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The growing recognition that human diseases are molecularly heterogeneous has stimulated interest in the development of prognostic and predictive classifiers for patient selection and stratification. In the process of classifier development, it has been repeatedly emphasized that in situations where the number of candidate predictor variables is much larger than the number of observations, the apparent...
Resampling techniques are often used to provide an initial assessment of accuracy for prognostic prediction models developed using high‐dimensional genomic data with binary outcomes. Risk prediction is most important, however, in medical applications and frequently the outcome measure is a right‐censored time‐to‐event variable such as survival. Although several methods have been developed for survival...
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