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Data-Adaptive Automatic Threshold Calibration for Stability Selection

This repository contains code to reproduce results as given in the paper "Data-Adaptive Automatic Threshold Calibration for Stability Selection" (Huang et al. 2026). For any questions please email martin.huang@sydney.edu.au.

Simulations

We provide all simulation results.

  • For artificial simulations, the code is located under "Artificial-Simulations.R", "Artificial-Simulations-Unif", and "Artificial-Simulations-t".
  • For applied simulations, the code is located under "Proteomics-Simulations.R" and "Diabetes-Simulations.R".

We also provide the distribution analysis of the exclusion probability threshold under "Eta-Proteomics-Diabetes.R and "Artificial-Simulations.R" for the respective datasets. FDR analysis is found under "FDR-Simulations.R".

To reproduce the figures, we provide RData files in the "Data" folder, and also provide code in their respective scripts. I.e. to reproduce figures in the Proteomics simulations, the code are found at the end of "Proteomics-Simulation.R".

All of these scripts require the use of user-defined functions given in "Functions.R".

Please note that we are aware of an issue whereby the stabsel function does not work in Positron. To avoid this issue, we recommend executing the code in RStudio.

Data Availability

We provide the plasma proteomics dataset as "Proteomics.csv" in the folder "Data", and was sourced from Rumer et al. (2022). The diabetes dataset can be accessed through the R-package lars and data(diabetes). The artificial data generation process can be located in "Functions.R"

Package References

Benjamin Hofner and Torsten Hothorn (2021). stabs: Stability Selection with Error Control, R package version 0.6-4 https://CRAN.R-project.org/package=stabs.

Breheny P, Huang J (2011). “Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection.” Annals of Applied Statistics, 5(1), 232-253. doi:10.1214/10-AOAS388 https://doi.org/10.1214/10-AOAS388, https://doi.org/10.1214/10-AOAS388.

Eddelbuettel D, Francois R, Allaire J, Ushey K, Kou Q, Russell N, Ucar I, Bates D, Chambers J (2025). Rcpp: Seamless R and C++ Integration. R package version 1.0.14, https://CRAN.R-project.org/package=Rcpp.

Genz A, Bretz F (2009). Computation of Multivariate Normal and t Probabilities, series Lecture Notes in Statistics. Springer-Verlag, Heidelberg. ISBN 978-3-642-01688-2.

Hastie T, Efron B (2022). lars: Least Angle Regression, Lasso and Forward Stagewise. R package version 1.3, https://CRAN.R-project.org/package=lars.

Meschiari S (2022). latex2exp: Use LaTeX Expressions in Plots. R package version 0.9.6, https://CRAN.R-project.org/package=latex2exp.

Patterson E, Sesia M (2022). knockoff: The Knockoff Filter for Controlled Variable Selection. R package version 0.3.6, https://CRAN.R-project.org/package=knockoff.

Pedersen T (2024). patchwork: The Composer of Plots. R package version 1.3.0, https://CRAN.R-project.org/package=patchwork.

Ruben Dezeure, Peter Buehlmann, Lukas Meier and Nicolai Meinshausen (2015). High-Dimensional Inference: Confidence Intervals, p-values and R-Software hdi. Statistical Science 30 (4), 533-558.

Rudis B (2024). hrbrthemes: Additional Themes, Theme Components and Utilities for 'ggplot2'. R package version 0.8.7, https://CRAN.R-project.org/package=hrbrthemes.

Solymos P, Zawadzki Z (2023). pbapply: Adding Progress Bar to '*apply' Functions. R package version 1.7-2, https://CRAN.R-project.org/package=pbapply.

Wickham H, Averick M, Bryan J, Chang W, McGowan LD, François R, Grolemund G, Hayes A, Henry L, Hester J, Kuhn M, Pedersen TL, Miller E, Bache SM, Müller K, Ooms J, Robinson D, Seidel DP, Spinu V, Takahashi K, Vaughan D, Wilke C, Woo K, Yutani H (2019). “Welcome to the tidyverse.” Journal of Open Source Software, 4(43), 1686. doi:10.21105/joss.01686 https://doi.org/10.21105/joss.01686.

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