IPF-LASSO: Integrative <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" id="M1"><mml:mrow><mml:msub><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mn fontstyle="italic">1</mml:mn></mml:mrow></mml:msub></mml:mrow></mml:math>-Penalized Regression with Penalty Factors for Prediction Based on Multi-Omics Data

As modern biotechnologies advance, it has become increasingly frequent that different modalities of high-dimensional molecular data (termed “omics” data in this paper), such as gene expression, methylation, and copy number, are collected from the same patient cohort to predict the clinical outcome. While prediction based on omics data has been widely studied in the last fifteen years, little has been done in the statistical literature on the...