High-Dimensional Sparse Additive Hazards Regression

DOI10.1080/01621459.2012.746068OpenAlexW3099693088MaRDI QIDQ4916944

Jinchi Lv, Wei Lin

Publication date: 26 April 2013

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.6232

zbMATH Keywords

regularizationempirical processsurvival datavariable selectionoracle propertyrisk differenceweak oracle property

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (36)

Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates ⋮ Variable selection and estimation for the additive hazards model subject to left-truncation, right-censoring and measurement error in covariates ⋮ Variable Selection of Interval-Censored Failure Time Data ⋮ L₀-Regularized Learning for High-Dimensional Additive Hazards Regression ⋮ Variable selection via generalized SELO-penalized linear regression models ⋮ On the sign consistency of the Lasso for the high-dimensional Cox model ⋮ Identification of local sparsity and variable selection for varying coefficient additive hazards models ⋮ Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates ⋮ Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study ⋮ Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data ⋮ A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint ⋮ Tests for Coefficients in High-dimensional Additive Hazard Models ⋮ Simultaneous variable selection in regression analysis of multivariate interval‐censored data ⋮ Variable Selection for Interval‐censored Failure Time Data ⋮ Double bias correction for high-dimensional sparse additive hazards regression with covariate measurement errors ⋮ A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression ⋮ Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding ⋮ Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Variable selection via generalized SELO-penalized Cox regression models ⋮ The Lasso for High Dimensional Regression with a Possible Change Point ⋮ A regularized variable selection procedure in additive hazards model with stratified case-cohort design ⋮ Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters ⋮ CoxKnockoff: controlled feature selection for the Cox model using knockoffs ⋮ An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions ⋮ Simultaneous variable selection and estimation for survival data via the Gaussian seamless-\(L_0\) penalty ⋮ Martingale-residual-based greedy model averaging for high-dimensional current status data ⋮ Variable selection for high-dimensional partly linear additive Cox model with application to Alzheimer's disease ⋮ Bi-selection in the high-dimensional additive hazards regression model ⋮ Semiparametric estimation for the functional additive hazards model ⋮ Group tests for high-dimensional failure time data with the additive hazards models ⋮ Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random ⋮ Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator ⋮ Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space ⋮ Penalised empirical likelihood for the additive hazards model with high-dimensional data

Cites Work

• Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
• Nearly unbiased variable selection under minimax concave penalty
• A unified approach to model selection and sparse recovery using regularized least squares
• The Adaptive Lasso and Its Oracle Properties
• Regularization for Cox's proportional hazards model with NP-dimensionality
• Cox's regression model for counting processes: A large sample study
• One-step sparse estimates in nonconcave penalized likelihood models
• High-dimensional classification using features annealed independence rules
• Variable selection for Cox's proportional hazards model and frailty model
• About the constants in Talagrand's concentration inequalities for empirical processes.
• Weak convergence and empirical processes. With applications to statistics
• Introduction to empirical processes and semiparametric inference
• Pathwise coordinate optimization
• High-dimensional graphs and variable selection with the Lasso
• Covariate Selection for the Semiparametric Additive Risk Model
• The Dantzig Selector in Cox's Proportional Hazards Model
• SparseNet: Coordinate Descent With Nonconvex Penalties
• A note on path-based variable selection in the penalized proportional hazards model
• Matrix Analysis
• Asymptotic Statistics
• Semiparametric analysis of the additive risk model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Regularization and Variable Selection Via the Elastic Net
• Adaptive Lasso for Cox's proportional hazards model
• Variable selection for multivariate failure time data

This page was built for publication: High-Dimensional Sparse Additive Hazards Regression