4 papers
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…
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…
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…
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…