Principled sure independence screening for Cox models with ultra-high-dimensional covariates

DOI10.1016/j.jmva.2011.08.002zbMath1233.62173OpenAlexW2029947124WikidataQ42130229 ScholiaQ42130229MaRDI QIDQ764508

Sihai Dave Zhao, Yi Li

Publication date: 13 March 2012

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://biostats.bepress.com/cgi/viewcontent.cgi?article=1118&context=harvardbiostat

zbMATH Keywords

variable selectionmultiple myeloma

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01) Generalized linear models (logistic models) (62J12)

Related Items

Group screening for ultra-high-dimensional feature under linear model ⋮ Surrogate-variable-based model-free feature screening for survival data under the general censoring mechanism ⋮ Robust feature screening for high-dimensional survival data ⋮ A sure independence screening procedure for ultra-high dimensional partially linear additive models ⋮ Prior Knowledge Guided Ultra-High Dimensional Variable Screening With Application to Neuroimaging Data ⋮ Nonparametric independence feature screening for ultrahigh-dimensional missing data ⋮ Model-free survival conditional feature screening ⋮ Censored mean variance sure independence screening for ultrahigh dimensional survival data ⋮ Partition-based feature screening for categorical data via RKHS embeddings ⋮ Variable screening for varying coefficient models with ultrahigh-dimensional survival data ⋮ Feature screening and FDR control with knockoff features for ultrahigh-dimensional right-censored data ⋮ Censored cumulative residual independent screening for ultrahigh-dimensional survival data ⋮ Score test variable screening ⋮ Screening group variables in the proportional hazards model ⋮ Feature selection of ultrahigh-dimensional covariates with survival outcomes: a selective review ⋮ Copula-based Partial Correlation Screening: a Joint and Robust Approach ⋮ Nonparametric independence screening for ultra-high-dimensional longitudinal data under additive models ⋮ Principal components adjusted variable screening ⋮ Correlation rank screening for ultrahigh-dimensional survival data ⋮ Feature screening for generalized varying coefficient models with application to dichotomous responses ⋮ Sure screening by ranking the canonical correlations ⋮ Conditional distance correlation sure independence screening for ultra-high dimensional survival data ⋮ A new nonparametric screening method for ultrahigh-dimensional survival data ⋮ Robust feature screening for ultra-high dimensional right censored data via distance correlation ⋮ A new robust model-free feature screening method for ultra-high dimensional right censored data ⋮ Non-marginal feature screening for additive hazard model with ultrahigh-dimensional covariates ⋮ Survival prediction and variable selection with simultaneous shrinkage and grouping priors ⋮ Group feature screening via the F statistic ⋮ Variable selection and structure identification for varying coefficient Cox models ⋮ Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening ⋮ A Generic Sure Independence Screening Procedure ⋮ Feature screening for high-dimensional survival data via censored quantile correlation ⋮ Joint model-free feature screening for ultra-high dimensional semi-competing risks data ⋮ Goodness-of-fit testing-based selection for large-\(p\)-small-\(n\) problems: a two-stage ranking approach ⋮ Nonparametric independence screening for ultra-high dimensional generalized varying coefficient models with longitudinal data ⋮ Feature screening in ultrahigh-dimensional varying-coefficient Cox model ⋮ Robust sure independence screening for nonpolynomial dimensional generalized linear models ⋮ Sure joint feature screening in nonparametric transformation model for right censored data ⋮ A selective overview of feature screening for ultrahigh-dimensional data ⋮ Variable Selection for Interval‐censored Failure Time Data ⋮ Feature screening with large‐scale and high‐dimensional survival data ⋮ Volume under the ROC surface for high-dimensional independent screening with ordinal competing risk outcomes ⋮ A New Model-Free Feature Screening Procedure for Ultrahigh-Dimensional Interval-Censored Failure Time Data ⋮ Variable screening for ultrahigh dimensional censored quantile regression ⋮ RaSE: A Variable Screening Framework via Random Subspace Ensembles ⋮ Model‐free conditional screening for ultrahigh‐dimensional survival data via conditional distance correlation ⋮ Model-Free Conditional Feature Screening with FDR Control ⋮ Uniform joint screening for ultra-high dimensional graphical models ⋮ Inference for High-Dimensional Censored Quantile Regression ⋮ A dynamic screening algorithm for hierarchical binary marketing data ⋮ Efficient estimation of the maximal association