Incorporating auxiliary information for improved prediction in high-dimensional datasets: an ensemble of shrinkage approaches
Boonstra P, Taylor J, Mukherjee B. Incorporating auxiliary information for improved prediction in high-dimensional datasets: an ensemble of shrinkage approaches. Biostatistics 2012, 14: 259-272. PMID: 23087411, PMCID: PMC3590922, DOI: 10.1093/biostatistics/kxs036.Peer-Reviewed Original ResearchConceptsHigh-dimensional datasetsAuxiliary informationRidge estimatorBayesian alternativeOutcome YSimulation studyEstimates of BShrinkage approachBiological processesRidge regressionGene expression datasetsDatasetGenomic technologiesMicroarray technologyOptimal choiceBalance efficiencyX.EstimationPrediction errorPolymerase chain reactionBiological phenomenaInformationTechnologyQuantitative real-time polymerase chain reaction