title: Novel harmonic regularization approach for variable selection in Cox's proportional hazards model.
abstract: Variable selection is an important issue in regression and a number of variable selection methods have been proposed involving nonconvex penalty functions. In this paper, we investigate a novel harmonic regularization method, which can approximate nonconvex Lq  (1/2 < q < 1) regularizations, to select key risk factors in the Cox's proportional hazards model using microarray gene expression data. The harmonic regularization method can be efficiently solved using our proposed direct path seeking approach, which can produce solutions that closely approximate those for the convex loss function and the nonconvex regularization. Simulation results based on the artificial datasets and four real microarray gene expression datasets, such as real diffuse large B-cell lymphoma (DCBCL), the lung cancer, and the AML datasets, show that the harmonic regularization method can be more accurate for variable selection than existing Lasso series methods.
authors.affiliation: University Hospital, State Key Laboratory of Quality Research in Chinese Medicines, Faculty of Information Technology, Macau University of Science and Technology, Macau.
authors.forename: Ge-Jin
authors.initials: GJ
authors.lastname: Chu
authors.affiliation: University Hospital, State Key Laboratory of Quality Research in Chinese Medicines, Faculty of Information Technology, Macau University of Science and Technology, Macau.
authors.forename: Yong
authors.initials: Y
authors.lastname: Liang
authors.affiliation: University Hospital, State Key Laboratory of Quality Research in Chinese Medicines, Faculty of Information Technology, Macau University of Science and Technology, Macau.
authors.forename: Jia-Xuan
authors.initials: JX
authors.lastname: Wang
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D003952:Diagnostic Imaging / Q000379:methods; D020869:Gene Expression Profiling; D006801:Humans; D015470:Leukemia, Myeloid, Acute / Q000401:mortality; D008175:Lung Neoplasms / Q000401:mortality / Q000473:pathology; D016403:Lymphoma, Large B-Cell, Diffuse / Q000401:mortality; D020411:Oligonucleotide Array Sequence Analysis / Q000379:methods*; D016016:Proportional Hazards Models; D015203:Reproducibility of Results; D012307:Risk Factors; D016019:Survival Analysis