2 papers
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.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…