Stability selection

نویسندگان
چکیده

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Stability selection

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with (high-dimensional) selection algorithms. As such, the method is extremely general and has a very wide range of applicability. Stability selection provides f...

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ژورنال

عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)

سال: 2010

ISSN: 1369-7412

DOI: 10.1111/j.1467-9868.2010.00740.x