L0 regularisation for the estimation of piecewise constant hazard rates in survival analysis

Abstract : In a survival analysis context we suggest a new method to estimate the piecewise constant hazard rate model. The method provides an automatic procedure to find the number and location of cut points and to estimate the hazard on each cut interval. Estimation is performed through a penalized likelihood using an adaptive ridge procedure. A bootstrap procedure is proposed in order to derive valid statistical inference taking both into account the variability of the estimate and the variability in the choice of the cut points. The new method is applied both to simulated data and to the Mayo Clinic trial on primary biliary cirrhosis. The algorithm implementation is seen to work well and to be of practical relevance.
Type de document :
Article dans une revue
Applied Mathematics, Scientific Research Publishing, 2017, 8 (3), pp.377-394
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https://hal.archives-ouvertes.fr/hal-01366489
Contributeur : Olivier Bouaziz <>
Soumis le : mardi 6 décembre 2016 - 11:28:40
Dernière modification le : mardi 10 octobre 2017 - 13:46:16
Document(s) archivé(s) le : mardi 21 mars 2017 - 02:31:04

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L0_Surv.pdf
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  • HAL Id : hal-01366489, version 2
  • ARXIV : 1609.04595

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O Bouaziz, G Nuel. L0 regularisation for the estimation of piecewise constant hazard rates in survival analysis. Applied Mathematics, Scientific Research Publishing, 2017, 8 (3), pp.377-394. 〈hal-01366489v2〉

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