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Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator

Author

Listed:
  • Xiaolin Chen

    (Qufu Normal University)

  • Yi Liu

    (China University of Petroleum (East China))

  • Qihua Wang

    (Zhejiang Gongshang University
    Chinese Academy of Sciences)

Abstract

Due to the coexistence of ultra-high dimensionality and right censoring, it is very challenging to develop feature screening procedure for ultra-high-dimensional survival data. In this paper, we propose a joint screening approach for the sparse additive hazards model with ultra-high-dimensional features. Our proposed screening is based on a sparsity-restricted pseudo-score estimator which could be obtained effectively through the iterative hard-thresholding algorithm. We establish the sure screening property of the proposed procedure theoretically under rather mild assumptions. Extensive simulation studies verify its improvements over the main existing screening approaches for ultra-high-dimensional survival data. Finally, the proposed screening method is illustrated by dataset from a breast cancer study.

Suggested Citation

  • Xiaolin Chen & Yi Liu & Qihua Wang, 2019. "Joint feature screening for ultra-high-dimensional sparse additive hazards model by the sparsity-restricted pseudo-score estimator," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 71(5), pages 1007-1031, October.
    • Handle: RePEc:spr:aistmt:v:71:y:2019:i:5:d:10.1007_s10463-018-0675-8
    DOI: 10.1007/s10463-018-0675-8
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    References listed on IDEAS

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    1. Lu, Shuiyun & Chen, Xiaolin & Xu, Sheng & Liu, Chunling, 2020. "Joint model-free feature screening for ultra-high dimensional semi-competing risks data," Computational Statistics & Data Analysis, Elsevier, vol. 147(C).

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