Article

Fast Lasso method for Large-scale and Ultrahigh-dimensional Cox Model with applications to UK Biobank

2020-01-21

Abstract excerpt

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 et al. 2019). The output of our algorithm is the full Lasso path, the parameter estimates at all predefined regularization parameters, as well as their validation accuracy m...

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Literature Corpus work: dc77a75e-5eec-5c35-988e-131686ab1709
DOI: 10.1101/2020.01.20.913194

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