2 papers
stat.ME2026
Robust Best Subset Selection via Fast Approximate MM-Estimation
Martin Huang, Samuel Muller, Garth Tarr
Best subset selection procedures typically rely on a squared error loss, where a small number of outlying observations may distort the entire solution path. Replacing this loss wit…
stat.ME2026
Data-Adaptive Automatic Threshold Calibration for Stability Selection
Martin Huang, Samuel Muller, Garth Tarr
Stability selection has gained popularity as a method for enhancing the performance of variable selection algorithms while controlling false discovery rates. However, achieving the…