2 papers
stat.ME2021
Fast marginal likelihood estimation of penalties for group-adaptive elastic net
Mirrelijn M. van Nee, Tim van de Brug, Mark A. van de Wiel
Nowadays, clinical research routinely uses omics data, such as gene expression, for predicting clinical outcomes or selecting markers. Additionally, so-called co-data are often ava…
stat.ME2020
Fast cross-validation for multi-penalty ridge regression
Mark A. van de Wiel, Mirrelijn M. van Nee, Armin Rauschenberger
High-dimensional prediction with multiple data types needs to account for potentially strong differences in predictive signal. Ridge regression is a simple model for high-dimension…