Pages that link to "Item:Q3181918"

The following pages link to Extended Bayesian information criteria for model selection with large model spaces (Q3181918):

Displaying 50 items.

• Ranked sparsity: a cogent regularization framework for selecting and estimating feature interactions and polynomials (Q61016) (← links)
• Delete or merge regressors for linear model selection (Q78545) (← links)
• Variable selection for partially linear models via partial correlation (Q96600) (← links)
• Selection by partitioning the solution paths (Q114375) (← links)
• Estimation of high-dimensional graphical models using regularized score matching (Q138467) (← links)
• The ranking lasso and its application to sport tournaments (Q149774) (← links)
• Sparse estimation of Cox proportional hazards models via approximated information criteria (Q154277) (← links)
• Sparse estimation via nonconcave penalized likelihood in factor analysis model (Q261015) (← links)
• Extension of the Schwarz information criterion for models sharing parameter boundaries (Q274032) (← links)
• Local linear smoothing for sparse high dimensional varying coefficient models (Q276223) (← links)
• Designing penalty functions in high dimensional problems: the role of tuning parameters (Q309586) (← links)
• Random subspace method for high-dimensional regression with the \texttt{R} package \texttt{regRSM} (Q311298) (← links)
• Detecting abrupt changes in the spectra of high-energy astrophysical sources (Q312981) (← links)
• On constrained and regularized high-dimensional regression (Q380022) (← links)
• Variable selection in high-dimensional quantile varying coefficient models (Q391871) (← links)
• Semiparametric Bayesian information criterion for model selection in ultra-high dimensional additive models (Q391941) (← links)
• Simultaneous confidence bands for sequential autoregressive fitting (Q392061) (← links)
• Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach (Q393551) (← links)
• Dependence of Bayesian model selection criteria and Fisher information matrix on sample size (Q415628) (← links)
• On efficient calculations for Bayesian variable selection (Q434881) (← links)
• A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty (Q449371) (← links)
• High-dimensional Cox regression analysis in genetic studies with censored survival outcomes (Q454771) (← links)
• Lasso penalized model selection criteria for high-dimensional multivariate linear regression analysis (Q458641) (← links)
• Penalized weighted composite quantile regression in the linear regression model with heavy-tailed autocorrelated errors (Q488598) (← links)
• Profile forward regression screening for ultra-high dimensional semiparametric varying coefficient partially linear models (Q512003) (← links)
• Smooth predictive model fitting in regression (Q512005) (← links)
• Consistent tuning parameter selection in high dimensional sparse linear regression (Q548648) (← links)
• Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks (Q723983) (← links)
• Variational approximation for heteroscedastic linear models and matching pursuit algorithms (Q746230) (← links)
• APPLE: approximate path for penalized likelihood estimators (Q746326) (← links)
• Spline estimator for simultaneous variable selection and constant coefficient identification in high-dimensional generalized varying-coefficient models (Q746868) (← links)
• Single- and multiple-group penalized factor analysis: a trust-region algorithm approach with integrated automatic multiple tuning parameter selection (Q823858) (← links)
• Using penalized EM algorithm to infer learning trajectories in latent transition CDM (Q823864) (← links)
• Forward variable selection for sparse ultra-high-dimensional generalized varying coefficient models (Q825321) (← links)
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions (Q829737) (← links)
• Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065) (← links)
• A scalable surrogate \(L_0\) sparse regression method for generalized linear models with applications to large scale data (Q830734) (← links)
• Least squares approximation with a diverging number of parameters (Q844883) (← links)
• Statistical properties of convex clustering (Q887272) (← links)
• Estimation and inference in generalized additive coefficient models for nonlinear interactions with high-dimensional covariates (Q888506) (← links)
• Globally adaptive quantile regression with ultra-high dimensional data (Q888510) (← links)
• Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models (Q892254) (← links)
• A selective overview of feature screening for ultrahigh-dimensional data (Q892795) (← links)
• Rejoinder: ``Robust Bayesian graphical modeling using Dirichlet \(t\)-distributions'' (Q899041) (← links)
• Nonconvex penalized reduced rank regression and its oracle properties in high dimensions (Q900821) (← links)
• Variable selection in nonparametric additive models (Q988006) (← links)
• Tournament screening cum EBIC for feature selection with high-dimensional feature spaces (Q1042967) (← links)
• Edge detection in sparse Gaussian graphical models (Q1615220) (← links)
• Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation (Q1623641) (← links)
• Partially linear structure identification in generalized additive models with NP-dimensionality (Q1623710) (← links)