“…For instance, the LASSO, ridge and elastic-net penalties have all been extended to the PHM ( Gui and Li, 2005 ; Simon et al , 2011 ; Tibshirani, 1997 ; Zou and Hastie, 2005 ). More recently, Bayesian shrinkage and variable selection methods have grown in popularity ( Bai et al , 2021 ; Bhadra et al , 2019 ; Carvalho et al , 2010 ; Lewin et al , 2019 ; Li and Zhang, 2010 ; O’Hara and Sillanpää, 2009 ; Park and Casella, 2008 ), with several methods being extended to survival data ( Maity et al , 2020 ; Nikooienejad et al , 2020 ; Tang et al , 2017 ).…”