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VARIABLE SELECTION FOR BAYESIAN SURVIVAL MODELS USING BREGMAN DIVERGENCE MEASURE

Published online by Cambridge University Press:  22 June 2018

Daoyuan Shi  and
Lynn Kuo Open the ORCID record for Lynn Kuo [Opens in a new window]
Daoyuan Shi
Affiliation:
Department of Statistics, University of Connecticut, Storrs, Connecticut, USA E-mail: lynn.kuo@uconn.edu
Lynn Kuo
Affiliation:
Department of Statistics, University of Connecticut, Storrs, Connecticut, USA E-mail: lynn.kuo@uconn.edu
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Abstract

The variable selection has been an important topic in regression and Bayesian survival analysis. In the era of rapid development of genomics and precision medicine, the topic is becoming more important and challenging. In addition to the challenges of handling censored data in survival analysis, we are facing increasing demand of handling big data with too many predictors where most of them may not be relevant to the prediction of the survival outcome. With the desire of improving upon the accuracy of prediction, we explore the Bregman divergence criterion in selecting predictive models. We develop sparse Bayesian formulation for parametric regression and semiparametric regression models and demonstrate how variable selection is done using the predictive approach. Model selections for a simulated data set, and two real-data sets (one for a kidney transplant study, and the other for a breast cancer microarray study at the Memorial Sloan-Kettering Cancer Center) are carried out to illustrate our methods.

Keywords

reliability theorystochastic modeling

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