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Article Dans Une Revue Applied Mathematics Année : 2017

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

Olivier Bouaziz
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Résumé

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.
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Dates et versions

hal-01366489 , version 1 (14-09-2016)
hal-01366489 , version 2 (06-12-2016)

Identifiants

Citer

Olivier Bouaziz, Grégory Nuel. L0 regularisation for the estimation of piecewise constant hazard rates in survival analysis. Applied Mathematics, 2017, 8 (3), pp.377-394. ⟨hal-01366489v2⟩
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