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@article{akaike1974new,
title={A new look at the statistical model identification},
author={Akaike, Hirotugu},
journal={Automatic Control, IEEE Transactions on},
volume={19},
number={6},
pages={716--723},
year={1974},
publisher={Ieee}
}
@book{hastie2009elements,
title={The elements of statistical learning},
author={Hastie, Trevor and Tibshirani, Robert and Friedman, Jerome and Hastie, T and Friedman, J and Tibshirani, R},
volume={2},
year={2009},
publisher={Springer}
}
@article{spacings,
title = {Post-selection adaptive inference for Least Angle Regression and the Lasso},
url = {http://arxiv.org/abs/1401.3889},
abstract = {We propose inference tools for least angle regression and the lasso, from the joint distribution of suitably normalized spacings of the {LARS} algorithm. From this we extend the results of the asymptotic null distribution of the "covariance test" of Lockhart et al (2013). But we go much further, deriving exact finite sample results for a new asymptotically equivalent procedure called the "spacing test". This provides exact conditional tests at any step of the {LAR} algorithm as well as "selection intervals" for the appropriate true underlying regression parameter. Remarkably, these tests and intervals account correctly for the adaptive selection done by {LARS}.},
urldate = {2014-03-14},
journal = {{arXiv}:1401.3889 [stat]},
author = {Taylor, Jonathan and Lockhart, Richard and Tibshirani, Ryan J. and Tibshirani, Robert},
month = jan,
year = {2014},
keywords = {62F03, 62G15, {JT}2014, Statistics - Methodology},
annote = {Comment: 22 pages, 6 figures},
file = {1401.3889 PDF:/Users/jonathantaylor/Library/Application Support/Zotero/Profiles/z42x53bj.default/zotero/storage/BAT6HEQB/Taylor et al. - 2014 - Post-selection adaptive inference for Least Angle .pdf:application/pdf;arXiv.org Snapshot:/Users/jonathantaylor/Library/Application Support/Zotero/Profiles/z42x53bj.default/zotero/storage/ZDFTTIMV/1401.html:text/html}
}
@article{negahban_unified,
title = {A Unified Framework for High-Dimensional Analysis of {MM}-Estimators with Decomposable Regularizers},
volume = {27},
issn = {0883-4237},
url = {http://projecteuclid.org/euclid.ss/1356098555},
doi = {10.1214/12-STS400},
abstract = {High-dimensional statistical inference deals with models in which the the number of parameters pp is comparable to or larger than the sample size nn. Since it is usually impossible to obtain consistent procedures unless p/n→0p/n{\textbackslash}rightarrow0, a line of recent work has studied models with various types of low-dimensional structure, including sparse vectors, sparse and structured matrices, low-rank matrices and combinations thereof. In such settings, a general approach to estimation is to solve a regularized optimization problem, which combines a loss function measuring how well the model fits the data with some regularization function that encourages the assumed structure. This paper provides a unified framework for establishing consistency and convergence rates for such regularized {MM}-estimators under high-dimensional scaling. We state one main theorem and show how it can be used to re-derive some existing results, and also to obtain a number of new results on consistency and convergence rates, in both ℓ2{\textbackslash}ell\_\{2\}-error and related norms. Our analysis also identifies two key properties of loss and regularization functions, referred to as restricted strong convexity and decomposability, that ensure corresponding regularized {MM}-estimators have fast convergence rates and which are optimal in many well-studied cases.},
language = {{EN}},
number = {4},
urldate = {2013-01-31},
journal = {Statistical Science},
