Helen A Hannan, David S Goldberg
Racial and Gender Disparities in Transplantation of Hepatitis C+ Hearts and Lungs
The Journal of heart and lung transplantation : the official publication of the International Society for Heart Transplantation
budget constraints become important consideration modern predictive modeling due high cost collecting certain predictors motivates us develop costconstrained predictive modeling methods paper study new highdimensional costconstrained linear regression problem aim find costconstrained regression model smallest expected prediction error among models satisfying budget constraint nonconvex budget constraint makes problem nphard order estimate regression coefficient vector costconstrained regression model propose new discrete firstorder continuous optimization method particular method delivers series estimates regression coefficient vector solving sequence 01 knapsack problems theoretically prove series estimates generated iterative algorithm converge firstorder stationary point globally optimal solution conditions furthermore study extensions method used general statistical learning problems problems groups variables numerical studies using simulated datasets real dataset diabetes study indicate proposed method solve problems fairly high dimensions promising performance supplementary materials article available online