American Statistical Association
New York City
Metropolitan Area Chapter

Mailman School of Public Health
Columbia University
Department of Biostatistics Colloquium



THE DANTZIG SELECTOR IN THE REGRESSION MODEL
FOR RIGHT-CENSORED DATA

by

Prof. Anestis Antoniadis
University Joseph Fourier


Abstract

The Dantzig Selector is an approach that has been proposed recently for performing variable selection in high-dimensional linear regression models with a large number of explanatory variables and a relatively small number of observations. As in the least absolute shrinkage and selection operator (LASSO), this approach sets certain regression coefficients to exactly zero, thus performing variable selection. However, such a framework, contrary to the LASSO, has never been used in regression models for survival data with censoring. A key motivation of this work is to study the variable selection problem for Cox's proportional hazards function regression models using a framework that extends the theory, the computational advantages and the optimal asymptotic rate properties of the Danzig selector to the much larger class of Cox's proportional hazards under appropriate sparsity scenarios.


Date: Thursday, June 12, 2008
Time: 4:00 - 5:00 P.M.
Location: Mailman School of Public Health
Department of Biostatistics
722 West 168th Street
Biostatistics Conference Room
6th Floor - Room 627
New York, New York

RESERVATIONS ARE NOT REQUIRED

Refreshments will be served at 3:30 P.M. in the
Biostatistics Conference Room (R627).


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