author = {Negahban, Sahand N. and Ravikumar, Pradeep and Wainwright, Martin J. and Yu, Bin},
month = nov,
year = {2012},
pages = {538--557}
}
@article{yong2012replication,
title={Replication studies: Bad copy},
author={Yong, Ed},
journal={Nature},
volume={485},
number={7398},
year={2012},
pages={298--300},
}
@article{barber2015controlling,
title={Controlling the false discovery rate via knockoffs},
author={Barber, Rina Foygel and Cand{\`e}s, Emmanuel J},
journal={The Annals of Statistics},
volume={43},
number={5},
pages={2055--2085},
year={2015},
publisher={Institute of Mathematical Statistics}
}
@article{efron2011tweedie,
title={Tweedie’s formula and selection bias},
author={Efron, Bradley},
journal={Journal of the American Statistical Association},
volume={106},
number={496},
pages={1602--1614},
year={2011},
publisher={Taylor \& Francis}
}
@article{johnson2014new,
title={New truths that only one can see},
author={Johnson, George},
journal={The New York Times},
year={2014}
}
@article{cox1975note,
title={A note on data-splitting for the evaluation of significance levels},
author={Cox, DR},
journal={Biometrika},
volume={62},
number={2},
pages={441--444},
year={1975},
publisher={Biometrika Trust}
}
@article{hurvich1990impact,
title={The impact of model selection on inference in linear regression},
author={Hurvich, Clifford M and Tsai, Chih—Ling},
journal={The American Statistician},
volume={44},
number={3},
pages={214--217},
year={1990},
publisher={Taylor \& Francis Group}
}
@article{sladek2007genome,
Author = {Sladek, Robert and Rocheleau, Ghislain and Rung, Johan and Dina, Christian and Shen, Lishuang and Serre, David and Boutin, Philippe and Vincent, Daniel and Belisle, Alexandre and Hadjadj, Samy and others},
Date-Added = {2014-09-12 00:33:34 +0000},
Date-Modified = {2014-09-12 00:35:38 +0000},
Journal = {Nature},
Number = {7130},
Pages = {881-885},
Title = {A genome-wide association study identifies novel risk loci for type 2 diabetes},
Volume = {445},
Year = {2007}}
@article{fraser2004ancillaries,
Author = {DAS Fraser},
Date-Added = {2014-09-11 04:16:01 +0000},
Date-Modified = {2014-09-11 04:16:26 +0000},
Journal = {Statistical Science},
Number = {2},
Pages = {333-369},
Title = {Ancillaries and conditional inference},
Volume = {19},
Year = {2004}}
@article{wasserman2014discussion,
Author = {Larry Wasserman},
Date-Added = {2014-09-11 03:52:31 +0000},
Date-Modified = {2014-09-11 03:54:39 +0000},
Journal = {Annals of Statistics},
Number = {2},
Pages = {501-508},
Title = {Discussion: "A significance test for the lasso"},
Volume = {42},
Year = {2014}}
@article{fisher1956test,
title={On a test of significance in Pearson's Biometrika Tables (No. 11)},
author={Fisher, Ronald},
journal={Journal of the Royal Statistical Society. Series B (Methodological)},
pages={56--60},
year={1956},
publisher={JSTOR}
}
@article{olshen1973conditional,
title={The Conditional Level of the F—Test},
author={Olshen, Richard A},
journal={Journal of the American Statistical Association},
volume={68},
number={343},
pages={692--698},
year={1973},
publisher={Taylor \& Francis}
}
@article{efron1996using,
title={Using specially designed exponential families for density estimation},
author={Efron, Bradley and Tibshirani, Robert and others},
journal={The Annals of Statistics},
volume={24},
number={6},
pages={2431--2461},
year={1996},
publisher={Institute of Mathematical Statistics}
}
@article{birnbaum1955characterizations,
title={Characterizations of complete classes of tests of some multiparametric hypotheses, with applications to likelihood ratio tests},
author={Birnbaum, Allan},
journal={The Annals of Mathematical Statistics},
pages={21--36},
year={1955},
publisher={JSTOR}
}
@article{robinson1979conditional,
