标题： 自适应桥回归建模与模型选择准则 显示英文标题

标题： Adaptive bridge regression modeling with model selection criteria

摘要： 我们考虑构建自适应桥回归模型的问题，这是一种通过在桥惩罚项中对不同系数施加不同权重的惩罚过程。 建模过程中的一个关键问题是模型中包含的调整参数的选择。 我们将调整参数的选择视为模型选择和评估问题。 为了选择参数，从信息理论和贝叶斯方法中推导出模型选择准则。 我们进行了一些数值研究以探讨我们提出的建模策略的有效性。 显示英文摘要

摘要： We consider the problem of constructing an adaptive bridge regression modeling, which is a penalized procedure by imposing different weights to different coefficients in the bridge penalty term. A crucial issue in the modeling process is the choices of adjusted parameters included in the models. We treat the selection of the adjusted parameters as model selection and evaluation problems. In order to select the parameters, model selection criteria are derived from information-theoretic and Bayesian approach. We conduct some numerical studies to investigate the effectiveness of our proposed modeling strategy.