Regularization parameter selections via generalized information criterion
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Cited in
(only showing first 100 items - show all)- Selection by partitioning the solution paths
- Multiresolution functional ANOVA for large-scale, many-input computer experiments
- Model selection via Bayesian information capacity designs for generalised linear models
- Iteratively reweighted adaptive Lasso for conditional heteroscedastic time series with applications to AR-ARCH type processes
- Radial basis function approximation of noisy scattered data on the sphere
- A penalized likelihood method for structural equation modeling
- The optimal selection for restricted linear models with average estimator
- A systematic review on model selection in high-dimensional regression
- Regularization parameter selection for penalized empirical likelihood estimator
- Convex and non-convex regularization methods for spatial point processes intensity estimation
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model
- Variable selection in linear mixed effects models
- Further asymptotic properties of the generalized information criterion
- Estimating the number of components in finite mixture models via the group-sort-fuse procedure
- A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses
- Least informative distributions in maximum q-log-likelihood estimation
- The Lasso on latent indices for regression modeling with ordinal categorical predictors
- Local RBF-based penalized least-squares approximation on the sphere with noisy scattered data
- Sparse regression for large data sets with outliers
- Variable selection in joint mean and dispersion models via double penalized likelihood
- Variable selection in ROC regression
- Tuning parameter calibration for _1-regularized logistic regression
- Selecting the tuning parameter in penalized Gaussian graphical models
- Penalized variable selection in competing risks regression
- AIC for the non-concave penalized likelihood method
- Sparse wavelet estimation in quantile regression with multiple functional predictors
- Consistent tuning parameter selection in high-dimensional group-penalized regression
- Calibrating nonconvex penalized regression in ultra-high dimension
- Simultaneous variable selection and de-coarsening in multi-path change-point models
- Tuning Parameter Selection in Penalized Frailty Models
- Variable selection and estimation in generalized linear models with the seamless L₀ penalty
- Efficiency for Regularization Parameter Selection in Penalized Likelihood Estimation of Misspecified Models
- Tuning parameter selector for the penalized likelihood method in multivariate generalized linear models
- Selection of latent variables for multiple mixed-outcome models
- Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM}
- Parameter estimation for a generalized semiparametric model with repeated measurements
- AIC for the Lasso in generalized linear models
- Sparse and robust normal and t-portfolios by penalized L_q-likelihood minimization
- Evaluation of generalized degrees of freedom for sparse estimation by replica method
- Global optimal model selection for high-dimensional survival analysis
- Identification of homogeneous and heterogeneous variables in pooled cohort studies
- Variable selection and inference procedures for marginal analysis of longitudinal data with missing observations and covariate measurement error
- Regularized (bridge) logistic regression for variable selection based on ROC criterion
- Information complexity-based regularization parameter selection for solution of ill conditioned inverse problems
- Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis
- Variable selection of generalized regression models based on maximum rank correlation
- On estimation and selection of autologistic regression models via penalized pseudolikelihood
- Informative estimation and selection of correlation structure for longitudinal data
- Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models
- A study on tuning parameter selection for the high-dimensional lasso
- Variable selection in joint modelling of the mean and variance for hierarchical data
- A penalized approach to covariate selection through quantile regression coefficient models
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Fast forward selection for generalized estimating equations with a large number of predictor variables
- A Sparse Learning Approach to Relative-Volatility-Managed Portfolio Selection
- Selecting the regularization parameters in high-dimensional panel data models: consistency and efficiency
- Variable selection in proportional hazards cure model with time-varying covariates, application to US bank failures
- Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
- Shrinkage estimation of the linear model with spatial interaction
- A polynomial algorithm for best-subset selection problem
- Variable selection for spatial autoregressive models
- An improved algorithm for high-dimensional continuous threshold expectile model with variance heterogeneity
- Variable selection and forecasting via automated methods for linear models: LASSO/adaLASSO and autometrics
- Marginal maximum likelihood estimation methods for the tuning parameters of ridge, power ridge, and generalized ridge regression
- Sparse group lasso for multiclass functional logistic regression models
- A modified information criterion for tuning parameter selection in 1d fused LASSO for inference on multiple change points
- Variable selection for varying dispersion beta regression model
- Variable selection approach for zero-inflated count data via adaptive Lasso
- Targeted random projection for prediction from high-dimensional features
- Variable selection for general transformation models with ranking data
- Efficient penalized estimation for linear regression model
- Efficient regularization parameter selection via information criteria
- Regularisation parameter selection via bootstrapping
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Correlation structure selection for longitudinal data with diverging cluster size
- A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors
- Discussion on ``Two-stage procedures for high-dimensional data by Makoto Aoshima and Kazuyoshi Yata
- Variables selection using \(\mathcal{L}_0\) penalty
- Regularization in dynamic random‐intercepts models for analysis of longitudinal data
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach
- Sharpe ratio analysis in high dimensions: residual-based nodewise regression in factor models
- Estimation and identification of latent group structures in panel data
- Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data
- Latent Network Structure Learning From High-Dimensional Multivariate Point Processes
- Tuning parameter selection in fused lasso signal approximator with false discovery rate control
- Parametric or nonparametric? A parametricness index for model selection
- Mediation analysis with latent factors using simultaneous group-wise and parameter-wise penalization
- A unified framework of analyzing missing data and variable selection using regularized likelihood
- Subgroup analysis for longitudinal data via semiparametric additive mixed effects model
- Assessing Tuning Parameter Selection Variability in Penalized Regression
- A surrogate _0 sparse Cox's regression with applications to sparse high-dimensional massive sample size time-to-event data
- Variable selection in semiparametric regression models for longitudinal data with informative observation times
- Enveloped Huber Regression
- Fast variable selection under _0 regularization in high-dimensions
- Model selection for vector autoregressive processes using broken adaptive ridge
- Variable selection for prediction in clinical research
- Variable selection for progressive multistate processes under intermittent observation
- Variable selection in subdistribution hazard frailty models with competing risks data
- Multi-group regularized Gaussian variational estimation: fast detection of DIF
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