False discovery rate estimation for stability selection: application to genome-wide association studies.

Abstract excerpt

Stability Selection, which combines penalized regression with subsampling, is a promising algorithm to perform variable selection in ultra high dimension. This work is motivated by its evaluation in the context of genome-wide association studies (GWAS). One critical aspect for its use lies in the choice of a decision rule that accounts for the massive number of comparisons realised. The current decision rule...

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