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...

Nearest neighbour classification requires a good distance metric. Previous approaches try to learn a quadratic distance metric learning so that observations of different classes are well separated. For high-dimensional problems, where many uninformative variables are present, it is attractive to...

A frequently encountered challenge in high-dimensional regression is the detection of relevant variables. Variable selection suffers from instability and the power to detect relevant variables is typically low if predictor variables are highly correlated. When taking the multiplicity of the...

We propose probabilistic lower bounds for the number of false null hypotheses when testing multiple hypotheses of association simultaneously. The bounds are valid under general and unknown dependence structures between the test statistics. The power of the proposed estimator to detect the full...

Inspired by the success of the Lasso for regression analysis, it seems attractive to estimate the graph of a multivariate normal distribution by l1-norm penalized likelihood maximization. We examine some properties of the estimator and show that care has to be taken with interpretation of...

We propose a confidence envelope for false discovery control when testing multiple hypotheses of association simultaneously. The method is valid under arbitrary and unknown dependence between the test statistics and allows for an exploratory approach when choosing suitable rejection regions...

This paper studies the influence of shared guilt and diffused responsibility in institutions that may require the support of several actors to realize specific outcomes. Decision makers weigh supporting an immoral yet egoistically advantageous action to the detriment of a third party against...

We study how institutional design in influences moral transgression. People are heterogeneous in their feelings of guilt and can share guilt with others. Institutions determine the number of supporters necessary for immoral outcomes to occur. With more supporters required, every supporter can...