Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator
文献类型：期刊论文
| 作者 | Chen, Xiaolin3; Liu, Yi1; Wang, Qihua2,4
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| 刊名 | ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS
 |
| 出版日期 | 2019-10-01 |
| 卷号 | 71期号:5页码:1007-1031 |
| 关键词 | Additive hazards model Joint feature screening Iterative hard-thresholding algorithm Sure screening property |
| ISSN号 | 0020-3157 |
| DOI | 10.1007/s10463-018-0675-8 |
| 英文摘要 | Due to the coexistence of ultra-high dimensionality and right censoring, it is very challenging to develop feature screening procedure for ultra-high-dimensional survival data. In this paper, we propose a joint screening approach for the sparse additive hazards model with ultra-high-dimensional features. Our proposed screening is based on a sparsity-restricted pseudo-score estimator which could be obtained effectively through the iterative hard-thresholding algorithm. We establish the sure screening property of the proposed procedure theoretically under rather mild assumptions. Extensive simulation studies verify its improvements over the main existing screening approaches for ultra-high-dimensional survival data. Finally, the proposed screening method is illustrated by dataset from a breast cancer study. |
| 资助项目 | National Natural Science Foundation of China[11501573] ; National Natural Science Foundation of China[11326184] ; National Natural Science Foundation of China[11771250] ; National Natural Science Foundation of China[11171331] ; National Natural Science Foundation of China[11331011] ; National Natural Science Foundation of China[61621003] ; National Social Science Foundation of China[17BTJ019] ; Fundamental Research Funds for the Central Universities[17CX02035A] ; Key Lab of Random Complex Structure and Data Science, CAS ; Zhejiang Gongshang University |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000481796100001 |
| 出版者 | SPRINGER HEIDELBERG |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/35371]  |
| 专题 | 应用数学研究所 |
| 通讯作者 | Wang, Qihua |
| 作者单位 | 1.China Univ Petr East China, Coll Sci, Qingdao 266580, Shandong, Peoples R China 2.Zhejiang Gongshang Univ, Dept Math & Stat, Hangzhou 310018, Zhejiang, Peoples R China 3.Qufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China 4.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China |
| 推荐引用方式 GB/T 7714 | Chen, Xiaolin,Liu, Yi,Wang, Qihua. Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,2019,71(5):1007-1031. |
| APA | Chen, Xiaolin,Liu, Yi,&Wang, Qihua.(2019).Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator.ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS,71(5),1007-1031. |
| MLA | Chen, Xiaolin,et al."Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator".ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS 71.5(2019):1007-1031. |
入库方式： OAI收割
来源：数学与系统科学研究院
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