Ontology highlight
ABSTRACT:
SUBMITTER: Wang Y
PROVIDER: S-EPMC8036003 | biostudies-literature | 2021 Apr
REPOSITORIES: biostudies-literature
Wang Yan Y Hong Chuan C Palmer Nathan N Di Qian Q Schwartz Joel J Kohane Isaac I Cai Tianxi T
Biostatistics (Oxford, England) 20210401 2
We propose a computationally and statistically efficient divide-and-conquer (DAC) algorithm to fit sparse Cox regression to massive datasets where the sample size $n_0$ is exceedingly large and the covariate dimension $p$ is not small but $n_0\gg p$. The proposed algorithm achieves computational efficiency through a one-step linear approximation followed by a least square approximation to the partial likelihood (PL). These sequences of linearization enable us to maximize the PL with only a small ...[more]