Bayesian information criterion (BIC) is known to identify the true model consistently as long as the predictor dimension is finite. Recently, its moderate modifications have been shown to be ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 4 (2018), pp. 817-836 (20 pages) The problem of misspecification poses challenges in model selection. The ...

Linear regression and feature selection are two such foundational topics. Linear regression is a powerful technique for predicting numbers from other data.