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...
Main Authors: | , , |
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Format: | Online |
Language: | English |
Published: |
Hindawi Publishing Corporation
2014
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Online Access: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4259133/ |