Abstract
The iterative convex minorant (ICM) algorithm proposed by Groeneboom and Wellner is fast in computing the NPMLE of the distribution function for interval censored data without covariates. We reformulate the ICM as a generalized gradient projection method (GGP), which leads to a natural extension to the Cox model. It is also easily extended to support Tibshirani's Lasso method. Some simulation results are also shown. For illustration we reanalyze two real datasets.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 109-120 |
| Number of pages | 12 |
| Journal | Journal of Computational and Graphical Statistics |
| Volume | 8 |
| Issue number | 1 |
| DOIs | |
| State | Published - Mar 1999 |
Keywords
- Cross-validation
- EM
- Generalized gradient projection
- ICM
- Interval censoring
- Isotonic regression
- Lasso
- NPMLE