A1194
Title: Feature Screening with Large Scale and High Dimensional Censored Data
Authors: Wenqing He - University of Western Ontario (Canada) [presenting]
Abstract: Data with a huge size present great challenges in modeling, inferences, and computation. We will present a screening method for large-sized survival data, where the sample size is large and the dimension of covariates is of non-polynomial order of the sample size. We rigorously establish theoretical results and conduct numerical studies to assess the performance of the proposed method. The method capitalizes on the connections among useful regression settings and offers a computationally efficient screening procedure.
