The following pages link to Stability Selection (Q4632639):
Displaying 50 items.
- Correlation and variable importance in random forests (Q58729) (← links)
- All Models are Wrong, but Many are Useful: Learning a Variable's Importance by Studying an Entire Class of Prediction Models Simultaneously (Q97217) (← links)
- Stabilizing Variable Selection and Regression (Q104197) (← links)
- Multi Split Conformal Prediction (Q112509) (← links)
- Distribution-Free Predictive Inference For Regression (Q112972) (← links)
- Testing conditional independence in supervised learning algorithms (Q113672) (← links)
- Selection by partitioning the solution paths (Q114375) (← links)
- Kernel Knockoffs Selection for Nonparametric Additive Models (Q115586) (← links)
- Ensemble Binary Segmentation for irregularly spaced data with change-points (Q139553) (← links)
- Learning stable and predictive structures in kinetic systems: Benefits of a causal approach (Q144723) (← links)
- Influence measures and stability for graphical models (Q272066) (← links)
- Detecting weak signals in high dimensions (Q272081) (← links)
- Variable selection for survival data with a class of adaptive elastic net techniques (Q294255) (← links)
- The use of vector bootstrapping to improve variable selection precision in Lasso models (Q309418) (← links)
- Graphical models via joint quantile regression with component selection (Q321929) (← links)
- PBoostGA: pseudo-boosting genetic algorithm for variable ranking and selection (Q333348) (← links)
- Mean and quantile boosting for partially linear additive models (Q340847) (← links)
- Extensions of stability selection using subsamples of observations and covariates (Q340859) (← links)
- Classifier variability: accounting for training and testing (Q411930) (← links)
- Absolute penalty and shrinkage estimation in partially linear models (Q433248) (← links)
- Going beyond oracle property: selection consistency and uniqueness of local solution of the generalized linear model (Q670138) (← links)
- Penalized differential pathway analysis of integrative oncogenomics studies (Q743607) (← links)
- Determining the number of factors in approximate factor models by twice K-fold cross validation (Q777679) (← links)
- Tuning-free ridge estimators for high-dimensional generalized linear models (Q830109) (← links)
- Characterization of weighted quantile sum regression for highly correlated data in a risk analysis setting (Q894843) (← links)
- Stabilizing the Lasso against cross-validation variability (Q1615230) (← links)
- Analysis of presence-only data via semi-supervised learning approaches (Q1621212) (← links)
- The cluster graphical Lasso for improved estimation of Gaussian graphical models (Q1623817) (← links)
- Model selection consistency of Lasso for empirical data (Q1624086) (← links)
- A unified theory of confidence regions and testing for high-dimensional estimating equations (Q1630400) (← links)
- Statistics for big data: a perspective (Q1642374) (← links)
- Stability orthogonal regression for system identification (Q1645072) (← links)
- Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator (Q1657974) (← links)
- Detection of influential points as a byproduct of resampling-based variable selection procedures (Q1658400) (← links)
- Improving cross-validated bandwidth selection using subsampling-extrapolation techniques (Q1663252) (← links)
- Probing for sparse and fast variable selection with model-based boosting (Q1664500) (← links)
- An update on statistical boosting in biomedicine (Q1664502) (← links)
- A multicriteria approach to find predictive and sparse models with stable feature selection for high-dimensional data (Q1664508) (← links)
- High-dimensional simultaneous inference with the bootstrap (Q1694480) (← links)
- Sparse probit linear mixed model (Q1698863) (← links)
- Boosting flexible functional regression models with a high number of functional historical effects (Q1703807) (← links)
- Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates (Q1703866) (← links)
- Stability approach to selecting the number of principal components (Q1729322) (← links)
- Modified SCAD penalty for constrained variable selection problems (Q1731229) (← links)
- iPHLoc-ES: identification of bacteriophage protein locations using evolutionary and structural features (Q1749068) (← links)
- Selective inference with a randomized response (Q1750283) (← links)
- Optimal estimation of slope vector in high-dimensional linear transformation models (Q1755121) (← links)
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi} (Q1790302) (← links)
- Factor-adjusted multiple testing of correlations (Q1796926) (← links)
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables (Q1800084) (← links)
