In microarray studies, an important problem is to compare a predictor of disease outcome derived from gene expression levels to standard clinical predictors. Comparing them on the same dataset that was used to derive the microarray predictor can lead to results strongly biased in favor of the...

In recent work, several authors have introduced methods for sparse canonical correlation analysis (sparse CCA). Suppose that two sets of measurements are available on the same set of observations. Sparse CCA is a method for identifying sparse linear combinations of the two sets of variables that...

We propose a method for prediction in Cox's proportional model, when the number of features (regressors), p, exceeds the number of observations, n. The method assumes that the features are independent in each risk set, so that the partial likelihood factors into a product. As such, it is...