[PDF][PDF] Confidence intervals and hypothesis testing for high-dimensional regression

A Javanmard, A Montanari - The Journal of Machine Learning Research, 2014 - jmlr.org
Fitting high-dimensional statistical models often requires the use of non-linear parameter
estimation procedures. As a consequence, it is generally impossible to obtain an exact …

Improving predictive inference under covariate shift by weighting the log-likelihood function

H Shimodaira - Journal of statistical planning and inference, 2000 - Elsevier
A class of predictive densities is derived by weighting the observed samples in maximizing
the log-likelihood function. This approach is effective in cases such as sample surveys or …

Information geometry of the EM and em algorithms for neural networks

S Amari - Neural networks, 1995 - Elsevier
To realize an input-output relation given by noise-contaminated examples, it is effective to
use a stochastic model of neural networks. When the model network includes hidden units …

On model selection

CR Rao, Y Wu, S Konishi, R Mukerjee - Lecture Notes-Monograph Series, 2001 - JSTOR
The task of statistical model selection is to choose a family of distributions among a possible
set of families, which is the best approximation of reality manifested in the observed data. In …

State-space analysis of time-varying higher-order spike correlation for multiple neural spike train data

H Shimazaki, S Amari, EN Brown… - PLoS computational …, 2012 - journals.plos.org
Precise spike coordination between the spiking activities of multiple neurons is suggested
as an indication of coordinated network activity in active cell assemblies. Spike correlation …

Model selection and model averaging after multiple imputation

M Schomaker, C Heumann - Computational Statistics & Data Analysis, 2014 - Elsevier
Abstract Model selection and model averaging are two important techniques to obtain
practical and useful models in applied research. However, it is now well-known that many …

An Akaike information criterion for model selection in the presence of incomplete data

JE Cavanaugh, RH Shumway - Journal of statistical planning and …, 1998 - Elsevier
We derive and investigate a variant of AIC, the Akaike information criterion, for model
selection in settings where the observed data is incomplete. Our variant is based on the …

Model selection for incomplete and design‐based samples

N Hens, M Aerts, G Molenberghs - Statistics in medicine, 2006 - Wiley Online Library
The Akaike information criterion, AIC, is one of the most frequently used methods to select
one or a few good, optimal regression models from a set of candidate models. In case the …

Variable selection with incomplete covariate data

G Claeskens, F Consentino - Biometrics, 2008 - academic.oup.com
Application of classical model selection methods such as Akaike's information criterion (AIC)
becomes problematic when observations are missing. In this article we propose some …

The fence methods

J Jiang - Advances in Statistics, 2014 - Wiley Online Library
The Fence Methods - Jiang - 2014 - Advances in Statistics - Wiley Online Library Skip to Article
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