An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model
From MaRDI portal
Publication:2032191
DOI10.1007/s00180-020-01032-9zbMath1505.62099OpenAlexW3084614797MaRDI QIDQ2032191
Catherine Liu, Sheng Xu, Xiao-Lin Chen
Publication date: 16 June 2021
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00180-020-01032-9
locally Lipschitz optimizationCox's modeljoint feature screeningLasso initialnon-monotone proximal gradient
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Sure independence screening in generalized linear models with NP-dimensionality
- Oracle inequalities for the lasso in the Cox model
- Regularization for Cox's proportional hazards model with NP-dimensionality
- Cox's regression model for counting processes: A large sample study
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Survival prediction using gene expression data: a review and comparison
- Correlation rank screening for ultrahigh-dimensional survival data
- Model free feature screening for ultrahigh dimensional data with responses missing at random
- A new nonparametric screening method for ultrahigh-dimensional survival data
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Model-free feature screening for ultrahigh dimensional censored regression
- Thresholding-based iterative selection procedures for model selection and shrinkage
- Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data
- Simultaneous analysis of Lasso and Dantzig selector
- High-dimensional graphs and variable selection with the Lasso
- Censored rank independence screening for high-dimensional survival data
- Integrated powered density: Screening ultrahigh dimensional covariates with survival outcomes
- Two-Point Step Size Gradient Methods
- Partial likelihood
- Sparse Reconstruction by Separable Approximation
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Quantile screening for ultra-high-dimensional heterogeneous data conditional on some variables
- The Sparse MLE for Ultrahigh-Dimensional Feature Screening
- Independent Screening for Single-Index Hazard rate Models with Ultrahigh Dimensional Features
- Conditional quantile screening in ultrahigh-dimensional heterogeneous data
- Feature screening in ultrahigh dimensional cox's model
- Penalty Methods for a Class of Non-Lipschitz Optimization Problems