科学研究
报告题目:

Variable Screening for Varying Coefficient Models with Ultrahigh-Dimensional Survival Data

报告人:

孙六全 研究员 (中国科学院数学与系统科学研究院)

报告时间:

报告地点:

腾讯会议ID:425 709 119

报告摘要:

We develop a variable screening method for varying coefficient hazards models of single-index form. The proposed method can be viewed as a natural survival extension of conditional correlation screening. An appealing feature of the proposed method is that it is applicable to many popularly used survival models, including the varying coefficient additive hazards model and the varying coefficient Cox model. The proposed method enjoys the sure screening property, and the number of the selected covariates can be bounded by a moderate order. Simulation studies demonstrate that our method performs well, and an empirical example is also presented.