Forward stability and model path selection
From MaRDI portal
Publication:6547741
Recommendations
- Model selection confidence sets by likelihood ratio testing
- scientific article; zbMATH DE number 176116
- Visualization and assessment of model selection uncertainty
- Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression
- Heuristics of instability and stabilization in model selection
Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 4124791 (Why is no real title available?)
- scientific article; zbMATH DE number 1057566 (Why is no real title available?)
- scientific article; zbMATH DE number 7306870 (Why is no real title available?)
- scientific article; zbMATH DE number 3386736 (Why is no real title available?)
- A Note on a Subset Selection Procedure for the Most Probable Multinomial Event
- A Property of the Multinomial Distribution
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A Single-Sample Multiple-Decision Procedure for Selecting the Multinomial Event Which Has the Highest Probability
- All models are wrong, but many are useful: learning a variable's importance by studying an entire class of prediction models simultaneously
- Confidence sets for model selection by F -testing
- Controlling Variable Selection by the Addition of Pseudovariables
- Controlling the false discovery rate via knockoffs
- Cross-validation with confidence
- Exact post-selection inference, with application to the Lasso
- Familywise error rate control via knockoffs
- Fence methods for mixed model selection
- Identifying a minimal class of models for high-dimensional data
- Inverse Sampling Subset Selection of Multinomial Cells
- Least angle regression. (With discussion)
- Machine Learning with Operational Costs
- Model confidence bounds for variable selection
- On Selecting the Most Probable Category
- On combining machine learning with decision making
- On selecting a subset containing the most probable multinomial event
- On the consistency of feature selection using greedy least squares regression
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Post-selection inference for \(\ell_1\)-penalized likelihood models
- Stability Selection
- Statistical modeling: The two cultures. (With comments and a rejoinder).
- Subsampling
- The Model Confidence Set
- Valid post-selection inference
- Valid post-selection inference in model-free linear regression
- Variable Selection with Error Control: Another Look at Stability Selection
This page was built for publication: Forward stability and model path selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6547741)