Extensions of stability selection using subsamples of observations and covariates

DOI10.1007/s11222-015-9589-yzbMath1505.62061arXiv1407.4916OpenAlexW1642849371MaRDI QIDQ340859

Ürün Dogan, Andre Beinrucker, Gilles Blanchard

Publication date: 15 November 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.4916

zbMATH Keywords

variable selectionsubsamplingstability selection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (3)

Heritability estimation in high dimensional sparse linear mixed models ⋮ High-dimensional variable selection via low-dimensional adaptive learning ⋮ Pruning variable selection ensembles

Uses Software

• glmnet
• lars
• TIGRESS

Cites Work

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• Analyzing bagging
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• Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
• Stability Selection
• 10.1162/153244303322753643
• Variable Selection with Error Control: Another Look at Stability Selection
• Elements of Information Theory
• Random forests

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