This is the second of a series of three talks which focus on variable selection for high-dimensional data. I will introduce the following three papers on variable selection, especially on the selection consistency.

• Meinshausen, N. and Bühlmann, P. (2006) High dimensional graphs and variable selection with the lasso. Ann. Statist., 34, 1436–1462.
• Zhao, P. and Yu, B. (2006) On model selection consistency of lasso. J. Mach. Learn. Res., 7, 2541–2563.
• Meinshausen, N., & Bühlmann, P. (2010). Stability selection. J. R. Statist. Soc. B, 72(4), 417-473.