L0-Regularized Learning for High-Dimensional Additive Hazards Regression
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Publication:5058017
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 3696328 (Why is no real title available?)
- scientific article; zbMATH DE number 6982301 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
- A partly parametric additive risk model
- A polynomial algorithm for best-subset selection problem
- A primal dual active set with continuation algorithm for the \(\ell^0\)-regularized optimization problem
- A unified approach to model selection and sparse recovery using regularized least squares
- Best subset selection via a modern optimization lens
- Convex optimization for group feature selection in networked data
- Covariate selection for the semiparametric additive risk model
- Cox's regression model for counting processes: A large sample study
- Extended Bayesian information criterion in the Cox model with a high-dimensional feature space
- Faster Kriging: facing high-dimensional simulators
- High dimensional thresholded regression and shrinkage effect
- High-Dimensional Sparse Additive Hazards Regression
- High-Dimensional Variable Selection for Survival Data
- High-dimensional macroeconomic forecasting and variable selection via penalized regression
- Innovated scalable efficient estimation in ultra-large Gaussian graphical models
- Least angle regression. (With discussion)
- Nearly unbiased variable selection under minimax concave penalty
- Nonsparse learning with latent variables
- On Cox processes and credit risky securities
- One-step sparse estimates in nonconcave penalized likelihood models
- Oracle inequalities and selection consistency for weighted Lasso in high-dimensional additive hazards model
- Panning for Gold: ‘Model-X’ Knockoffs for High Dimensional Controlled Variable Selection
- Penalized high-dimensional empirical likelihood
- Program evaluation and causal inference with high-dimensional data
- Random survival forests
- Regularization and Variable Selection Via the Elastic Net
- Risk bounds for model selection via penalization
- Scaled sparse linear regression
- Semiparametric analysis of the additive risk model
- Simultaneous analysis of Lasso and Dantzig selector
- Square-root lasso: pivotal recovery of sparse signals via conic programming
- Statistical optimization in high dimensions
- Statistics for high-dimensional data. Methods, theory and applications.
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Tuning parameter selection in high dimensional penalized likelihood
- Understanding the impact of individual users' rating characteristics on the predictive accuracy of recommender systems
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Variable inclusion and shrinkage algorithms
- Variable screening for survival data in the presence of heterogeneous censoring
- Variance estimation using refitted cross-validation in ultrahigh dimensional regression
Cited in
(5)- Best subset selection with shrinkage: sparse additive hazards regression with the grouping effect
- CoxKnockoff: controlled feature selection for the Cox model using knockoffs
- High-Dimensional Sparse Additive Hazards Regression
- Cutting-plane algorithm for estimation of sparse Cox proportional hazards models
- High-dimensional additive hazards models and the lasso
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