The spike‐and‐slab quantile LASSO for robust variable selection in cancer genomics studies
Liu Y, Ren J, Ma S, Wu C. The spike‐and‐slab quantile LASSO for robust variable selection in cancer genomics studies. Statistics In Medicine 2024, 43: 4928-4983. PMID: 39260448, DOI: 10.1002/sim.10196.Peer-Reviewed Original ResearchAsymmetric Laplace distributionSpike-and-slab LASSORobust variable selection methodHeavy-tailed errorsRobust variable selectionHeavy-tailed distributionsAnalysis of high-dimensional genomic dataHigh-dimensional genomic dataExpectation-maximizationComprehensive simulation studyVariable selection methodsLaplace distributionCoordinate descent frameworkPosterior modeCancer genomics studiesRobust likelihoodVariable selectionSparsity patternSimulation studyComputational advantagesQuantile regressionNonrobust oneSelf-adaptationLoss functionGenomic studies