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We develop a constructive approach to estimating sparse, high-dimensional linear regression models. The approach is a computational algorithm motivated from the KKT conditions for the $\ell_0$-penalized least squares solutions. It generates…

Computation · Statistics 2017-01-19 Jian Huang , Yuling Jiao , Yanyan Liu , Xiliang Lu

Semiparametric accelerated failure time (AFT) models are a useful alternative to Cox proportional hazards models, especially when the assumption of constant hazard ratios is untenable. However, rank-based criteria for fitting AFT models are…

Methodology · Statistics 2022-01-20 Piotr M. Suder , Aaron J. Molstad

Feature selection is important for modeling high-dimensional data, where the number of variables can be much larger than the sample size. In this paper, we develop a support detection and root finding procedure to learn the high dimensional…

Machine Learning · Statistics 2020-01-17 Jian Huang , Yuling Jiao , Lican Kang , Jin Liu , Yanyan Liu , Xiliang Lu

The accelerated failure time model has garnered attention due to its intuitive linear regression interpretation and has been successfully applied in fields such as biostatistics, clinical medicine, economics, and social sciences. This paper…

Methodology · Statistics 2025-02-19 Peili Li , Ruoying Hu , Yanyun Ding , Yunhai Xiao

The accelerated failure time (AFT) model is widely used to analyze relationships between variables in the presence of censored observations. However, this model relies on some assumptions such as the error distribution, which can lead to…

Methodology · Statistics 2026-02-10 Sangkon Oh , Hyunjae Lee , Sangwook Kang , Byungtae Seo

Semiparametric accelerated failure time (AFT) models directly relate the predicted failure times to covariates and are a useful alternative to models that work on the hazard function or the survival function. For case-cohort data, much less…

Computation · Statistics 2022-12-15 Steven Chiou , Sangwook Kang , Jun Yan

Accelerated failure time (AFT) models are frequently used to model survival data, providing a direct quantification of the relationship between event times and covariates. These models allow for the acceleration or deceleration of failure…

Methodology · Statistics 2024-12-23 Aishwarya Bhaskaran , Ding Ma , Benoit Liquet , Angela Hong , Stephane Heritier , Serigne N Lo , Jun Ma

The semiparametric accelerated failure time (AFT) model offers a direct and interpretable alternative to the Cox proportional hazards model, yet practical diagnostic tools for this framework remain limited. We introduce afttest, an R…

Computation · Statistics 2026-03-09 Woojung Bae , Dongrak Choi , Jun Yan , Sangwook Kang

Covariance regression offers an effective way to model the large covariance matrix with the auxiliary similarity matrices. In this work, we propose a sparse covariance regression (SCR) approach to handle the potentially high-dimensional…

Methodology · Statistics 2024-10-17 Yuan Gao , Zhiyuan Zhang , Zhanrui Cai , Xuening Zhu , Tao Zou , Hansheng Wang

Accelerated failure time (AFT) models provide a direct and interpretable time-scale description of covariate effects in lifetime data analysis, but classical formulations rely on linear predictors and are therefore limited in their ability…

Machine Learning · Statistics 2026-03-20 Mebin Jose , Jisha Francis , Sudheesh Kumar Kattumannil

The accelerated failure time (AFT) models have proved useful in many contexts, though heavy censoring (as for example in cancer survival) and high dimensionality (as for example in microarray data) cause difficulties for model fitting and…

Methodology · Statistics 2013-12-10 Md Hasinur Rahaman Khan , J. Ewart H. Shaw

High-dimensional linear regression model is the most popular statistical model for high-dimensional data, but it is quite a challenging task to achieve a sparse set of regression coefficients. In this paper, we propose a simple heuristic…

Machine Learning · Computer Science 2022-11-29 Xue Yu , Yifan Sun , Haijun Zhou

For survival data with high-dimensional covariates, results generated in the analysis of a single dataset are often unsatisfactory because of the small sample size. Integrative analysis pools raw data from multiple independent studies with…

Methodology · Statistics 2015-01-13 Qingzhao Zhang , Sanguo Zhang , Jin Liu , Jian Huang , Shuangge Ma

Based on the expectile loss function and the adaptive LASSO penalty, the paper proposes and studies the estimation methods for the accelerated failure time (AFT) model. In this approach, we need to estimate the survival function of the…

Statistics Theory · Mathematics 2024-02-06 Gabriela Ciuperca

We propose a method for adaptive nonlinear sequential modeling of vector-time series data. Data is modeled as a nonlinear function of past values corrupted by noise, and the underlying non-linear function is assumed to be approximately…

Methodology · Statistics 2017-10-11 Qiuyi Han , Jie Ding , Edoardo Airoldi , Vahid Tarokh

We propose a set of goodness-of-fit tests for the semiparametric accelerated failure time (AFT) model, including an omnibus test, a link function test, and a functional form test. This set of tests is derived from a multi-parameter…

Methodology · Statistics 2023-05-22 Dongrak Choi , Woojung Bae , Jun Yan , Sangwook Kang

An important task in survival analysis is choosing a structure for the relationship between covariates of interest and the time-to-event outcome. For example, the accelerated failure time (AFT) model structures each covariate effect as a…

Methodology · Statistics 2025-12-08 Harrison T. Reeder , Kyu Ha Lee , Sebastien Haneuse

Nonparametric and semiparametric methods are commonly used in survival analysis to mitigate the bias due to model misspecification. However, such methods often cannot estimate upper-tail survival quantiles when a sizable proportion of the…

Methodology · Statistics 2019-07-19 Yifan Wang , Tian You , Martin Lysy

This work presents a new model and estimation procedure for the illness-death survival data where the hazard functions follow accelerated failure time (AFT) models. A shared frailty variate induces positive dependence among failure times of…

Methodology · Statistics 2022-05-10 Lea Kats , Malka Gorfine

We suggest a new method, called Functional Additive Regression, or FAR, for efficiently performing high-dimensional functional regression. FAR extends the usual linear regression model involving a functional predictor, $X(t)$, and a scalar…

Statistics Theory · Mathematics 2015-10-15 Yingying Fan , Gareth M. James , Peter Radchenko
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