Author = {G. K. Robinson},
Date-Added = {2014-09-11 02:57:45 +0000},
Date-Modified = {2014-09-11 02:58:22 +0000},
Journal = {Annals of Statistics},
Number = {4},
Pages = {742-755},
Title = {Conditional properties of statistical procedures},
Volume = {7},
Year = {1979}}
@article{fisher1956test,
Author = {R. A. Fisher},
Date-Added = {2014-09-11 01:59:06 +0000},
Date-Modified = {2014-09-11 02:01:11 +0000},
Journal = {Journal of the Royal Statistical Society: Series B (Statistical Methodology)},
Number = {1},
Pages = {56-60},
Title = {On a test of significance in Pearson's Biometrika tables},
Volume = {18},
Year = {1956}}
@article{birnbaum1962,
Author = {Allan Birnbaum},
Date-Added = {2014-09-09 00:23:02 +0000},
Date-Modified = {2014-09-09 00:23:55 +0000},
Journal = {Journal of the American Statistical Association},
Number = {298},
Pages = {269--306},
Title = {On the foundations of statistical inference},
Volume = {57},
Year = {1962}}
@article{fisher1934,
Author = {R. A. Fisher},
Date-Added = {2014-09-09 00:13:06 +0000},
Date-Modified = {2014-09-09 00:24:36 +0000},
Journal = {Proceedings of the Royal Society of London, Series A.},
Number = {852},
Pages = {285--307},
Title = {Two new properties of mathematical likelihood},
Volume = {144},
Year = {1934}}
@article{franco14,
Author = {Franco, Annie and Malhotra, Neil and Simonovits, Gabor},
Date-Added = {2014-09-08 22:13:11 +0000},
Date-Modified = {2014-09-09 00:24:53 +0000},
Journal = {Science},
Title = {Publication bias in the social sciences: unlocking the file drawer},
Year = {2014}}
@article{owen2007infinitely,
Author = {Owen, A.B.},
Journal = {The Journal of Machine Learning Research},
Pages = {761--773},
Publisher = {JMLR. org},
Title = {Infinitely imbalanced logistic regression},
Volume = {8},
Year = {2007}}
@article{LARS,
Author = {Efron, B. and Hastie, T. and Johnstone, I. and Tibshirani, R.},
Journal = {The Annals of statistics},
Number = {2},
Pages = {407--499},
Publisher = {Institute of Mathematical Statistics},
Title = {Least angle regression},
Volume = {32},
Year = {2004}}
@article{VIFRegression,
Author = {Lin, D. and Foster, D.P. and Ungar, L.H.},
Journal = {Journal of the American Statistical Association},
Number = {493},
Pages = {232--247},
Publisher = {ASA},
Title = {VIF regression: A fast regression algorithm for large data},
Volume = {106},
Year = {2011}}
@book{agresti,
Author = {Agresti, A.},
Publisher = {New York: John Wiley and Sons},
Title = {Categorical Data Analysis},
Year = {2002}}
@article{bottou2008tradeoffs,
Author = {Bottou, L. and Bousquet, O.},
Journal = {Advances in neural information processing systems},
Pages = {161--168},
Publisher = {Cambridge, MA: MIT Press},
Title = {The tradeoffs of large scale learning},
Volume = {20},
Year = {2008}}
@article{bartlett2006convexity,
Author = {Bartlett, P.L. and Jordan, M.I. and McAuliffe, J.D.},
Journal = {Journal of the American Statistical Association},
Number = {473},
Pages = {138--156},
Publisher = {ASA},
Title = {Convexity, classification, and risk bounds},
Volume = {101},
Year = {2006}}
@inproceedings{le2004large,
Author = {Le Cun, L.B.Y.},
Booktitle = {Advances in neural information processing systems 16: proceedings of the 2003 conference},
Organization = {The MIT Press},
Pages = {217},
Title = {Large Scale Online Learning.},
Volume = {16},
Year = {2004}}
@inproceedings{massart2000some,
Author = {Massart, P.},
Booktitle = {ANNALES-FACULTE DES SCIENCES TOULOUSE MATHEMATIQUES},
Number = {2},
Organization = {Universit{\'e} Paul Sabatier},
Pages = {245--303},
Title = {Some applications of concentration inequalities to statistics},
Volume = {9},
Year = {2000}}
@article{murata1998statistical,
Author = {Murata, N.},
