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Variable selection problem for the nonlinear Cox regression model is considered. In survival analysis, one main objective is to identify the covariates that are associated with the risk of experiencing the event of interest. The Cox…

Machine Learning · Statistics 2022-11-18 Kexuan Li

In data sets with many more features than observations, independent screening based on all univariate regression models leads to a computationally convenient variable selection method. Recent efforts have shown that in the case of…

Machine Learning · Statistics 2011-08-12 Anders Gorst-Rasmussen , Thomas H. Scheike

A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform model selection for the high-dimensional Cox proportional…

Methodology · Statistics 2022-10-04 Pierre Bayle , Jianqing Fan

Variable selection in high-dimensional space characterizes many contemporary problems in scientific discovery and decision making. Many frequently-used techniques are based on independence screening; examples include correlation ranking…

Methodology · Statistics 2008-12-18 Jianqing Fan , Richard Samworth , Yichao Wu

Feature screening is an important tool in analyzing ultrahigh-dimensional data, particularly in the field of Omics and oncology studies. However, most attention has been focused on identifying features that have a linear or monotonic impact…

Methodology · Statistics 2023-05-10 Yaxian Chen , KF Lam , Zhonghua Liu

Variable selection is a widely studied problem in high dimensional statistics, primarily since estimating the precise relationship between the covariates and the response is of great importance in many scientific disciplines. However, most…

Methodology · Statistics 2018-03-12 Kashif Yousuf

Cox proportional hazards model is one of the most popular models in biomedical data analysis. There have been continuing efforts to improve the flexibility of such models for complex signal detection, for example, via additive functions.…

Methodology · Statistics 2022-05-25 Boyi Guo , Nengjun Yi

The instability in the selection of models is a major concern with data sets containing a large number of covariates. This paper deals with variable selection methodology in the case of high-dimensional problems where the response variable…

Applications · Statistics 2012-03-23 Marie Walschaerts , Eve Leconte , Philippe Besse

Fulfilling the promise of precision medicine requires accurately and precisely classifying disease states. For cancer, this includes prediction of survival time from a surfeit of covariates. Such data presents an opportunity for improved…

Applications · Statistics 2017-06-22 Shannon R. McCurdy , Annette Molinaro , Lior Pachter

We consider varying coefficient Cox models with high-dimensional covariates. We apply the group Lasso method to these models and propose a variable selection procedure. Our procedure copes with variable selection and structure…

Statistics Theory · Mathematics 2016-07-20 Toshio Honda , Ryota Yabe

We propose an iterative variable selection method for the accelerated failure time model using high-dimensional survival data. Our method pioneers the use of the recently proposed structured screen-and-select framework for survival…

Methodology · Statistics 2025-03-04 Nilotpal Sanyal

The Cox regression model is a commonly used model in survival analysis. In public health studies, clinical data are often collected from medical service providers of different locations. There are large geographical variations in the…

Applications · Statistics 2021-07-30 Jinjian Mu , Qingyang Liu , Lynn Kuo , Guanyu Hu

We develop a set of variable selection methods for the Cox model under interval censoring, in the ultra-high dimensional setting where the dimensionality can grow exponentially with the sample size. The methods select covariates via a…

Methodology · Statistics 2024-05-03 Daewoo Pak , Jianrui Zhang , Di Wu , Haolei Weng , Chenxi Li

In high-dimensional survival analysis, effective variable selection is crucial for both model interpretation and predictive performance. This paper investigates Cox regression with lasso and adaptive lasso penalties in genomic datasets…

Methodology · Statistics 2025-07-02 Pilar González-Barquero , Rosa E. Lillo , Álvaro Méndez-Civieta

The use of massive survival data has become common in survival analysis. In this study, a subsampling algorithm is proposed for the Cox proportional hazards model with time-dependent covariates when the sample is extraordinarily large but…

Computation · Statistics 2023-02-07 Nan Qiao , Wangcheng Li , Feng Xiao , Cunjie Lin , Yong Zhou

Modern biomedical studies frequently collect complex, high-dimensional physiological signals using wearables and sensors along with time-to-event outcomes, making efficient variable selection methods crucial for interpretation and improving…

Methodology · Statistics 2026-04-22 Yuanzhen Yue , Stella Self , Yichao Wu , Jiajia Zhang , Rahul Ghosal

Feature screening is an important method to reduce the dimension and capture informative variables in ultrahigh-dimensional data analysis. Many methods have been developed for feature screening. These methods, however, are challenged by…

Methodology · Statistics 2019-01-08 Li-Pang Chen

This paper explores the following question: what kind of statistical guarantees can be given when doing variable selection in high-dimensional models? In particular, we look at the error rates and power of some multi-stage regression…

Statistics Theory · Mathematics 2009-08-20 Larry Wasserman , Kathryn Roeder

Ultrahigh-dimensional variable selection plays an increasingly important role in contemporary scientific discoveries and statistical research. Among others, Fan and Lv [J. R. Stat. Soc. Ser. B Stat. Methodol. 70 (2008) 849-911] propose an…

Methodology · Statistics 2012-11-14 Jianqing Fan , Rui Song

Variable selection plays an important role in high dimensional statistical modeling which nowadays appears in many areas and is key to various scientific discoveries. For problems of large scale or dimensionality $p$, estimation accuracy…

Statistics Theory · Mathematics 2008-08-27 Jianqing Fan , Jinchi Lv
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