New high-throughput technologies are generating various types of high-dimensional genomic and proteomic data and meta-data (e.g., networks and pathways) in order to obtain a systems-level understanding of various complex diseases such as human cancers and cardiovascular diseases. As the amount and complexity of the data increase and as the questions being addressed become more sophisticated, we face the great challenge of how to model such data in order to draw valid statistical and biological conclusions. One important problem in genomic research is to relate these high-throughput genomic data to various clinical outcomes, including possibly censored survival outcomes such as age at disease onset or time to cancer recurrence. We review some recently developed methods for censored data regression in the high-dimension and low-sample size setting, with emphasis on applications to genomic data. These methods include dimension reduction-based methods, regularized estimation methods such as Lasso and threshold gradient descent method, gradient descent boosting methods and nonparametric pathways-based regression models. These methods are demonstrated and compared by analysis of a data set of microarray gene expression profiles of 240 patients with diffuse large B-cell lymphoma together with follow-up survival information. Areas of further research are also presented
