Related papers: Variable selection via Group LASSO Approach : Appl…
We propose a Distributionally Robust Optimization (DRO) formulation with a Wasserstein-based uncertainty set for selecting grouped variables under perturbations on the data for both linear regression and classification problems. The…
Prognostic models in survival analysis are aimed at understanding the relationship between patients' covariates and the distribution of survival time. Traditionally, semi-parametric models, such as the Cox model, have been assumed. These…
This paper deals with the grouped variable selection problem. A widely used strategy is to augment the negative log-likelihood function with a sparsity-promoting penalty. Existing methods include the group Lasso, group SCAD, and group MCP.…
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…
Cellwise outliers are widespread in data and traditional robust methods may fail when applied to datasets under such contamination. We propose a variable selection procedure, that uses a pairwise robust estimator to obtain an initial…
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…
We study the limitations of the well known LASSO regression as a variable selector when there exists dependence structures among covariates. We analyze both the classic situation with $n\geq p$ and the high dimensional framework with $p>n$.…
We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. Example of this kind of data in medical studies is the common…
The Cox regression model and its associated hazard ratio (HR) are frequently used for summarizing the effect of treatments on time to event outcomes. However, the HR's interpretation strongly depends on the assumed underlying survival…
This paper considers errors-in-variables models in a high-dimensional setting where the number of covariates can be much larger than the sample size, and there are only a small number of non-zero covariates. The presence of measurement…
In many biomedical applications, outcome is measured as a ``time-to-event'' (eg. disease progression or death). To assess the connection between features of a patient and this outcome, it is common to assume a proportional hazards model,…
We consider high-dimensional inference for potentially misspecified Cox proportional hazard models based on low dimensional results by Lin and Wei [1989]. A de-sparsified Lasso estimator is proposed based on the log partial likelihood…
We present a new method for post-selection inference for L1 (lasso)-penalized likelihood models, including generalized regression models. Our approach generalizes the post-selection framework presented in Lee et al (2014). The method…
We propose the Bayesian adaptive Lasso (BaLasso) for variable selection and coefficient estimation in linear regression. The BaLasso is adaptive to the signal level by adopting different shrinkage for different coefficients. Furthermore, we…
Radiogenomics is an emerging field in cancer research that combines medical imaging data with genomic data to predict patients clinical outcomes. In this paper, we propose a multivariate sparse group lasso joint model to integrate imaging…
We propose a new approach to mixed-frequency regressions in a high-dimensional environment that resorts to Group Lasso penalization and Bayesian techniques for estimation and inference. In particular, to improve the prediction properties of…
We explore whether survival model performance in underrepresented high- and low-risk subgroups - regions of the prognostic spectrum where clinical decisions are most consequential - can be improved through targeted restructuring of the…
Frailty models are essential tools in survival analysis for addressing unobserved heterogeneity and random effects in the data. These models incorporate a random effect, the frailty, which is assumed to impact the hazard rate…
We study a group lasso estimator for the multivariate linear regression model that accounts for correlated error terms. A block coordinate descent algorithm is used to compute this estimator. We perform a simulation study with categorical…
We propose the variable selection procedure incorporating prior constraint information into lasso. The proposed procedure combines the sample and prior information, and selects significant variables for responses in a narrower region where…