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On BIC's Selection Consistency for Discriminant Analysis
BIC Discriminant Analysis Selection Consistency
2016/1/19
Linear and quadratic discriminant analysis are two very useful classification methods, for which the problem of variable selection is of fundamental impor-tance. To this end, a BIC-type selection crit...
On model selection consistency of M-estimators with geometrically decomposable penalties
model selection consistency M-estimators geometrically decomposable penalties
2013/6/14
Penalized M-estimators are used in many areas of science and engineering to fit models with some low-dimensional structure in high-dimensional settings. In many problems arising in bioinformatics, sig...