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Cox models with time-dependent coefficients and covariates are widely used in survival analysis. In high-dimensional settings, sparse regularization techniques are employed for variable selection, but existing methods for time-dependent Cox…

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

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 the analysis of survival outcome supplemented with both clinical information and high-dimensional gene expression data, use of the traditional Cox proportional hazards model (1972) fails to meet some emerging needs in biomedical…

Computation · Statistics 2018-02-26 Jean Claude Utazirubanda , Tomas Leon , Papa Ngom

In this paper, we study the model selection and structure specification for the generalised semi-varying coefficient models (GSVCMs), where the number of potential covariates is allowed to be larger than the sample size. We first propose a…

Statistics Theory · Mathematics 2015-10-30 Degui Li , Yuan Ke , Wenyang Zhang

This paper focuses on variable selection for a partially linear single-index varying-coefficient model. A regularized variable selection procedure by combining basis function approximations with SCAD penalty is proposed. It can…

Statistics Theory · Mathematics 2024-12-19 Lijuan Han , Liugen Xue , Junshan Xie

We consider the problem of simultaneous variable selection and constant coefficient identification in high-dimensional varying coefficient models based on B-spline basis expansion. Both objectives can be considered as some type of model…

Methodology · Statistics 2010-08-16 Heng Lian

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

Variable selection in high dimensional space has challenged many contemporary statistical problems from many frontiers of scientific disciplines. Recent technology advance has made it possible to collect a huge amount of covariate…

Machine Learning · Statistics 2010-05-20 Jianqing Fan , Yang Feng , Yichao Wu

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

Grouping structures arise naturally in many statistical modeling problems. Several methods have been proposed for variable selection that respect grouping structure in variables. Examples include the group LASSO and several concave group…

Statistics Theory · Mathematics 2013-01-07 Jian Huang , Patrick Breheny , Shuangge Ma

In this paper, we propose a novel variable selection approach in the framework of multivariate linear models taking into account the dependence that may exist between the responses. It consists in estimating beforehand the covariance matrix…

Statistics Theory · Mathematics 2017-07-14 Marie Perrot-Dockès , Céline Lévy-Leduc , Laure Sansonnet , Julien Chiquet

In high-dimensions, many variable selection methods, such as the lasso, are often limited by excessive variability and rank deficiency of the sample covariance matrix. Covariance sparsity is a natural phenomenon in high-dimensional…

Methodology · Statistics 2010-06-08 X. Jessie Jeng And Z. John Daye

In regression problems where covariates can be naturally grouped, the group Lasso is an attractive method for variable selection since it respects the grouping structure in the data. We study the selection and estimation properties of the…

Statistics Theory · Mathematics 2010-11-30 Fengrong Wei , Jian Huang

Choosing relevant predictors is central to the analysis of biomedical time-to-event data. Classical frequentist inference, however, presumes that the set of covariates is fixed in advance and does not account for data-driven variable…

Methodology · Statistics 2026-02-10 Lena Schemet , Sarah Friedrich-Welz

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

Varying coefficient regression is a flexible technique for modeling data where the coefficients are functions of some effect-modifying parameter, often time or location in a certain domain. While there are a number of methods for variable…

Methodology · Statistics 2014-11-24 Wesley Brooks , Jun Zhu , Zudi Lu

Among the most popular variable selection procedures in high-dimensional regression, Lasso provides a solution path to rank the variables and determines a cut-off position on the path to select variables and estimate coefficients. In this…

Methodology · Statistics 2018-06-19 X. Jessie Jeng , Huimin Peng , Wenbin Lu

Many data sets consist of variables with an inherent group structure. The problem of group selection has been well studied, but in this paper, we seek to do the opposite: our goal is to select at least one variable from each group in the…

Methodology · Statistics 2015-05-29 Frederick Campbell , Genevera I. Allen

We aim to develop a time series modeling methodology tailored to high-dimensional environments, addressing two critical challenges: variable selection from a large pool of candidates, and the detection of structural break points, where the…

Econometrics · Economics 2025-04-15 Angelo Milfont , Alvaro Veiga
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