Selection Consistency of Generalized Information Criterion for Sparse Logistic Model

DOI10.1007/978-3-319-13881-7_13MaRDI QIDQ2833365zbMATH OpenOpenAlexFDO

Authors 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

generalized information criterionselection consistencysparse logistic model

Mathematics Subject Classification ID

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

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Cites work

• A Model Selection Approach for the Identification of Quantitative Trait Loci in Experimental Crosses
• Combined \(\ell_1\) and greedy \(\ell_0\) penalized least squares for linear model selection
• Consistency and asymptotic normality of the maximum likelihood estimator in generalized linear models
• Extended Bayesian information criteria for model selection with large model spaces
• Extended BIC for small-n-large-P sparse GLM
• Forward regression for ultra-high dimensional variable screening
• Information criteria for selecting possibly misspecified parametric models
• On the rank of extreme matrices in semidefinite programs and the multiplicity of optimal eigenvalues
• Some sharp performance bounds for least squares regression with L₁ regularization
• Tight conditions for consistency of variable selection in the context of high dimensionality

Cited in

(4)

• Law of iterated logarithm and consistent model selection criterion in logistic regression
• An effective procedure for feature subset selection in logistic regression based on information criteria
• Weak consistency of modified versions of Bayesian information criterion in a sparse linear regression
• Information criteria for variable selection under sparsity

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