Estimating the AUC with a graphical lasso method for high-dimensional biomarkers with LOD
Abstract
This manuscript estimates the area under the receiver operating characteristic curve (AUC) of combined biomarkers in a high-dimensional setting. We propose a penalization approach to the inference of precision matrices in the presence of the limit of detection. A new version of expectation-maximization algorithm is then proposed for the penalized likelihood, with the use of numerical integration and the graphical lasso method. The estimated precision matrix is then applied to the inference...