Motivation: We propose a Bayesian ensemble method for survival prediction in high-dimensional gene expression data. We specify a fully Bayesian hierarchical approach based on an ensemble ‘sum-of-trees’ model and illustrate our method using three popular survival models. Our non-parametric method incorporates both additive and interaction effects between genes, which results in high predictive accuracy compared with other methods. In addition, our method provides model-free variable selection of important prognostic markers based on controlling the false discovery rates; thus providing a unified procedure to select relevant genes and predict survivor functions.
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