Cutting-plane algorithm for estimation of sparse Cox proportional hazards models

DOI10.1007/S11750-023-00658-4MaRDI QIDQ6126527zbMATH OpenOpenAlexFDO

Authors Hiroki Saishu, Kota Kudo, Yuichi Takano

Publication date 9 April 2024

Published in Top (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11750-023-00658-4

zbMATH Keywords

Cox modelcutting-plane algorithmFenchel conjugatemixed-integer optimizationsparse estimationsurvival analysis

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Estimation in survival analysis and censored data (62N02) Mixed integer programming (90C11) Convex programming (90C25) Applications of mathematical programming (90C90)

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Cited in

(1)

• Cardinality-constrained maximal predictability portfolios with an _2 regularization

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