no code implementations • 17 Mar 2018 • Emre Demirkaya, Yang Feng, Pallavi Basu, Jinchi Lv
Our new information criterion characterizes the impacts of both model misspecification and high dimensionality on model selection.
no code implementations • 23 Dec 2014 • Pallavi Basu, Yang Feng, Jinchi Lv
Model selection is indispensable to high-dimensional sparse modeling in selecting the best set of covariates among a sequence of candidate models.