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

DOI10.1080/00949655.2022.2107207MaRDI QIDQ5887979zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 5504845 (Why is no real title available?)
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• A Stochastic Approximation Method
• Dual averaging methods for regularized stochastic learning and online optimization
• Estimating the dimension of a model
• Extended Bayesian information criteria for model selection with large model spaces
• Nearly unbiased variable selection under minimax concave penalty
• Renewable estimation and incremental inference in generalized linear models with streaming data sets
• Sparse online learning via truncated gradient
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

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

Describes a project that uses

Uses Software

• glmnet
• UCI

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