activity
20152024
most citedAIC for Non-concave Penalized Likelihood Method

7 citations · 12 across the 7 of their papers we have counts for

collaborators

7 papers

stat.ME2024

Sure independence screening for covariate-dependent extreme value index estimation

Takuma Yoshida, Yuta Umezu

One of the main topics in extreme value analysis is the estimation of the extreme value index, which characterizes the tail behavior of a distribution. Although covariate dependent…

stat.ME2021★ 1 cited

Selective Inference in Propensity Score Analysis

Yoshiyuki Ninomiya, Yuta Umezu, Ichiro Takeuchi

Selective inference (post-selection inference) is a methodology that has attracted much attention in recent years in the fields of statistics and machine learning. Naive inference…

stat.ME2019

Selective Inference via Marginal Screening for High Dimensional Classification

Yuta Umezu, Ichiro Takeuchi

Post-selection inference is a statistical technique for determining salient variables after model or variable selection. Recently, selective inference, a kind of post-selection inf…

stat.ML2017★ 3 cited

Selective Inference for Change Point Detection in Multi-dimensional Sequences

Yuta Umezu, Ichiro Takeuchi

We study the problem of detecting change points (CPs) that are characterized by a subset of dimensions in a multi-dimensional sequence. A method for detecting those CPs can be form…

stat.ML2016★ 1 cited

Post Selection Inference with Kernels

Makoto Yamada, Yuta Umezu, Kenji Fukumizu +1

We propose a novel kernel based post selection inference (PSI) algorithm, which can not only handle non-linearity in data but also structured output such as multi-dimensional and m…

stat.ME2016

On the Consistency of the Bias Correction Term of the AIC for the Non-Concave Penalized Likelihood Method

Yuta Umezu, Yoshiyuki Ninomiya

Penalized likelihood methods with an -type penalty, such as the Bridge, the SCAD, and the MCP, allow us to estimate a parameter and to do variable selection, simultaneously…

stat.ME2015★ 7 cited

AIC for Non-concave Penalized Likelihood Method

Yuta Umezu, Yusuke Shimizu, Hiroki Masuda +1

Non-concave penalized maximum likelihood methods, such as the Bridge, the SCAD, and the MCP, are widely used because they not only do parameter estimation and variable selection si…