2024
On Optimality of Mallows Model Averaging
Peng J, Li Y, Yang Y. On Optimality of Mallows Model Averaging. Journal Of The American Statistical Association 2024, ahead-of-print: 1-12. DOI: 10.1080/01621459.2024.2402566.Peer-Reviewed Original ResearchNon-nested setAsymptotic optimalityModel selectionCp criterionMallows model averageCandidate modelsOptimal convex combinationMallows' Cp criterionMinimax adaptiveSampling inequalitiesMallows modelConvex combinationTheoretical findingsOptimal riskSupplementary materialsMA estimatesModel AveragingTheoretical justificationModel weightsAverage modelNested setMild conditionsMinimaxEstimationInequality
2023
Visualization and assessment of model selection uncertainty
Qin Y, Wang L, Li Y, Li R. Visualization and assessment of model selection uncertainty. Computational Statistics & Data Analysis 2023, 178: 107598. DOI: 10.1016/j.csda.2022.107598.Peer-Reviewed Original Research
2021
Confidence graphs for graphical model selection
Wang L, Qin Y, Li Y. Confidence graphs for graphical model selection. Statistics And Computing 2021, 31: 52. DOI: 10.1007/s11222-021-10027-5.Peer-Reviewed Original ResearchGraphical model selectionModel selection uncertaintyResidual bootstrap procedureTraditional confidence intervalsSelection uncertaintyModel selectionModel selection methodsBootstrap procedureTrue modelDependence structureSampling distributionGraphModel settingsGraphical modelsPopulation parametersSelection methodNumerical studyGraphical toolConfidence intervals