Sparse boosting for high-dimensional survival data with varying coefficients

Motivated by high-throughput profiling studies in biomedical research, variable selection methods have been a focus for biostatisticians. In this paper, we consider semiparametric varying-coefficient accelerated failure time models for right censored survival data with high-dimensional covariates. Instead of adopting the traditional regularization approaches, we offer a novel sparse boosting (SparseL(2) Boosting) algorithm to conduct model-based prediction and variable selection. One main advantage of this new method is that we do not need to perform the time-consuming selection of tuning parameters. Extensive simulations are conducted to examine the performance of our sparse boosting feature selection techniques. We further illustrate our methods using a lung cancer data analysis.