Stability selection. With discussion and authors' reply
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Cites work
- A note on the Lasso and related procedures in model selection
- Adaptive Lasso for sparse high-dimensional regression models
- Analyzing bagging
- Atomic decomposition by basis pursuit
- Bayesian Variable Selection in Multinomial Probit Models to Identify Molecular Signatures of Disease Stage
- Comparing the characteristics of gene expression profiles derived by univariate and multivariate classification methods
- Consensus clustering: A resampling-based method for class discovery and visualization of gene expression microarray data
- Greed is Good: Algorithmic Results for Sparse Approximation
- High-dimensional generalized linear models and the lasso
- High-dimensional graphs and variable selection with the Lasso
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Lasso-type recovery of sparse representations for high-dimensional data
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- Pathwise coordinate optimization
- Random forests
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- Simultaneous analysis of Lasso and Dantzig selector
- Sparse inverse covariance estimation with the graphical lasso
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- The Adaptive Lasso and Its Oracle Properties
- The Group Lasso for Logistic Regression
- The sparsity and bias of the LASSO selection in high-dimensional linear regression
- Weak greedy algorithms
Cited in
(only showing first 100 items - show all)- Stabilizing variable selection and regression
- Multi split conformal prediction
- Distribution-free predictive inference for regression
- Testing conditional independence in supervised learning algorithms
- Selection by partitioning the solution paths
- Kernel Knockoffs Selection for Nonparametric Additive Models
- Ensemble binary segmentation for irregularly spaced data with change-points
- Learning stable and predictive structures in kinetic systems
- Stabilizing the Lasso against cross-validation variability
- Analysis of presence-only data via semi-supervised learning approaches
- The cluster graphical Lasso for improved estimation of Gaussian graphical models
- Model selection consistency of Lasso for empirical data
- A unified theory of confidence regions and testing for high-dimensional estimating equations
- Statistics for big data: a perspective
- Stability orthogonal regression for system identification
- Robust stability best subset selection for autocorrelated data based on robust location and dispersion estimator
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Improving cross-validated bandwidth selection using subsampling-extrapolation techniques
- Probing for sparse and fast variable selection with model-based boosting
- An update on statistical boosting in biomedicine
- A multicriteria approach to find predictive and sparse models with stable feature selection for high-dimensional data
- High-dimensional simultaneous inference with the bootstrap
- Sparse probit linear mixed model
- Boosting flexible functional regression models with a high number of functional historical effects
- Gradient boosting for distributional regression: faster tuning and improved variable selection via noncyclical updates
- Stability approach to selecting the number of principal components
- Modified SCAD penalty for constrained variable selection problems
- iPHLoc-ES: identification of bacteriophage protein locations using evolutionary and structural features
- Selective inference with a randomized response
- Optimal estimation of slope vector in high-dimensional linear transformation models
- High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
- Factor-adjusted multiple testing of correlations
- Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
- Variable selection with Hamming loss
- Debiasing the Lasso: optimal sample size for Gaussian designs
- High-dimensional consistency in score-based and hybrid structure learning
- Regularized joint estimation of related vector autoregressive models
- Efficient regularized regression with \(L_0\) penalty for variable selection and network construction
- On factor models with random missing: EM estimation, inference, and cross validation
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- High-dimensional variable selection via low-dimensional adaptive learning
- Sparse regression for extreme values
- Feature selection for data integration with mixed multiview data
- Spatially relaxed inference on high-dimensional linear models
- Adaptive step-length selection in gradient boosting for Gaussian location and scale models
- Visualization and assessment of model selection uncertainty
- Revisiting feature selection for linear models with FDR and power guarantees
- A review on instance ranking problems in statistical learning
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection -- rejoinder
- New hard-thresholding rules based on data splitting in high-dimensional imbalanced classification
- Aggregated hold out for sparse linear regression with a robust loss function
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- Estimating finite mixtures of ordinal graphical models
- Biclustering via structured regularized matrix decomposition
- Nonlinear predictive directions in clinical trials
- Gene set priorization guided by regulatory networks with p-values through kernel mixed model
- Grouped feature importance and combined features effect plot
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- Debiasing the debiased Lasso with bootstrap
- High-dimensional joint estimation of multiple directed Gaussian graphical models
- Torus graphs for multivariate phase coupling analysis
- Bayesian variable selection for survival data using inverse moment priors
- Stability selection for Lasso, ridge and elastic net implemented with AFT models
- Identification of supervised and sparse functional genomic pathways
- Data-driven discovery of PDEs in complex datasets
- Invariance, causality and robustness
- Variable selection techniques after multiple imputation in high-dimensional data
- A discussion on practical considerations with sparse regression methodologies
- Variable selection and model choice in structured survival models
- Comments on ``Data science, big data and statistics
- Prediction error bounds for linear regression with the TREX
- Imputation and post-selection inference in models with missing data: an application to colorectal cancer surveillance guidelines
- Network classification with applications to brain connectomics
- Bootstrapping and sample splitting for high-dimensional, assumption-lean inference
- On Bayesian new edge prediction and anomaly detection in computer networks
- Regularization methods for high-dimensional sparse control function models
- High-dimensional regression in practice: an empirical study of finite-sample prediction, variable selection and ranking
- Pseudo estimation and variable selection in regression
- A variable selection approach in the multivariate linear model: an application to LC-MS metabolomics data
- False discovery control for penalized variable selections with high-dimensional covariates
- Spectral analysis of high-dimensional time series
- Shrinkage priors for Bayesian penalized regression
- Stable prediction in high-dimensional linear models
- Causal statistical inference in high dimensions
- IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data
- AIC for the non-concave penalized likelihood method
- Sparse wavelet estimation in quantile regression with multiple functional predictors
- Model-based regression clustering for high-dimensional data: application to functional data
- Optimal estimation of direction in regression models with large number of parameters
- Blessing of massive scale: spatial graphical model estimation with a total cardinality constraint approach
- Autoregressive models for gene regulatory network inference: sparsity, stability and causality issues
- Stability of feature selection in classification issues for high-dimensional correlated data
- A unified framework of constrained regression
- Time series graphical Lasso and sparse VAR estimation
- Distributed Bayesian posterior voting strategy for massive data
- Influence measures and stability for graphical models
- Detecting weak signals in high dimensions
- Variable selection in high dimensional data analysis with applications
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