66 citations · 66 across the 2 of their papers we have counts for
2 papers
stat.ME2013
A note on selection stability: combining stability and prediction
Yixin Fang, Junhui Wang, Wei Sun
Recently, many regularized procedures have been proposed for variable selection in linear regression, but their performance depends on the tuning parameter selection. Here a criter…
stat.ML2012★ 66 cited
Consistent selection of tuning parameters via variable selection stability
Wei Sun, Junhui Wang, Yixin Fang
Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely rep…