A comprehensive tutorial is given in: An overview of the implementation is given in: The theory and the package (until version 2.0) are described in: Details of stability selection in the context of boosting are described in:
Hofner B, Mayr A, Robinzonov N, Schmid M (2014). “Model-based Boosting in R: A Hands-on Tutorial Using the R Package mboost.” Computational Statistics, 29, 3–35.
Hothorn T, Buehlmann P, Kneib T, Schmid M, Hofner B (2010). “Model-based Boosting 2.0.” Journal of Machine Learning Research, 11, 2109–2113.
Buehlmann P, Hothorn T (2007). “Boosting Algorithms: Regularization, Prediction and Model Fitting (with Discussion).” Statistical Science, 22(4), 477–505.
Hofner B, Boccuto L, Goeker M (2015). “Controlling false discoveries in high-dimensional situations: Boosting with stability selection.” BMC Bioinformatics, 16(144).
Corresponding BibTeX entries:
@Article{,
title = {Model-based Boosting in {R}: A Hands-on Tutorial Using the
{R} Package mboost},
author = {Benjamin Hofner and Andreas Mayr and Nikolay Robinzonov
and Matthias Schmid},
journal = {Computational Statistics},
year = {2014},
volume = {29},
pages = {3--35},
}
@Article{,
title = {Model-based Boosting 2.0},
author = {Torsten Hothorn and Peter Buehlmann and Thomas Kneib and
Matthias Schmid and Benjamin Hofner},
journal = {Journal of Machine Learning Research},
year = {2010},
volume = {11},
pages = {2109--2113},
}
@Article{,
title = {Boosting Algorithms: Regularization, Prediction and Model
Fitting (with Discussion)},
author = {Peter Buehlmann and Torsten Hothorn},
journal = {Statistical Science},
year = {2007},
volume = {22},
number = {4},
pages = {477--505},
}
@Article{,
title = {Controlling false discoveries in high-dimensional
situations: Boosting with stability selection},
author = {Benjamin Hofner and Luigi Boccuto and Markus Goeker},
journal = {{BMC} Bioinformatics},
year = {2015},
volume = {16},
number = {144},
}