Data-adaptive automatic threshold calibration for stability selection

DOI10.1080/00949655.2026.2623120MaRDI QIDQ7390605zbMATH OpenFDO

Authors Samuel Müller, Garth Tarr

Publication date 2026

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1080/00949655.2026.2623120

Mathematics Subject Classification ID

Statistics (62-XX) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited in

(1)

• Stability-guided hyper-parameter tuning for stability selection

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