Component-wise gradient boosting and false discovery control in survival analysis with high-dimensional covariates

Technological advances that allow routine identification of high-dimensional risk factors have led to high demand for statistical techniques that enable full utilization of these rich sources of information for genetics studies. Variable selection for censored outcome data as well as control of false discoveries (i.e. inclusion of irrelevant variables) in the presence of high-dimensional predictors present serious challenges. This article develops a computationally feasible method based on boosting and stability selection. Specifically, we modified the component-wise gradient boosting to improve the computational feasibility and introduced random permutation in stability selection for controlling false discoveries.