<p>If you go to any search field on a Stack Exchange site, you would type <code>&lt;terms&gt; infavorites:mine</code> (or more generally, <code>&lt;terms&gt; infavorites:&lt;user number&gt;</code> for someone else's favorites).  For more on advanced options for searching SE sites, see the <a href="https://stats.stackexchange.com/help/searching">help page on searching</a>.  </p>

<p>Here is an example searching for threads about the LASSO in your favorites:<br>
<a href="https://stats.stackexchange.com/search?q=lasso+infavorites%3Auser58675">lasso infavorites:user58675</a>.</p>
