Novel Harmonic Regularization Approach for Variable Selection in Cox's Proportional Hazards Model

Variable selection is an important issue in regression and a number of variable selection methods have been proposed involving nonconvex penalty functions. In this paper, we investigate a novel harmonic regularization method, which can approximate nonconvex Lq  (1/2 < q < 1) regularizations, t...

Full description

Bibliographic Details
Main Authors: Chu, Ge-Jin, Liang, Yong, Wang, Jia-Xuan
Format: Online
Language:English
Published: Hindawi Publishing Corporation 2014
Online Access:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4259133/