Scalable Algorithms for Large Competing Risks Data
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DOI: 10.1080/10618600.2020.1841650
Abstract: Abstract This article develops two orthogonal contributions to scalable sparse regression for competing risks time-to-event data. First, we study and accelerate the broken adaptive ridge method (BAR), a surrogate -based iteratively reweighted -penalization algorithm that… read more here.
Keywords: risks data; algorithm; competing risks; psh model ... See more keywords