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    www.statslab.cam.ac.uk/~rds37/papers/Shah%20Samworth%202013%20Variable%20selection%20with%20error%20control%20-%20another%20look%20at%20stability%20selection.pdf
    20 Dec 2012: In this way, the framework above includes a very wide varietyof different data-generating processes on which we can test the theory of the previous section. ... We estimated the expected classification error inthe two cases by averaging over 128

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