STAT 593C:
Model Selection and Regularization

Spring Quarter 2007

Some Papers and Books on Model Selection and Regularization

• Books
  • Linhart and Zucchini, 1986
  • Burnham and Anderson, 2002
  • Miller, 2002
  • McQuarrie and Tsai, 1998
• Classical model selection
  • Akaike, 1970
  • Akaike, 1974
  • Droge, 2006
  • Mallows, 1973
  • Nishii, 1984
  • Rissanen, 1986
  • Schwarz, 1978
  • Jun Shao, 1997
  • Stone, 1974
  • Thompson, 1978a
  • Thompson, 1978b
  • Yang, 2006
• Lasso and variants
  • Candes and Tao, 2007
  • Fan and Li, 2001
  • Fan and Peng, 2004
  • Fu and Knight, 2000
  • Huang, Ma, and Zhang, 2006
  • Leng, Lin, and Wahba, 2006
  • Tibshirani, 1996
  • Tibshirani, Saunders, Rosset, Zhu, and Knight, 2005
  • Zou, 2006
  • Zou and Hastie, 2005
• Computational Issues
  • Efron, Hastie, Johnstone, and Tibshirani, 2004
• Cross validation and bootstrap methods
  • Breiman, 1992
  • Li, 1985
  • Li, 1986
  • Li, 1987
  • Lugosi and Nobel, 1999
  • Shao, 1999
• Regularization
  • Bickel and Li, 2006
  • Fan and Li, 2006
• Oracle inequalities and Sparseness
  • Barron, Birge, and Massart, 1999
  • Birge and Massart, 1997
  • Birge and Massart, 2001
  • Greenshtein and Ritov, 2004
  • Greenshtein, 2006
  • Huet, 2006
  • Koltchinskii, 2006a
  • Koltchinskii, 2006b
• Bayes approaches to model selection
  • Brown, Vannucci, and Fearn, 1998
  • Berger and Pericchi, 1996
  • Berger and Pericchi, 1997
  • Berger and Pericchi, 200
  • Casella and Moreno, (2006)
  • Giron
  • George and Foster, 2000
  • Ishwaran and Rao, 2005
  • Kadane and Lazar, 2004
  • Raftery, 1995
• Stability
  • Breiman, 1996
  • Donoho and Stodden, 2006
  • Woodroofe, 1982
• Inference after model selection
  • Kabaila, 1995
  • Leeb and Potscher, 2004
  • Leeb and Potscher, 2006
  • Potscher, 1991
  • Potscher and Novak, 1998
  • Zhang, 1991

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