activity
20212026
most citedTrade-off between predictive performance and FDR control for high-dimensional Gaussian model selection

1 citations · 1 across the 4 of their papers we have counts for

collaborators
Showing stat.APShow all

1 paper · 1 filter

stat.AP2021

A comprehensive guideline for regularization-path variable selection in high-dimensional Gaussian linear regression

Perrine Lacroix, Mélina Gallopin, Marie-Laure Martin

This paper provides a comprehensive comparison of complete regularization-path-based variable selection procedures in high-dimensional Gaussian linear regression. Our simulation st…