Tuning parameter calibration for personalized prediction in medicine

DOI10.1214/21-EJS1884zbMath1498.62221MaRDI QIDQ2074293

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

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

Uses Software

• glmnet

Cites Work

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• High-dimensional inference for personalized treatment decision
• Oracle inequalities for high-dimensional prediction
• A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees
• How Correlations Influence Lasso Prediction
• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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