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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Bibliographic Details

Published in:	Biostatistics Vol. 23; no. 2; pp. 522 - 541
Main Authors:	Li, Ruilin, Chang, Christopher, Justesen, Johanne M, Tanigawa, Yosuke, Qian, Junyang, Hastie, Trevor, Rivas, Manuel A, Tibshirani, Robert
Format:	research Journal Article
Published:	Oxford University Press / USA Apr2022
Online Access:	View this record in EBSCOhost