On the performance of adaptive preprocessing technique in analyzing high-dimensional censored data

Preprocessing for high-dimensional censored datasets, such as the microarray data, is generally considered as an important technique to gain further stability by reducing potential noise from the data. When variable selection including inference is carried out with high-dimensional censored data the objective is to obtain a smaller subset of variables and then perform the inferential analysis using model estimates based on the selected subset of variables. This two stage inferential analysis is prone to circularity bias because of the noise that might still remain in the dataset. In this work, I propose an adaptive preprocessing technique that uses sure independence screening (SIS) idea to accomplish variable selection and reduces the circularity bias by some popularly known refined high-dimensional methods such as the elastic net, adaptive elastic net, weighted elastic net, elastic net-AFT, and two greedy variable selection methods known as TCS, PC-simple all implemented with the accelerated lifetime models. The proposed technique addresses several features including the issue of collinearity between important and some unimportant covariates, which is often the case in high-dimensional setting under variable selection framework, and different level of censoring. Simulation studies along with an empirical analysis with a real microarray data, mantle cell lymphoma, is carried out to demonstrate the performance of the adaptive pre-processing technique.