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ELASTIC NET FOR COX’S PROPORTIONAL HAZARDS MODEL WITH A SOLUTION PATH ALGORITHM

For least squares regression, Efron et al. (2004) proposed an efficient solution path algorithm, the least angle regression (LAR). They showed that a slight modification of the LAR leads to the whole LASSO solution path. Both the LAR and LASSO solution paths are piecewise linear. Recently Wu (2011)...

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Hlavní autor: Wu, Yichao
Médium: Artigo
Jazyk:Inglês
Vydáno: 2012
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC3515861/
https://ncbi.nlm.nih.gov/pubmed/23226932
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.5705/ss.2010.107
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