Tuning parameter calibration for personalized prediction in medicine

DOI10.1214/21-EJS1884MaRDI QIDQ2074293zbMATH OpenFDO

Authors Shih-Ting Huang, Yannick Düren, Kristoffer H. Hellton, Johannes Lederer

Publication date 9 February 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Tuning-parameter-calibration-for-personalized-prediction-in-medicine/10.1214/21-EJS1884.full

zbMATH Keywords

regularizationridge regressionpersonalized medicinehigh-dimensional estimationEuclidean distance ridgetuning parameter calibration

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• scientific article; zbMATH DE number 3483405 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• A practical scheme and fast algorithm to tune the Lasso with optimality guarantees
• Estimation in high-dimensional linear models with deterministic design matrices
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• High-dimensional inference for personalized treatment decision
• How Correlations Influence Lasso Prediction
• On the prediction performance of the Lasso
• Oracle inequalities for high-dimensional prediction
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Statistical significance in high-dimensional linear models
• Statistics for high-dimensional data. Methods, theory and applications.
• Tuning-free ridge estimators for high-dimensional generalized linear models

Cited in

(1)

• Targeted deep learning: framework, methods, and applications

Describes a project that uses

Uses Software

• glmnet

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