Nonidentical twins: comparison of frequentist and Bayesian Lasso for Cox models

DOI10.1002/BIMJ.201400160MaRDI QIDQ2803426zbMATH OpenOpenAlexWikidataFDO

Authors Manuela Zucknick, Maral Saadati, Axel Benner

Publication date 4 May 2016

Published in Biometrical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/bimj.201400160

zbMATH Keywords

survivalshrinkage\(\ell_{1}\)-penalized likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15) Reliability and life testing (62N05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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• A review of Bayesian variable selection methods: what, how and which
• Adapting prediction error estimates for biased complexity selection in high-dimensional bootstrap samples
• Bayesian Variable Selection in Linear Regression
• Bayesian lasso regression
• Decoupling shrinkage and selection in Bayesian linear models: a posterior summary perspective
• Empirical Bayes Gibbs sampling
• Exploration, normalization, and summaries of high density oligonucleotide array probe level data
• High-dimensional graphs and variable selection with the Lasso
• Inference with normal-gamma prior distributions in regression problems
• Partial likelihood
• Regularization and Variable Selection Via the Elastic Net
• The Bayesian Lasso
• \(L_{1}\) penalized estimation in the Cox proportional hazards model

Cited in

(2)

• psbcSpeedUp
• Integration of multiple genomic data sources in a Bayesian Cox model for variable selection and prediction

Describes a project that uses

Uses Software

• Snow
• CODA
• penalized
• glmnet
• snow
• psbcGroup

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