2 papers
stat.ME2025
Stability Selection via Variable Decorrelation
Mahdi Nouraie, Connor Smith, Samuel Muller
The Lasso is a prominent algorithm for variable selection. However, its instability in the presence of correlated variables in the high-dimensional setting is well-documented. Alth…
stat.ME2025
Bayesian Stability Selection and Inference on Selection Probabilities
Mahdi Nouraie, Connor Smith, Samuel Muller
Stability selection is a versatile framework for structure estimation and variable selection in high-dimensional setting, primarily grounded in frequentist principles. In this pape…