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

2016/09/15 by Olivier Bouaziz, Bouaziz, O, Grégory Nuel +1
Mathematics · Medicine · #FOS: Computer and information sciences #Liver Disease Diagnosis and Treatment #Liver Diseases and Immunity #Methodology (stat.ME) #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.1609.04595

openalex publication_date 2016/09/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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