Robust adaptive Lasso in high-dimensional logistic regression with an application to genomic classification of cancer patients
Penalized logistic regression is extremely useful for binary classiffication with a large number of covariates (significantly higher than the sample size), having several real life applications, including genomic disease classification. However, the existing methods based on the likelihood based los...
| Autores: | , , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2021 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/7249 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/7249 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.22 Density power divergence High-dimensional data Logistic regression Oracle properties Variable Selection Estadística matemática (Matemáticas) 1209 Estadística |
| Sumario: | Penalized logistic regression is extremely useful for binary classiffication with a large number of covariates (significantly higher than the sample size), having several real life applications, including genomic disease classification. However, the existing methods based on the likelihood based loss function are sensitive to data contamination and other noise and, hence, robust methods are needed for stable and more accurate inference. In this paper, we propose a family of robust estimators for sparse logistic models utilizing the popular density power divergence based loss function and the general adaptively weighted LASSO penalties. We study the local robustness of the proposed estimators through its in uence function and also derive its oracle properties and asymptotic distribution. With extensive empirical illustrations, we clearly demonstrate the significantly improved performance of our proposed estimators over the existing ones with particular gain in robustness. Our proposal is finally applied to analyse four different real datasets for cancer classification, obtaining robust and accurate models, that simultaneously performs gene selection and patient classification. |
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