between multiple predictors and a survival outcome ⋮ Conditional screening for ultra-high dimensional covariates with survival outcomes ⋮ Model-Free Feature Screening and FDR Control With Knockoff Features ⋮ Model-free feature screening for ultrahigh dimensional censored regression ⋮ Unnamed Item ⋮ Quantile-adaptive model-free variable screening for high-dimensional heterogeneous data ⋮ A consistent version of distance covariance for right‐censored survival data and its application in hypothesis testing ⋮ Unnamed Item ⋮ The Lq-norm learning for ultrahigh-dimensional survival data: an integrative framework ⋮ A simple model-free survival conditional feature screening ⋮ Covariance-insured screening ⋮ Variable screening for ultrahigh dimensional heterogeneous data via conditional quantile correlations ⋮ Hypothesis testing sure independence screening for nonparametric regression ⋮ Model-free feature screening for high-dimensional survival data ⋮ Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation ⋮ Ultrahigh dimensional time course feature selection ⋮ Parsimonious covariate selection with censored outcomes ⋮ Fused variable screening for massive imbalanced data ⋮ Forward regression for Cox models with high-dimensional covariates ⋮ Nonparametric independence feature screening for ultrahigh-dimensional survival data ⋮ An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model ⋮ Grouped variable screening for ultra-high dimensional data for linear model ⋮ Model-free conditional feature screening for ultra-high dimensional right censored data ⋮ Feature screening for ultrahigh-dimensional censored data with varying coefficient single-index model ⋮ Feature screening for ultrahigh-dimensional additive logistic models ⋮ Bayesian Additive Machine: classification with a semiparametric discriminant function ⋮ A fast adaptive Lasso for the cox regression via safe screening rules ⋮ Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models ⋮ Penalized full likelihood approach to variable selection for Cox's regression model under nested case-control sampling ⋮ Model-free feature screening via distance correlation for ultrahigh dimensional survival data ⋮ Addressing issues associated with evaluating prediction models for survival endpoints based on the concordance statistic ⋮ Feature screening for ultrahigh-dimensional survival data when failure indicators are missing at random ⋮ Nonparametric screening under conditional strictly convex loss for ultrahigh dimensional sparse data ⋮ Projection quantile correlation and its use in high-dimensional grouped variable screening ⋮ Conditional screening for ultrahigh-dimensional survival data in case-cohort studies ⋮ Non-marginal feature screening for varying coefficient competing risks model ⋮ Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator ⋮ A sequential feature selection procedure for high-dimensional Cox proportional hazards model ⋮ Unified mean-variance feature screening for ultrahigh-dimensional regression ⋮ Unnamed Item ⋮ Model-free slice screening for ultrahigh-dimensional survival data ⋮ On correlation rank screening for ultra-high dimensional competing risks data ⋮ Model free feature screening for ultrahigh dimensional covariates with right censored outcomes ⋮ Feature Screening via Distance Correlation Learning

Uses Software

• uniCox

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sure independence screening in generalized linear models with NP-dimensionality
• The Adaptive Lasso and Its Oracle Properties
• High-dimensional variable selection
• One-step sparse estimates in nonconcave penalized likelihood models
• The control of the false discovery rate in multiple testing under dependency.
• Variable selection for Cox's proportional hazards model and frailty model
• About the constants in Talagrand's concentration inequalities for empirical processes.
• Weak convergence and empirical processes. With applications to statistics
• Pathwise coordinate optimization
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Consistent variable selection in high dimensional regression via multiple testing
• Univariate Shrinkage in the Cox Model for High Dimensional Data
• The Robust Inference for the Cox Proportional Hazards Model
• Misspecified proportional hazard models
• On the Edgeworth expansion and bootstrap approximation for the cox regression model under random censorship
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
• Regularization and Variable Selection Via the Elastic Net
• Adaptive Lasso for Cox's proportional hazards model
• Splitting a Single State of a Stationary Process into Markovian States

This page was built for publication: Principled sure independence screening for Cox models with ultra-high-dimensional covariates