Boosting Method for High-Dimensional Error-Prone Data

Implementation of the boosting procedure with the simulation and extrapolation approach to address variable selection and estimation for high-dimensional data subject to measurement error in predictors. It can be used to address generalized linear models (GLM) in Chen (2023) and the accelerated failure time (AFT) model in Chen and Qiu (2023) . Some relevant references include Chen and Yi (2021) and Hastie, Tibshirani, and Friedman (2008, ISBN:978-0387848570).