Fast Lasso method for large-scale and ultrahigh-dimensional Cox model with applications to UK Biobank.

We develop a scalable and highly efficient algorithm to fit a Cox proportional hazard model by maximizing the $L^1$-regularized (Lasso) partial likelihood function, based on the Batch Screening Iterative Lasso (BASIL) method developed in Qian and others (2019). Our algorithm is particularly suitable...

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Detalles Bibliográficos
Publicado en:Biostatistics Vol. 23; no. 2; pp. 522 - 541
Autores principales: Li, Ruilin, Chang, Christopher, Justesen, Johanne M, Tanigawa, Yosuke, Qian, Junyang, Hastie, Trevor, Rivas, Manuel A, Tibshirani, Robert
Formato: research Journal Article
Publicado: Oxford University Press / USA Apr2022
Acceso en línea:Ver este registro en EBSCOhost