Journal = {Online Learning and Neural Networks. Cambridge University Press, Cambridge, UK},
Title = {A statistical study of on-line learning},
Year = {1998}}
@article{horvitz1952generalization,
Author = {Horvitz, Daniel G and Thompson, Donovan J},
Journal = {Journal of the American Statistical Association},
Number = {260},
Pages = {663--685},
Publisher = {Taylor \& Francis Group},
Title = {A generalization of sampling without replacement from a finite universe},
Volume = {47},
Year = {1952}}
@book{huber2011robust,
Author = {Huber, Peter J},
Publisher = {Springer},
Title = {Robust statistics},
Year = {2011}}
@article{RoyleEtAlWillowTit,
Author = {Royle, J. Andrew and Nichols, James D. and K\'{e}ry, Marc},
Doi = {10.1111/j.0030-1299.2005.13534.x},
Issn = {1600-0706},
Journal = {Oikos},
Number = {2},
Pages = {353--359},
Publisher = {Munksgaard International Publishers},
Title = {Modelling occurrence and abundance of species when detection is imperfect},
Url = {http://dx.doi.org/10.1111/j.0030-1299.2005.13534.x},
Volume = {110},
Year = {2005},
Bdsk-Url-1 = {http://dx.doi.org/10.1111/j.0030-1299.2005.13534.x}}
@book{gaetan2009spatial,
Author = {Gaetan, C. and Guyon, X.},
Publisher = {Springer Verlag},
Title = {Spatial statistics and modeling},
Year = {2009}}
@article{WartonIPP,
Author = {Warton, D.I. and Shepherd, L.C.},
Journal = {The Annals of Applied Statistics},
Number = {3},
Pages = {1383--1402},
Publisher = {Institute of Mathematical Statistics},
Title = {Poisson point process models solve the "pseudo-absence problem" for presence-only data in ecology},
Volume = {4},
Year = {2010}}
@inproceedings{Phillipsetal2004,
Author = {Phillips, S.J. and Dud{\'\i}k, M. and Schapire, R.E.},
Booktitle = {Proceedings of the Twenty-First International Conference on Machine Learning},
Organization = {ACM},
Pages = {83},
Title = {A maximum entropy approach to species distribution modeling},
Year = {2004}}
@article{AartsIPP,
Author = {Aarts, G. and Fieberg, J. and Matthiopoulos, J.},
Journal = {Methods in Ecology and Evolution},
Number = {1},
Pages = {177--187},
Publisher = {Wiley Online Library},
Title = {Comparative interpretation of count, presence--absence and point methods for species distribution models},
Volume = {3},
Year = {2012}}
@article{renner2013equivalence,
Author = {Renner, Ian W and Warton, David I},
Journal = {Biometrics},
Publisher = {Wiley Online Library},
Title = {Equivalence of MAXENT and poisson point process models for species distribution modeling in ecology},
Year = {2013}}
@article{Phillipsetal2006,
Author = {Phillips, S.J. and Anderson, R.P. and Schapire, R.E.},
Journal = {Ecological Modelling},
Number = {3},
Pages = {231--259},
Publisher = {Elsevier},
Title = {Maximum entropy modeling of species geographic distributions},
Volume = {190},
Year = {2006}}
@article{Phillipsetal2008,
Author = {Phillips, S.J. and Dud{\'\i}k, M.},
Journal = {Ecography},
Number = {2},
Pages = {161--175},
Publisher = {Wiley Online Library},
Title = {Modeling of species distributions with Maxent: new extensions and a comprehensive evaluation},
Volume = {31},
Year = {2008}}
@article{ward2009em,
Author = {Ward, G. and Hastie, T. and Barry, S. and Elith, J. and Leathwick, J.R.},
Journal = {Biometrics},
Number = {2},
Pages = {554--563},
Publisher = {Wiley Online Library},
Title = {Presence-only data and the EM algorithm},
Volume = {65},
Year = {2009}}
@article{me2012local,
Author = {Fithian, W. and Hastie, T.},
Title = {Local Case-Control Sampling},
Year = {2012}}
@article{phillips2009sample,
Author = {Phillips, S.J. and Dud{\'\i}k, M. and Elith, J. and Graham, C.H. and Lehmann, A. and Leathwick, J. and Ferrier, S.},
Journal = {Ecological Applications},
Number = {1},
Pages = {181--197},
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