Forward stability and model path selection
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Publication:6547741
DOI10.1007/S11222-024-10395-8zbMATH Open1539.62023MaRDI QIDQ6547741FDOQ6547741
Publication date: 31 May 2024
Published in: Statistics and Computing (Search for Journal in Brave)
Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Statistical ranking and selection procedures (62F07) Ridge regression; shrinkage estimators (Lasso) (62J07)
Cites Work
- Fence methods for mixed model selection
- The Model Confidence Set
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- Least angle regression. (With discussion)
- Stability Selection
- Subsampling
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- Valid post-selection inference
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- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Variable Selection with Error Control: Another Look at Stability Selection
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- Confidence sets for model selection by F -testing
- Title not available (Why is that?)
- On the consistency of feature selection using greedy least squares regression
- Familywise error rate control via knockoffs
- A Property of the Multinomial Distribution
- A Single-Sample Multiple-Decision Procedure for Selecting the Multinomial Event Which Has the Highest Probability
- Machine Learning with Operational Costs
- Post‐selection inference for ‐penalized likelihood models
- Cross-Validation With Confidence
- Title not available (Why is that?)
- Valid post-selection inference in model-free linear regression
- On Selecting the Most Probable Category
- A Note on a Subset Selection Procedure for the Most Probable Multinomial Event
- Model confidence bounds for variable selection
- Title not available (Why is that?)
- Inverse Sampling Subset Selection of Multinomial Cells
- Title not available (Why is that?)
- On selecting a subset containing the most probable multinomial event
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