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Variable Significance Testing for the Deep Cox Model

深度 Cox 模型的变量显著性检验

Deep learning has become enormously popular in the analysis of complex data, including event time measurements with censoring. To date, deep survival methods have mainly focused on prediction. Such methods are scarcely used in matters of statistical inference such as hypothesis testing. Due to their black-box nature, deep-learned outcomes lack interpretability which limits their use for decision-making in biomedical applications. This article provides estimation and…

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Testing independence for sparse longitudinal data

稀疏纵向数据的独立性检验

Abstract With the advance of science and technology, more and more data are collected in the form of functions. A fundamental question for a pair of random functions is to test whether they are independent. This problem becomes quite challenging when the random trajectories are sampled irregularly and sparsely for each subject. In other words, each random function is only sampled at a few time-points, and these time-points vary with subjects. Furthermore, the observed data…

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Gradient synchronization for multivariate functional data, with application to brain connectivity

多元函数型数据的梯度同步性及脑连接应用

Abstract Quantifying the association between components of multivariate random curves is of general interest and is a ubiquitous and basic problem that can be addressed with functional data analysis. An important application is the problem of assessing functional connectivity based on functional magnetic resonance imaging (fMRI), where one aims to determine the similarity of fMRI time courses that are recorded on anatomically separated brain regions. In the functional brain…

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Neural Networks for Partially Linear Quantile Regression

用于部分线性分位数回归的神经网络

Deep learning has enjoyed tremendous success in a variety of applications but its application to quantile regression remains scarce. A major advantage of the deep learning approach is its flexibility to model complex data in a more parsimonious way than nonparametric smoothing methods. However, while deep learning brought breakthroughs in prediction, it is not well suited for statistical inference due to its black box nature. In this article, we leverage the advantages of…

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Dynamic modeling for multivariate functional and longitudinal data

多变量函数型与纵向数据的动态建模

Dynamic interactions among several stochastic processes are common in many scientific fields. It is crucial to model these interactions to understand the dynamic relationship of the corresponding multivariate processes with their derivatives and to improve predictions. In reality, full observations of the multivariate processes are not feasible as measurements can only be taken at discrete locations or time points, and often only sparingly and intermittently in longitudinal…

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Testing homogeneity: the trouble with sparse functional data

同质性检验:稀疏函数型数据的困难

Abstract Testing the homogeneity between two samples of functional data is an important task. While this is feasible for intensely measured functional data, we explain why it is challenging for sparsely measured functional data and show what can be done for such data. In particular, we show that testing the marginal homogeneity based on point-wise distributions is feasible under some mild constraints and propose a new two-sample statistic that works well with both…

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Deep learning for the partially linear Cox model

部分线性Cox模型的深度学习方法

While deep learning approaches to survival data have demonstrated empirical success in applications, most of these methods are difficult to interpret and mathematical understanding of them is lacking. This paper studies the partially linear Cox model, where the nonlinear component of the model is implemented using a deep neural network. The proposed approach is flexible and able to circumvent the curse of dimensionality, yet it facilitates interpretability of the effects of…

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Mean and Covariance Estimation for Functional Snippets

函数片段的均值与协方差估计

We consider estimation of mean and covariance functions of functional snippets, which are short segments of functions possibly observed irregularly on an individual specific subinterval that is much shorter than the entire study interval. Estimation of the covariance function for functional snippets is challenging since information for the far off-diagonal regions of the covariance structure is completely missing. We address this difficulty by decomposing the covariance…

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Basis expansions for functional snippets

函数型短片段数据的基展开方法

Summary Estimation of mean and covariance functions is fundamental for functional data analysis. While this topic has been studied extensively in the literature, a key assumption is that there are enough data in the domain of interest to estimate both the mean and covariance functions. We investigate mean and covariance estimation for functional snippets in which observations from a subject are available only in an interval of length strictly, and often much, shorter than…

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From sparse to dense functional data and beyond

Nonparametric estimation of mean and covariance functions is important in functional data analysis. We investigate the performance of local linear smoothers for both mean and covariance functions with a general weighing scheme, which includes two commonly used schemes, equal weight per observation (OBS), and equal weight per subject (SUBJ), as two special cases. We provide a comprehensive analysis of their asymptotic properties on a unified platform for all types of sampling…

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Optimal estimation for the functional Cox model

函数型 Cox 模型的最优估计

Functional covariates are common in many medical, biodemographic and neuroimaging studies. The aim of this paper is to study functional Cox models with right-censored data in the presence of both functional and scalar covariates. We study the asymptotic properties of the maximum partial likelihood estimator and establish the asymptotic normality and efficiency of the estimator of the finite-dimensional estimator. Under the framework of reproducing kernel Hilbert space, the…

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Semiparametric efficient estimation for shared-frailty models with doubly-censored clustered data

双侧删失聚类数据共享脆弱性模型的半参数有效估计

In this paper, we investigate frailty models for clustered survival data that are subject to both left- and right-censoring, termed "doubly-censored data". This model extends current survival literature by broadening the application of frailty models from right-censoring to a more complicated situation with additional left censoring. Our approach is motivated by a recent Hepatitis B study where the sample consists of families. We adopt a likelihood approach that aims at the…

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A Functional Approach to Deconvolve Dynamic Neuroimaging Data

