohorts
• Renewable Huber estimation method for streaming datasets
• Online updating method with new variables for big data streams

Uses Software

• UCI-ml
• glmnet

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