Regularization for Cox's proportional hazards model with NP-dimensionality

DOI10.1214/11-AOS911zbMath1246.62202arXiv1010.5233WikidataQ29300479 ScholiaQ29300479MaRDI QIDQ449987

Jiancheng Jiang, Jelena Bradic, Jianqing Fan

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.5233

zbMATH Keywords

large deviations; hazard rate; LASSO; SCAD; oracle properties

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62N01: Censored data models

92C50: Medical applications (general)

60G44: Martingales with continuous parameter

60F10: Large deviations

62N02: Estimation in survival analysis and censored data

Related Items

The Dantzig Selector for Diffusion Processes with Covariates, ESTIMATION FOR THE PREDICTION OF POINT PROCESSES WITH MANY COVARIATES, Unnamed Item, High-Dimensional Sparse Additive Hazards Regression, Feature screening in ultrahigh-dimensional additive Cox model, Confidence intervals for high-dimensional Cox models, A NEW MULTILEVEL MODELING APPROACH FOR CLUSTERED SURVIVAL DATA, Time-varying Hazards Model for Incorporating Irregularly Measured, High-Dimensional Biomarkers, Estimation by polynomial splines with variable selection in additive Cox models, Penalised empirical likelihood for the additive hazards model with high-dimensional data, Penalized and Shrinkage Estimation in the Cox Proportional Hazards Model, Unnamed Item, The Lasso for High Dimensional Regression with a Possible Change Point, Simultaneous variable selection and estimation for joint models of longitudinal and failure time data with interval censoring, Gene-environment interaction analysis under the Cox model, Adaptive bridge estimator for Cox model with a diverging number of parameters, Treatment Effect Estimation Under Additive Hazards Models With High-Dimensional Confounding, Variable selection in discrete survival models including heterogeneity, Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates, Adaptive kernel estimation of the baseline function in the Cox model with high-dimensional covariates, Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model, The \(l_q\) consistency of the Dantzig selector for Cox's proportional hazards model, Oracle inequalities for the lasso in the Cox model, A modified adaptive Lasso for identifying interactions in the Cox model with the heredity constraint, Regularization for Cox's proportional hazards model with NP-dimensionality, High-dimensional Cox regression analysis in genetic studies with censored survival outcomes, SICA for Cox's proportional hazards model with a diverging number of parameters, Nonconcave penalized composite conditional likelihood estimation of sparse Ising models, Penalized least squares approximation methods and their applications to stochastic processes, Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review, On the sign consistency of the Lasso for the high-dimensional Cox model, High dimensional censored quantile regression, Shrinkage variable selection and estimation in proportional hazards models with additive structure and high dimensionality, Model-free feature screening for high-dimensional survival data, Inference under Fine-Gray competing risks model with high-dimensional covariates, A distribution-based Lasso for a general single-index model, Variable selection in partially linear additive hazards model with grouped covariates and a diverging number of parameters, An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model, Bi-selection in the high-dimensional additive hazards regression model, A sequential feature selection procedure for high-dimensional Cox proportional hazards model, Scalable estimation and inference for censored quantile regression process, On an extension of the promotion time cure model, The variable selection by the Dantzig selector for Cox's proportional hazards model, Variable screening for varying coefficient models with ultrahigh-dimensional survival data, Double-slicing assisted sufficient dimension reduction for high-dimensional censored data, Forward regression for Cox models with high-dimensional covariates, Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator, Structured estimation for the nonparametric Cox model, Variable selection and structure identification for varying coefficient Cox models, Regularized estimation in sparse high-dimensional multivariate regression, with application to a DNA methylation study, Feature screening in ultrahigh-dimensional varying-coefficient Cox model, Variable selection in Cox regression models with varying coefficients, Strong oracle optimality of folded concave penalized estimation, SCAD-penalized regression in additive partially linear proportional hazards models with an ultra-high-dimensional linear part, Penalized regression for interval-censored times of disease progression: Selection of HLA markers in psoriatic arthritis, Partially Linear Structure Selection in Cox Models with Varying Coefficients, Simultaneous Estimation and Variable Selection for Interval-Censored Data With Broken Adaptive Ridge Regression, A penalized estimation for the Cox model with ordinal multinomial covariates, Concentration inequalities, counting processes and adaptive statistics

Uses Software

• glmnet

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nearly unbiased variable selection under minimax concave penalty
• A unified approach to model selection and sparse recovery using regularized least squares
• Regularization for Cox's proportional hazards model with NP-dimensionality
• Cox's regression model for counting processes: A large sample study
• The Dantzig selector and sparsity oracle inequalities
• The sparsity and bias of the LASSO selection in high-dimensional linear regression
• Penalized variable selection procedure for Cox models with semiparametric relative risk
• Lasso-type recovery of sparse representations for high-dimensional data
• A general class of exponential inequalities for martingales and ratios
• Variable selection for Cox's proportional hazards model and frailty model
• Exponential inequalities for martingales, with application to maximum likelihood estimation for counting processes
• On Lasso for censored data
• On the conditions used to prove oracle results for the Lasso
• The Lasso as an \(\ell _{1}\)-ball model selection procedure
• Simultaneous analysis of Lasso and Dantzig selector
• Sparsity oracle inequalities for the Lasso
• Pathwise coordinate optimization
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Coordinate descent algorithms for lasso penalized regression
• High-dimensional graphs and variable selection with the Lasso
• Hierarchically penalized Cox regression with grouped variables
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• An iterative thresholding algorithm for linear inverse problems with a sparsity constraint
• Nonconcave Penalized Likelihood With NP-Dimensionality
• Smoothly Clipped Absolute Deviation on High Dimensions
• On the Non-Negative Garrotte Estimator
• Variable selection for multivariate failure time data