Large-Scale Model Selection with Misspecification

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.

Model Selection

Model Selection in High-Dimensional Misspecified Models

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.

Model Selection Vocal Bursts Intensity Prediction