A general framework of online updating variable selection for generalized linear models with streaming datasets

DOI10.1080/00949655.2022.2107207OpenAlexW4295700113MaRDI QIDQ5887979

Lu Lin, Yujie Gai, Xiaoyu Ma

Publication date: 21 April 2023

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.08639

zbMATH Keywords

oracle propertypenalized likelihoodsonline updating criterionstreaming data environment

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Renewable Huber estimation method for streaming datasets

Uses Software

• UCI-ml
• glmnet

Cites Work

• Nearly unbiased variable selection under minimax concave penalty
• Estimating the dimension of a model
• Extended Bayesian information criteria for model selection with large model spaces
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Renewable Estimation and Incremental Inference in Generalized Linear Models with Streaming Data Sets
• A Stochastic Approximation Method
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