Sequential double cross-validation for assessment of added predictive ability in high-dimensional omic applications

DOI10.1214/17-AOAS1125zbMath1405.62200arXiv1601.08197OpenAlexW2893657338WikidataQ59882437 ScholiaQ59882437MaRDI QIDQ1621008

Tomasz Burzykowski, Bart Mertens, Markus Perola, Perttu Salo, Mar Rodríguez-Girondo, Jeanine J. Houwing-Duistermaat

Publication date: 15 November 2018

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.08197

zbMATH Keywords

regularized regressionadded predictive abilitydouble cross-validationmultiple omics sets

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Uses Software

• glmnet
• ElemStatLearn
• superpc

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