An efficient algorithm for joint feature screening in ultrahigh-dimensional Cox's model

DOI10.1007/s00180-020-01032-9zbMath1505.62099OpenAlexW3084614797MaRDI QIDQ2032191

Catherine Liu, Sheng Xu, Xiao-Lin Chen

Publication date: 16 June 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-01032-9

zbMATH Keywords

locally Lipschitz optimizationCox's modeljoint feature screeningLasso initialnon-monotone proximal gradient

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Censored data models (62N01)

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