VERTICOX: Vertically Distributed Cox Proportional Hazards Model Using the Alternating Direction Method of Multipliers

• Published in: IEEE transactions on knowledge and data engineering Vol. 34; no. 2; pp. 996 - 1010
• Main Authors: Dai, Wenrui, Jiang, Xiaoqian, Bonomi, Luca, Li, Yong, Xiong, Hongkai, Ohno-Machado, Lucila
• Format: Journal Article
• Language: English
• Published: United States IEEE 01.02.2022; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; alternating direction method of multipliers; Analytical models; Computational modeling; cox proportional hazards model; Data models; Data privacy; Distributed databases; Estimation; Exchanging; Federated survival analysis; Hazards; Multipliers; Parameter estimation; privacy protection; Source code; Statistical models; Survival; Survival analysis; vertically partitioned data; Federated survival analysis; alternating direction method of multipliers; privacy protection; vertically partitioned data; Cox proportional hazards model

The Cox proportional hazards model is a popular semi-parametric model for survival analysis. In this paper, we aim at developing a federated algorithm for the Cox proportional hazards model over vertically partitioned data (i.e., data from the same patient are stored at different institutions). We p...