Automated calibration for stability selection in penalised regression and graphical models
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Publication:77590
DOI10.48550/ARXIV.2106.02521arXiv2106.02521MaRDI QIDQ77590FDOQ77590
Authors: Barbara Bodinier, Sarah Filippi, Therese Haugdahl Nost, Julien Chiquet, Marc Chadeau-Hyam 
Publication date: 4 June 2021
Abstract: Stability selection represents an attractive approach to identify sparse sets of features jointly associated with an outcome in high-dimensional contexts. We introduce an automated calibration procedure via maximisation of an in-house stability score and accommodating a priori-known block structure (e.g. multi-OMIC) data. It applies to (LASSO) penalised regression and graphical models. Simulations show our approach outperforms non-stability-based and stability selection approaches using the original calibration. Application of multi-block graphical LASSO on real (epigenetic and transcriptomic) data from the Norwegian Women and Cancer study reveals a central/credible and novel cross-OMIC role of LRRN3 in the biological response to smoking. Proposed approaches were implemented in the R package sharp.
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