High-Dimensional Sparse Additive Hazards Regression
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Cites work
- A note on path-based variable selection in the penalized proportional hazards model
- A unified approach to model selection and sparse recovery using regularized least squares
- About the constants in Talagrand's concentration inequalities for empirical processes.
- Adaptive Lasso for Cox's proportional hazards model
- An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
- Asymptotic Statistics
- Coordinate descent algorithms for nonconvex penalized regression, with applications to biological feature selection
- Covariate selection for the semiparametric additive risk model
- Cox's regression model for counting processes: A large sample study
- High-dimensional classification using features annealed independence rules
- High-dimensional graphs and variable selection with the Lasso
- Introduction to empirical processes and semiparametric inference
- Matrix Analysis
- Nearly unbiased variable selection under minimax concave penalty
- Nonconcave Penalized Likelihood With NP-Dimensionality
- One-step sparse estimates in nonconcave penalized likelihood models
- Pathwise coordinate optimization
- Regularization and Variable Selection Via the Elastic Net
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Semiparametric analysis of the additive risk model
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- SparseNet: coordinate descent with nonconvex penalties
- The Adaptive Lasso and Its Oracle Properties
- The Dantzig Selector in Cox's Proportional Hazards Model
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection for multivariate failure time data
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Weak convergence and empirical processes. With applications to statistics
Cited in
(49)- 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
- Variable selection via generalized SELO-penalized Cox regression models
- High-dimensional additive hazards models and the lasso
- Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters
- Bi-selection in the high-dimensional additive hazards regression model
- Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random
- Penalized generalized empirical likelihood with a diverging number of general estimating equations for censored data
- Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
- Penalized empirical likelihood inference for sparse additive hazards regression with a diverging number of covariates
- Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study
- Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space
- Tests for coefficients in high-dimensional additive hazard models
- A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint
- An ADMM with continuation algorithm for non-convex SICA-penalized regression in high dimensions
- Subgroup analysis in censored linear regression
- 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
- Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates
- A primal dual active set with continuation algorithm for high-dimensional nonconvex SICA-penalized regression
- Penalised empirical likelihood for the additive hazards model with high-dimensional data
- The Lasso for high dimensional regression with a possible change point
- 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
- Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding
- Subgroup analysis method for accelerated failure time model
- Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect
- CoxKnockoff: controlled feature selection for the Cox model using knockoffs
- Simultaneous variable selection and estimation for survival data via the Gaussian seamless-L₀ 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
- Semiparametric estimation for the functional additive hazards model
- Group tests for high-dimensional failure time data with the additive hazards models
- Pairwise square root Lasso estimation for high-dimensional sparse linear model
- Variable selection in proportional hazards model with left-truncated survival data: a penalized composite likelihood approach
- Variable selection and estimation for psh regression models via generalized seamless-L₀ penalty
- Conditional inference for ultrahigh-dimensional additive hazards model
- SPLasso for high-dimensional additive hazards regression with covariate measurement error
- Communication-Efficient Distributed Estimation and Inference for Cox’s Model
- Ah-knockoff: false discovery rate control in high-dimensional additive hazards models
- Automatic structure identification and variable selection for additive accelerated failure time model with ultra high dimensional covariates
- Efficient regularized estimation of graphical proportional hazards model with interval-censored data
- Subgroup identification and variable selection in the high-dimensional heterogeneous Cox model
- A regularized variable selection procedure in additive hazards model with stratified case-cohort design
- Variable selection in ultra-high dimensional feature space for the Cox model with interval-censored data
- Statistical inference in sparse high-dimensional additive models
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