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 ...

Jianqing Fan, Runze Li, Variable Selection for Cox's Proportional Hazards Model and Frailty Model, The Annals of Statistics, Vol. 30, No. 1 (Feb., 2002), pp. 74-99 ...

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