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SUMMARY:Statistics and STOR-i Seminar: Richard Samworth
DESCRIPTION:Variable selection with error control: another look at stability selection\n\nStability selection was recently introduced by Meinshausen and Buhlmann as a very general technique designed to improve the performance of a variable selection algorithm. It is based on aggregating the results of applying a selection procedure to subsamples of the data. \n\nWe introduce a variant, called Complementary Pairs Stability Selection, and derive bounds both on the expected number of variables included by complementary pairs stability selection that have low selection probability under the original procedure, and on the expected number of high selection probability variables that are excluded. \n\nThese results require no (e.g. exchangeability) assumptions on the underlying model or on the quality of the original selection procedure. Under reasonable shape restrictions, the bounds can be further tightened, yielding improved error control, and therefore increasing the applicability of the methodology.
DTSTART:20131108T150000
DTEND:20131108T160000
LOCATION:A54, Postgraduate Statistics Centre Lecture Theatre
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