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Literature Review for the Additive Cox Model

The article is about additive hazards models, and hence not read thoroughly.


  • Wu, J., & Witten, D. (2019). Flexible and Interpretable Models for Survival Data. Journal of Computational and Graphical Statistics, 28(4), 954-966.

The article extends the trend filtering additive model to the Cox proportional hazard diagram. Trend filtering additive functions are piece-wise polynomials with adaptively chosen knots. The likelihood function consists of a trend filtering penalty for knots selection and a group lasso penalty for functional selection. A second tuning parameter, $\alpha$, is used to control the tradeoff between two penalties. Model fitting is achieved by the proximal gradient descent algorithm and hence is capable of high-dimensional data analysis. An R package tfCox is developed. One of the problems for this approach is that the estimated curve is not smooth, or even continuous depending on the choice of trend filtering funciton.


  • Cui, E., Crainiceanu, C. M., & Leroux, A. (2021). Additive functional Cox model. Journal of Computational and Graphical Statistics, 30(3), 780-793.

The article is about multivariate functional predictors and doesn't apply to high-dimensional data analysis. A good place to find other "low-dimensional" additive Cox models. Could be used in the discussion section


  • Bender, A., Groll, A., & Scheipl, F. (2018). A generalized additive model approach to time-to-event analysis. Statistical Modelling, 18(3-4), 299-321.

The author demonstrated using generalized additive model infrastructure to model time-to-event outcome via piece-wise exponential model. This modeling approach increases the utility, allowing spatial(-temporal) random effects and time-dependent covariates. The authors also introduced a utility R-package that does pre-process step of data before fitting to a generalized model. The article doesn't directly relate to the current work as not in the Cox paradigm, but supplies arguments for introduction and discussion.


  • Marra, G., Farcomeni, A., & Radice, R. (2021). Link-based survival additive models under mixed censoring to assess risks of hospital-acquired infections. Computational Statistics & Data Analysis, 155, 107092.

The authors propose a flexible survival additive models that is link-based to model time-to-event with mixed censoring. Different link functions can be used to achieve different interpretations of the beta coefficients. While the model provides alternative utility for modeling time-to-event outcomes in comparison to the Cox model or Accelerated failure time model, high-dimensionality of the predictors could be addressed under this framework as sparsity penalty was not imposed. An R package GJRM is provided.


  • Hiabu, M., Mammen, E., Martínez-Miranda, M. D., & Nielsen, J. P. (2021). Smooth backfitting of proportional hazards with multiplicative components. Journal of the American Statistical Association, 116(536), 1983-1993.
  • Gellar JE, Colantuoni E, Needham DM, and Crainiceanu CM (2015). Cox regression models with functional covariates for survival data. Statistical modelling, 15(3):256–278.
  • Abrahamowicz, M., & MacKenzie, T. A. (2007). Joint estimation of time‐dependent and non‐linear effects of continuous covariates on survival. Statistics in medicine, 26(2), 392-408.
  • https://cran.r-project.org/web/packages/riskRegression/riskRegression.pdf
  • Xie, X., Strickler, H. D., & Xue, X. (2013). Additive hazard regression models: an application to the natural history of human papillomavirus. Computational and mathematical methods in medicine, 2013.
  • Vu, T., Wrobel, J., Bitler, B. G., Schenk, E. L., Jordan, K. R., & Ghosh, D. (2021). SPF: A Spatial and Functional Data Analytic Approach to cell Imaging data. bioRxiv.
  • Huang, J. (1999). Efficient estimation of the partly linear additive Cox model. The annals of Statistics, 27(5), 1536-1563
  • A global partial likelihood estimation in the additive cox proportional hazards model. Journal
  • Cui, E., Thompson, E. C., Carroll, R. J., & Ruppert, D. (2021). A semiparametric risk score for physical activity. Statistics in medicine.
  • Scheike, T. H. (2001). A generalized additive regression model for survival times. Annals of statistics, 1344-1360.
  • Scheike, T. H., & Zhang, M. J. (2002). An additive–multiplicative Cox–Aalen regression model. Scandinavian Journal of Statistics, 29(1), 75-88.
  • Flcrm: Functional linear cox regression model.
  • Fast calibrated additive quantile regression.
  • Functional generalized additive models.
  • Smoothing parameter and model selection for general smooth models
  • Fast covariance estimation for high- dimensional functional data. Statistics

Appendix Section

  • add appendix rendering in the pipeline

Contents include:

  • Bug report for cosso and acosso
  • Number of Failures in simulation

Adjust Survival Simulation Functions

  • Read the Simulation Functions of BhGLM to understand what Dr. Yi meant abt effect variance decomposition.

  • Adjust the simulation error, such that the baseline AUC (mgcv model result) is around 0.75

Manuscript-BH_additive_Cox

Current Status: Going through second round of revision

End goal: to send to the co-authors to review before 08/01/2022

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