Skip to Main content Skip to Navigation
Preprints, Working Papers, ...

High-dimensional time-varying Aalen and Cox models

Abstract : We consider the problem of estimating the intensity of a counting process in high-dimensional time-varying Aalen and Cox models. We introduce a covariate-specific weighted total-variation penalization, using data-driven weights that correctly scale the penalization along the observation interval. We provide theoretical guaranties for the convergence of our estimators and present a proximal algorithm to solve the convex studied problems. The practical use and effectiveness of the proposed method are demonstrated by simulation studies and real data example.
Document type :
Preprints, Working Papers, ...
Complete list of metadata

Cited literature [9 references]  Display  Hide  Download
Contributor : Agathe Guilloux Connect in order to contact the contributor
Submitted on : Monday, June 18, 2018 - 1:04:26 PM
Last modification on : Wednesday, September 28, 2022 - 3:07:56 PM
Long-term archiving on: : Wednesday, September 19, 2018 - 7:35:31 PM


  • HAL Id : hal-01798390, version 1


Mokhtar Z. Alaya, Sarah Lemler, Agathe Guilloux, Thibault Allart. High-dimensional time-varying Aalen and Cox models. 2018. ⟨hal-01798390⟩



Record views


Files downloads