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Penalized Likelihood and Bayesian Function Selection in Regression Models
generalized additive model regularization smoothing spike and slab priors
2013/4/27
Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonl...
Penalized Likelihood and Bayesian Function Selection in Regression Models
generalized additive model regularization smoothing spike and slab priors
2013/4/27
Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonl...
Some upper bounds for the rate of convergence of penalized likelihood context tree estimators
context tree penalized maximum likelihood estimation Bayesian Information Criterion (BIC) rate of convergence
2010/4/26
We find upper bounds for the probability of underestimation
and overestimation errors in penalized likelihood context tree estimation.
The bounds are explicit and applies to processes of not necessa...
One-step sparse estimates in nonconcave penalized likelihood models
AIC BIC LASSO one-step estimator oracle properties SCAD
2010/4/30
Fan and Li propose a family of variable selection methods via penalized
likelihood using concave penalty functions. The nonconcave
penalized likelihood estimators enjoy the oracle properties, but ma...
Discussion: One-step sparse estimates in nonconcave penalized likelihood models
Discussion One-step sparse estimates nonconcave penalized likelihood models
2010/4/30
Hui Zou and Runze Li ought to be congratulated for their nice and interesting
work which presents a variety of ideas and insights in statistical
methodology, computing and asymptotics.
We agree wit...
Discussion：One-step sparse estimates in nonconcave penalized likelihood models：Who cares if it is a white cat or a black Cat?
One-step sparse estimates nonconcave penalized likelihood models
2010/4/30
An insider’s minor comments. Section 2.3 seems to be the reason
that I am a discussant. There, it was first stated that the proposed LLA
algorithm is an instance of the MM algorithm, as termed by La...
Rejoinder：One-step sparse estimates in nonconcave penalized likelihood models
Rejoinder One-step sparse estimates nonconcave penalized likelihood models
2010/4/30
We would like to take this opportunity to thank the discussants
for their thoughtful comments and encouragements on our work. The
discussants raised a number of issues from theoretical as well as co...