Sparse boosting for high‐dimensional survival data with varying coefficients
Year: 2017
Type: article
Abstract: Motivated by high‐throughput profiling studies in biomedical research, variable selection methods have been a focus for biostatisticians. In this paper, we consider semiparametric varying‐coefficient accelerated failure time models for right censored survival data with high‐dimensional covariates. Instead of adopting the traditional regularization approaches, we offer a novel sparse boosting (SparseL2Boosting) algorithm to conduct model‐based prediction and variable selection. One main advantage of this new method is that we do not need to perform the time‐consuming selection of tuning parameters. Extensive simulations are conducted to examine the performance of our sparse boosting feature selection techniques. We further illustrate our methods using a lung cancer data analysis.
Source: Statistics in Medicine
DOI: 10.1002/sim.7544
Authors: Mu Yue, Jialiang Li, Shuangge Ma
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2770077233
