Discussion of ‘ Stability Selection ’ , by Nicolai Meinshausen and Peter Bühlmann
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چکیده
We congratulate the authors on a paper with an exciting mix of novel theoretical insights and practical experimental testing and verification of the ideas. We provide a personal view of the developments introduced by the paper, mentioning some areas where further work might be usefully undertaken, before presenting some results assessing the generalisation performance of stability selection on a medical dataset.
منابع مشابه
Summary and discussion of : “ Stability Selection ” Statistics
The estimation of model structure from data is an important statistical problem known as structure learning. The paper that we discussed, written by Meinshausen and Bühlmann, introduces a new method called stability selection whose goal is to provide an algorithm for performing model selection in a structure learning problem while controlling the number of false discoveries. This algorithm can ...
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تاریخ انتشار 2010