Regularization for Cox's Proportional Hazards Model With NP-Dimensionality

Regularization for Cox's Proportional Hazards Model With NP-Dimensionality

Neyman Seminar
Jan 27, 2011, 04:00 PM - 05:00 PM | 334 Evans Hall | Happening As Scheduled
Jelena Bradic, Department of Operations Research and Financial Engineering, Princeton University
High throughput genetic sequencing arrays with thousands of measurements per sample and a great amount of related censored clinical data have increased demanding need for better measurement specific model selection. In this paper we establish strong oracle properties of non-concave penalized methods for non-polynomial (NP) dimensional data with censoring in the framework of Cox's proportional...