Variable selection in linear regression: several approaches based on normalized maximum likelihood

DOI10.1016/J.SIGPRO.2011.03.015MaRDI QIDQ553666zbMATH OpenOpenAlexWikidataFDO

Authors Ciprian Doru Giurcăneanu, Seyed Alireza Razavi, Antti Liski

Publication date 27 July 2011

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2011.03.015

zbMATH Keywords

ellipsoidal constraintGaussian linear regressionmodel selectionrhomboidal constraint

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(4)

• The decomposed normalized maximum likelihood code-length criterion for selecting hierarchical latent variable models
• Mixed integer nonlinear goal programming approach to variable selection in linear regression
• Normalized ML and the MDL principle for variable selection in linear regression
• Normalized maximum likelihood models for logit regression

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Uses Software

• ElemStatLearn

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