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For statistical inference on regression models with a diverging number of covariates, the existing literature typically makes sparsity assumptions on the inverse of the Fisher information matrix. Such assumptions, however, are often…

Methodology · Statistics 2021-06-08 Lu Xia , Bin Nan , Yi Li

The Cox regression model is a popular model for analyzing the relationship between a covariate and a survival endpoint. The standard Cox model assumes a constant covariate effect across the entire covariate domain. However, in many…

Applications · Statistics 2019-09-02 Sarit Agami , David M. Zucker , Donna Spiegelman

Factor modeling is an essential tool for exploring intrinsic dependence structures among high-dimensional random variables. Much progress has been made for estimating the covariance matrix from a high-dimensional factor model. However, the…

Statistics Theory · Mathematics 2016-10-26 Quefeng Li , Guang Cheng , Jianqing Fan , Yuyan Wang

From an optimizer's perspective, achieving the global optimum for a general nonconvex problem is often provably NP-hard using the classical worst-case analysis. In the case of Cox's proportional hazards model, by taking its statistical…

Statistics Theory · Mathematics 2021-07-07 Jianqing Fan , Wenyan Gong , Qiang Sun

In this paper we address the challenges posed by non-proportional hazards and informative censoring, offering a path toward more meaningful causal inference conclusions. We start from the marginal structural Cox model, which has been widely…

Methodology · Statistics 2023-11-15 Jiyu Luo , Denise Rava , Jelena Bradic , Ronghui Xu

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

We propose a novel frailty model with change points applying random effects to a Cox proportional hazard model to adjust the heterogeneity between clusters. Because the frailty model includes random effects, the parameters are estimated…

Methodology · Statistics 2023-01-12 Masahiro Kojima , Shunichiro Orihara

The paper considers linear regression problems where the number of predictor variables is possibly larger than the sample size. The basic motivation of the study is to combine the points of view of model selection and functional regression…

Statistics Theory · Mathematics 2012-02-24 Alois Kneip , Pascal Sarda

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…

Methodology · Statistics 2021-08-10 Pablo Martinez-Camblor , Todd A. MacKenzie , A. James O'Malley

Prediction in high dimensional settings is difficult due to large by number of variables relative to the sample size. We demonstrate how auxiliary "co-data" can be used to improve the performance of a Random Forest in such a setting.…

Applications · Statistics 2017-06-05 Dennis E. te Beest , Steven W. Mes , Ruud H. Brakenhoff , Mark A. van de Wiel

Identification of biomarkers is an emerging area in Oncology. In this article, we develop an efficient statistical procedure for classification of protein markers according to their effect on cancer progression. A high-dimensional…

Applications · Statistics 2021-01-08 Souvik Banerjee , Gajendra K. Vishwakarma , Atanu Bhattacharjee

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

An important task in clinical medicine is the construction of risk prediction models for specific subgroups of patients based on high-dimensional molecular measurements such as gene expression data. Major objectives in modeling…

Methodology · Statistics 2020-03-23 Katrin Madjar , Jörg Rahnenführer

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

We develop a post-selection inference method for the Cox proportional hazards model with interval-censored data, which provides asymptotically valid p-values and confidence intervals conditional on the model selected by lasso. The method is…

Methodology · Statistics 2024-01-02 Jianrui Zhang , Chenxi Li , Haolei Weng

High-dimensional data often arise from clinical genomics research to infer relevant predictors of a particular trait. A way to improve the predictive performance is to include information on the predictors derived from prior knowledge or…

Methodology · Statistics 2023-03-13 Claudio Busatto , Mark van de Wiel

As one of the most powerful tools for examining the association between functional covariates and a response, the functional regression model has been widely adopted in various interdisciplinary studies. Usually, a limited number of…

Methodology · Statistics 2025-01-07 Hanteng Ma , Ziliang Shen , Xingdong Feng , Xin Liu

We study one particular type of multivariate spatial autoregression (MSAR) model with diverging dimensions in both responses and covariates. This makes the usual MSAR models no longer applicable due to the high computational cost. To…

Methodology · Statistics 2025-09-03 Jiaxin Shi , Xuening Zhu , Jing Zhou , Baichen Yu , Hansheng Wang

In clinical or epidemiological follow-up studies, methods based on time scale indicators such as the restricted mean survival time (RMST) have been developed to some extent. Compared with traditional hazard rate indicator system methods,…

Methodology · Statistics 2022-05-26 Chengfeng Zhang , Hongji Wu , Baoyi Huang , Hao Yuan , Yawen Hou , Zheng Chen

The analysis of high dimensional survival data is challenging, primarily due to the problem of overfitting which occurs when spurious relationships are inferred from data that subsequently fail to exist in test data. Here we propose a novel…

Statistics Theory · Mathematics 2016-01-28 James E. Barrett , Anthony C. C. Coolen
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