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stat.ME2025
A Stable Lasso
Mahdi Nouraie, Houying Zhu, Samuel Muller
The Lasso has been widely used as a method for variable selection, valued for its simplicity and empirical performance. However, Lasso's selection stability deteriorates in the pre…
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.ME2024
On the Selection Stability of Stability Selection and Its Applications
Mahdi Nouraie, Samuel Muller
Stability selection is a widely adopted resampling-based framework for high-dimensional variable selection. This paper seeks to broaden the use of an established stability estimato…