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A Non-marginal Variable Screening Method for Varying Coefficients Cox Hazards Model - 曲连强(华中师范大学)

作者:   来源:  时间:2018-08-02

题目:A Non-marginal Variable Screening Method for Varying Coefficients Cox Hazards Model

报告人: 曲连强(华中师范大学)

Abstract : Varying coefficient models that describe a dynamic effects between the covariates and the response have been become a very popular statistic tool. However, some challenging works also arise when we analyze the ultrahigh-dimensional varying coefficient models such as the estimation and the model recovery. In this article we develop a new variable screening method for varying coefficient Cox hazards model. The new screening method works via an estimator of local partial likelihood with a sparsity constraint, which combines the kernel smoothing and group learning methods. An iterative group hard-thresholding algorithm is developed for fast implementation of our proposed method. We show that the proposed method enjoys the sure screening property for ultrahigh dimensional settings. Simulation studies are used to evaluate the finite sample performances of the proposed procedure. A ovarian cancer data example is also presented.

时间: 8月2日(周四)上午10:30

地点:首都师范大学本部教二楼713教室

 

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