High-dimensional feature selection in competing risks modeling: a stable approach using a split-and-merge ensemble algorithm

DOI10.1002/BIMJ.202100164MaRDI QIDQ6550301zbMATH OpenFDO

Authors Han Sun, Xiaofeng Wang

Publication date 5 June 2024

Published in Biometrical Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1002/BIMJ.202100164

zbMATH Keywords

competing risksgenomichigh dimensionalleast squares approximationvariable selection

Mathematics Subject Classification ID

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

Cites work

• A Proportional Hazards Model for the Subdistribution of a Competing Risk
• Analyzing large datasets with bootstrap penalization
• Competing risks quantile regression
• Consistent estimation of the expected brier score in general survival models with right-censored event times
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• Penalized variable selection in competing risks regression
• Penalized variable selection procedure for Cox models with semiparametric relative risk
• Practical methods for competing risks data: a review
• Random lasso
• Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis
• Regularization and Variable Selection Via the Elastic Net
• Stability selection. With discussion and authors' reply
• Unified LASSO Estimation by Least Squares Approximation
• Variable selection for Cox's proportional hazards model and frailty model
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Cited in

(3)

• A review on statistical and machine learning competing risks methods
• The mean variance sure independence screening for ultra-high dimensional competing risks data
• High-dimensional variable selection with competing events using cooperative penalized regression

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