Sparse supervised principal component analysis for survival models

• Main Author: Poh, Charissa Li Ann
• Other Authors: Xiang Liming
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2022
• Subjects: Science::Mathematics::Statistics
• Online Access: https://hdl.handle.net/10356/156924
• Institution: Nanyang Technological University

Survival prediction plays a vital role in biomedical research, but the large number of patient characteristics considered as covariates raises the concern about overfitting leading to poor prediction accuracy. To address this, we propose a sparse supervised PCA method for censored Accelerated Failur...