动态神经影像数据反卷积的函数型方法

Positron emission tomography (PET) is an imaging technique which can be used to investigate chemical changes in human biological processes such as cancer development or neurochemical reactions. Most dynamic PET scans are currently analyzed based on the assumption that linear first-order kinetics can be used to adequately describe the system under observation. However, there has recently been strong evidence that this is not the case. To provide an analysis of PET data which…

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Inverse regression for longitudinal data

纵向数据的逆回归

Sliced inverse regression (Duan and Li [Ann. Statist. 19 (1991) 505–530], Li [J. Amer. Statist. Assoc. 86 (1991) 316–342]) is an appealing dimension reduction method for regression models with multivariate covariates. It has been extended by Ferré and Yao [Statistics 37 (2003) 475–488, Statist. Sinica 15 (2005) 665–683] and Hsing and Ren [Ann. Statist. 37 (2009) 726–755] to functional covariates where the whole trajectories of random functional covariates are completely…

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Time-Varying Additive Models for Longitudinal Data

纵向数据的时变加性模型

The additive model is an effective dimension-reduction approach that also provides flexibility in modeling the relation between a response variable and key covariates. The literature is largely developed to scalar response and vector covariates. In this article, more complex data are of interest, where both the response and the covariates are functions. We propose a functional additive model together with a new backfitting algorithm to estimate the unknown regression…

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Modeling left-truncated and right-censored survival data with longitudinal covariates

带纵向协变量的左截断与右删失生存数据建模

There is a surge in medical follow-up studies that include longitudinal covariates in the modeling of survival data. So far, the focus has been largely on right censored survival data. We consider survival data that are subject to both left truncation and right censoring. Left truncation is well known to produce biased sample. The sampling bias issue has been resolved in the literature for the case which involves baseline or time-varying covariates that are observable. The…

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Robust functional principal components: A projection-pursuit approach

稳健函数型主成分:投影寻踪方法

In many situations, data are recorded over a period of time and may be regarded as realizations of a stochastic process. In this paper, robust estimators for the principal components are considered by adapting the projection pursuit approach to the functional data setting. Our approach combines robust projection-pursuit with different smoothing methods. Consistency of the estimators are shown under mild assumptions. The performance of the classical and robust procedures are…

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Stringing High-Dimensional Data for Functional Analysis

将高维数据串联为函数型数据进行分析

We propose stringing, a class of methods where one views high-dimensional observations as functional data. Stringing takes advantage of the high dimension by representing such data as discretized and noisy observations that originate from a hidden smooth stochastic process. Assuming that the observations result from scrambling the original ordering of the observations of the process, stringing reorders the components of the high-dimensional vectors, followed by transforming…

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Functional single index models for longitudinal data

纵向数据的函数型单指标模型

A new single-index model that reflects the time-dynamic effects of the single index is proposed for longitudinal and functional response data, possibly measured with errors, for both longitudinal and time-invariant covariates. With appropriate initial estimates of the parametric index, the proposed estimator is shown to be $\sqrt{n}$-consistent and asymptotically normally distributed. We also address the nonparametric estimation of regression functions and provide estimates…

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Global Partial Likelihood for Nonparametric Proportional Hazards Models

非参数比例风险模型的全局偏似然

As an alternative to the local partial likelihood method of Tibshirani and Hastie and Fan, Gijbels, and King, a global partial likelihood method is proposed to estimate the covariate effect in a nonparametric proportional hazards model, λ(t|x) = exp{ψ(x)}λ(0)(t). The estimator, ψ̂(x), reduces to the Cox partial likelihood estimator if the covariate is discrete. The estimator is shown to be consistent and semiparametrically efficient for linear functionals of ψ(x). Moreover,…

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Covariate adjusted functional principal components analysis for longitudinal data

纵向数据的协变量调整函数主成分分析

Classical multivariate principal component analysis has been extended to functional data and termed functional principal component analysis (FPCA). Most existing FPCA approaches do not accommodate covariate information, and it is the goal of this paper to develop two methods that do. In the first approach, both the mean and covariance functions depend on the covariate Z and time scale t while in the second approach only the mean function depends on the covariate Z. Both new…

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Semiparametric Efficient Estimation for a Class of Generalized Proportional Odds Cure Models

一类广义比例优势治愈模型的半参数有效估计

We present a mixture cure model with the survival time of the "uncured" group coming from a class of linear transformation models, which is an extension of the proportional odds model. This class of model, first proposed by Dabrowska and Doksum (1988), which we term "generalized proportional odds model," is well suited for the mixture cure model setting due to a clear separation between long-term and short-term effects. A standard expectation-maximization algorithm can be…

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Estimation for a partial-linear single-index model

部分线性单指标模型的估计

In this paper, we study the estimation for a partial-linear single-index model. A two-stage estimation procedure is proposed to estimate the link function for the single index and the parameters in the single index, as well as the parameters in the linear component of the model. Asymptotic normality is established for both parametric components. For the index, a constrained estimating equation leads to an asymptotically more efficient estimator than existing estimators in…

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Properties of principal component methods for functional and longitudinal data analysis

函数型与纵向数据分析中主成分方法的性质

The use of principal component methods to analyze functional data is appropriate in a wide range of different settings. In studies of “functional data analysis,” it has often been assumed that a sample of random functions is observed precisely, in the continuum and without noise. While this has been the traditional setting for functional data analysis, in the context of longitudinal data analysis a random function typically represents a patient, or subject, who is observed…

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