High-Dimensional Cox Regression Analysis in Genetic Studies with Censored Survival Outcomes.pdfVIP

Hindawi Publishing Corporation Journal of Probability and Statistics Volume 2012, Article ID 478680, 14 pages doi:10.1155/2012/478680 Review Article High-Dimensional Cox Regression Analysis in Genetic Studies with Censored Survival Outcomes Jinfeng Xu Department of Statistics and Applied Probability, National University of Singapore, Singapore 117546 Correspondence should be addressed to Jinfeng Xu, staxj@.sg Received 22 February 2012; Revised 21 May 2012; Accepted 26 May 2012 Academic Editor: Yongzhao Shao Copyright q 2012 Jinfeng Xu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. With the advancement of high-throughput technologies, nowadays high-dimensional genomic and proteomic data are easy to obtain and have become ever increasingly important in unveiling the complex etiology of many diseases. While relating a large number of factors to a survival outcome through the Cox relative risk model, various techniques have been proposed in the literature. We review some recently developed methods for such analysis. For high-dimensional variable selection in the Cox model with parametric relative risk, we consider the univariate shrinkage method US using the lasso penalty and the penalized partial likelihood method using the folded penalties PPL. The penalization methods are not restricted to the finite-dimensional case. For the high-dimensional p → ∞, p n or ultrahigh-dimensional case n → ∞, n p, both the sure independence screening SIS method and the extended Bayesian information criterion EBIC can be further inc