A fast adaptive Lasso for the cox regression via safe screening rules
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Cites work
- A survey of \(L_1\) regression
- Adaptive Lasso for Cox's proportional hazards model
- Conditional screening for ultra-high dimensional covariates with survival outcomes
- Consistent estimation of the expected brier score in general survival models with right-censored event times
- Elastic net for Cox’s proportional hazards model with a solution path algorithm
- Feature screening via distance correlation learning
- Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review
- High dimensional ordinary least squares projection for screening variables
- High-Dimensional Variable Selection for Survival Data
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- On the robustness of the adaptive Lasso to model misspecification
- Oracle inequalities for the lasso in the Cox model
- Principled sure independence screening for Cox models with ultra-high-dimensional covariates
- Regularization and Variable Selection Via the Elastic Net
- Robust feature screening for ultra-high dimensional right censored data via distance correlation
- Robust rank correlation based screening
- Safe feature screening rules for the regularized Huber regression
- Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
- The Adaptive Lasso and Its Oracle Properties
- Variable selection by ensembles for the Cox model
- Variable selection for Cox's proportional hazards model and frailty model
- Variable selection for survival data with a class of adaptive elastic net techniques
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