scientific article; zbMATH DE number 7415101
From MaRDI portal
Publication:5159433
Aapo Hyvärinen, Masatoshi Uehara, Takeru Matsuda
Publication date: 27 October 2021
Full work available at URL: https://arxiv.org/abs/1905.05976
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (1)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimation of high-dimensional graphical models using regularized score matching
- Understanding predictive information criteria for Bayesian models
- Bayesian model selection based on proper scoring rules
- AIC for the Lasso in generalized linear models
- Consistency of high-dimensional AIC-type and \(C_p\)-type criteria in multivariate linear regression
- Proper local scoring rules
- A model selection criterion based on the BHHJ measure of divergence
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- Natural image statistics. A probabilistic approach to early computational vision.
- Some extensions of score matching
- Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE
- Consistency of AIC and BIC in estimating the number of significant components in high-dimensional principal component analysis
- A consistent model selection procedure for Markov random fields based on penalized pseudolikelihood
- Statistics on special manifolds
- Least squares after model selection in high-dimensional sparse models
- Linear estimating equations for exponential families with application to Gaussian linear concentration models
- A consistency property of the AIC for multivariate linear models when the dimension and the sample size are large
- Information criteria and statistical modeling.
- ASYMPTOTIC PROPERTIES OF WEIGHTED M-ESTIMATORS FOR STANDARD STRATIFIED SAMPLES
- Akaike's Information Criterion in Generalized Estimating Equations
- Training Products of Experts by Minimizing Contrastive Divergence
- Model selection for Gaussian concentration graphs
- Model Selection and Model Averaging
- A note on composite likelihood inference and model selection
- Inferences for case-control and semiparametric two-sample density ratio models
- Asymptotic Statistics
- Information criteria for the predictive evaluation of bayesian models
- Generalised information criteria in model selection
- Probabilistic model for two dependent circular variables
- Model Selection and Multimodel Inference
- 10.1162/jmlr.2003.4.7-8.1235
- Bayesian Measures of Model Complexity and Fit
- Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency
- A new look at the statistical model identification
This page was built for publication:
