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Binacox: automatic cut-point detection in high-dimensional Cox model with applications in genetics [article]

Simon Bussy, Mokhtar Z. Alaya, Anne-Sophie Jannot, Agathe Guilloux
2020 arXiv   pre-print
We introduce the binacox, a prognostic method to deal with the problem of detecting multiple cut-points per features in a multivariate setting where a large number of continuous features are available.  ...  In addition, it provides powerful interpretability from a clinical perspective by automatically pinpointing significant cut-points in relevant variables.  ...  In this paper, we propose a method called binacox that estimates multiple cut-points in a Cox model with high-dimensional features.  ... 
arXiv:1807.09813v4 fatcat:opmazscc3fcftbhr6m6jycx5vy