Replica analysis of overfitting in regression models for time-to-event data

DOI10.1088/1751-8121/AA812FzbMath1373.62483arXiv1705.01730OpenAlexW2611896283MaRDI QIDQ5369371

J. E. Barrett, Pierre Paga, C. J. Pérez Vicente, A. C. C. Coolen

Publication date: 17 October 2017

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.01730

zbMATH Keywords

replica methodsurvival analysisregression

Mathematics Subject Classification ID

Estimation in survival analysis and censored data (62N02) Testing in survival analysis and censored data (62N03)

Related Items (5)

Analysis of overfitting in the regularized Cox model ⋮ Accurate Bayesian data classification without hyperparameter cross-validation ⋮ Replica analysis of Bayesian data clustering ⋮ Replica analysis of overfitting in generalized linear regression models ⋮ Penalization-induced shrinking without rotation in high dimensional GLM regression: a cavity analysis

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