- Abstract:
-
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with (high-dimensional) selection algorithms. As such, the method is extremely general and has a very wide range of applicability. Stability selection provides finite sample control for some error rates of false discoveries and hence a transparent principle to ...
Expand abstract - Publication status:
- Published
- Publisher copy:
- 10.1111/j.1467-9868.2010.00740.x
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- Journal:
- JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
- Volume:
- 72
- Issue:
- 4
- Pages:
- 417-473
- Publication date:
- 2008-09-17
- DOI:
- EISSN:
-
1467-9868
- ISSN:
-
1369-7412
- URN:
-
uuid:b7a232fd-b35f-47d8-9257-b93626b64b35
- Source identifiers:
-
97820
- Local pid:
- pubs:97820
- Language:
- English
- Keywords:
- Copyright date:
- 2008
- Notes:
- 30 pages, 7 figures
Journal article
Stability Selection
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