Browsing Department of Materials Science and Metallurgy by Author "Samworth, Richard John"
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Variable selection with error control: Another look at Stability Selection
Shah, Rajen Dinesh; Samworth, Richard John (Wiley on behalf of the Royal Statistical SocietyJournal of the Royal Statistical Society: Series B (Statistical Methodology), 2012-06-21)Stability Selection was recently introduced by Meinshausen and B¨uhlmann (2010) as a very general technique designed to improve the performance of a variable selection algorithm. It is based on aggregating the results of ...