Ontology highlight
ABSTRACT:
SUBMITTER: Kawaguchi ES
PROVIDER: S-EPMC9385160 | biostudies-literature | 2021
REPOSITORIES: biostudies-literature
Kawaguchi Eric S ES Shen Jenny I JI Suchard Marc A MA Li Gang G
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20201211 3
This paper develops two orthogonal contributions to scalable sparse regression for competing risks time-to-event data. First, we study and accelerate the broken adaptive ridge method (BAR), a surrogate <i>ℓ</i> <sub>0</sub>-based iteratively reweighted <i>ℓ</i> <sub>2</sub>-penalization algorithm that achieves sparsity in its limit, in the context of the Fine-Gray (1999) proportional subdistributional hazards (PSH) model. In particular, we derive a new algorithm for BAR regression, named cycBAR, ...[more]