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 metho...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2008
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