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Sparse Semiparametric Nonlinear Model With Application to Chromatographic Fingerprints

稀疏半参数非线性模型及其色谱指纹应用

Traditional Chinese herbal medications (TCHMs) are comprised of a multitude of compounds and the identification of their active composition is an important area of research. Chromatography provides a visual representation of a TCHM sample's composition by outputting a curve characterized by spikes corresponding to compounds in the sample. Across different experimental conditions, the location of the spikes can be shifted, preventing direct comparison of curves and forcing…

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Bayesian Generalized Low Rank Regression Models for Neuroimaging Phenotypes and Genetic Markers

神经影像表型与遗传标记的贝叶斯广义低秩回归

We propose a Bayesian generalized low rank regression model (GLRR) for the analysis of both high-dimensional responses and covariates. This development is motivated by performing searches for associations between genetic variants and brain imaging phenotypes. GLRR integrates a low rank matrix to approximate the high-dimensional regression coefficient matrix of GLRR and a dynamic factor model to model the high-dimensional covariance matrix of brain imaging phenotypes. Local…

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Some Comments on Copula-Based Regression

关于基于 Copula 的回归的若干评论

In a recent article, Noh, El Ghouch, and Bouezmarni proposed a new semiparametric estimate of a regression function with a multivariate predictor, which is based on a specification of the dependence structure between the predictor and the response by means of a parametric copula. This comment investigates the effect which occurs under misspecification of the parametric model. We demonstrate by means of several examples that even for a one or two-dimensional predictor the…

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Causal Inference for fMRI Time Series Data With Systematic Errors of Measurement in a Balanced On/Off Study of Social Evaluative Threat

平衡开关实验中含系统测量误差的 fMRI 时间序列因果推断

Functional magnetic resonance imaging (fMRI) has facilitated major advances in understanding human brain function. Neuroscientists are interested in using fMRI to study the effects of external stimuli on brain activity and causal relationships among brain regions, but have not stated what is meant by causation or defined the effects they purport to estimate. Building on Rubin's causal model, we construct a framework for causal inference using blood oxygenation level…

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Multivariate Analysis of Longitudinal Ordinal Data With Mixed Effects Models, With Application to Clinical Outcomes in Osteoarthritis

纵向有序数据的多元混合效应分析及骨关节炎临床应用

Our objective was to evaluate the efficacy of robenacoxib in osteoarthritic dogs using four ordinal responses measured repeatedly over time. We propose a multivariate probit mixed effects model to describe the joint evolution of endpoints and to evidence the intrinsic correlations between responses that are not due to treatment effect. Maximum likelihood computation is intractable within reasonable time frames. We therefore use a pairwise modeling approach in combination…

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Estimating Ocean Circulation: An MCMC Approach With Approximated Likelihoods via the Bernoulli Factory

海洋环流估计:借助伯努利工厂与似然估计的MCMC方法

We provide a Bayesian analysis of ocean circulation based on data collected in the South Atlantic Ocean. The analysis incorporates a reaction-diffusion partial differential equation that is not solvable in closed form. This leads to an intractable likelihood function. We describe a novel Markov chain Monte Carlo approach that does not require a likelihood evaluation. Rather, we use unbiased estimates of the likelihood and a Bernoulli factory to decide whether or not proposed…

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Identifying Genetic Variants for Addiction via Propensity Score Adjusted Generalized Kendall’s Tau

利用倾向得分调整的广义 Kendall’s Tau 识别成瘾遗传变异

Identifying replicable genetic variants for addiction has been extremely challenging. Besides the common difficulties with genome-wide association studies (GWAS), environmental factors are known to be critical to addiction, and comorbidity is widely observed. Despite the importance of environmental factors and comorbidity for addiction study, few GWAS analyses adequately considered them due to the limitations of the existing statistical methods. Although parametric methods…

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Mechanistic Hierarchical Gaussian Processes

融合机理信息的层级高斯过程

The statistics literature on functional data analysis focuses primarily on flexible black-box approaches, which are designed to allow individual curves to have essentially any shape while characterizing variability. Such methods typically cannot incorporate mechanistic information, which is commonly expressed in terms of differential equations. Motivated by studies of muscle activation, we propose a nonparametric Bayesian approach that takes into account mechanistic…

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Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle

基于最小描述长度原则的分段分位数回归模型选择

This article proposes new model-fitting techniques for quantiles of an observed data sequence, including methods for data segmentation and variable selection. The main contribution, however, is in providing a means to perform these two tasks simultaneously. This is achieved by matching the data with the best-fitting piecewise quantile regression model, where the fit is determined by a penalization derived from the minimum description length principle. The resulting…

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Generalized Gaussian Process Regression Model for Non-Gaussian Functional Data

非高斯函数型数据的广义高斯过程回归

In this article, we propose a generalized Gaussian process concurrent regression model for functional data, where the functional response variable has a binomial, Poisson, or other non-Gaussian distribution from an exponential family, while the covariates are mixed functional and scalar variables. The proposed model offers a nonparametric generalized concurrent regression method for functional data with multidimensional covariates, and provides a natural framework on…

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Filtering With Heavy Tails

厚尾噪声下的滤波

An unobserved components model in which the signal is buried in noise that is non-Gaussian may throw up observations that, when judged by the Gaussian yardstick, are outliers. We describe an observation-driven model, based on a conditional Student’s t-distribution, which is tractable and retains some of the desirable features of the linear Gaussian model. Letting the dynamics be driven by the score of the conditional distribution leads to a specification that is not only…

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Testing Second-Order Dynamics for Autoregressive Processes in Presence of Time-Varying Variance

时变方差下自回归过程二阶动态的检验

This article considers the volatility modeling for autoregressive univariate time series. A benchmark approach is the stationary autoregressive conditional heteroscedasticity (ARCH) model of Engle. Motivated by real data evidence, processes with nonconstant unconditional variance and ARCH effects have been recently introduced. We take into account this type of nonstationarity in variance and propose simple testing procedures for ARCH effects. Adaptive McLeod and Li’s…

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Targeted Local Support Vector Machine for Age-Dependent Classification

用于年龄依赖分类的针对性局部支持向量机

We develop methods to accurately predict whether pre-symptomatic individuals are at risk of a disease based on their various marker profiles, which offers an opportunity for early intervention well before definitive clinical diagnosis. For many diseases, existing clinical literature may suggest the risk of disease varies with some markers of biological and etiological importance, for example age. To identify effective prediction rules using nonparametric decision functions,…

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Spatially Varying Coefficient Model for Neuroimaging Data With Jump Discontinuities

具有跳跃不连续性的神经影像空间变系数模型

Motivated by recent work on studying massive imaging data in various neuroimaging studies, we propose a novel spatially varying coefficient model (SVCM) to capture the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) with a set of covariates. Two stylized features of neuorimaging data are the presence of multiple piecewise smooth regions with unknown edges and jumps and substantial spatial correlations. To specifically account…

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On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis

统计网络的加性半图模型及其通路分析应用

We introduce a nonparametric method for estimating non-gaussian graphical models based on a new statistical relation called additive conditional independence, which is a three-way relation among random vectors that resembles the logical structure of conditional independence. Additive conditional independence allows us to use one-dimensional kernel regardless of the dimension of the graph, which not only avoids the curse of dimensionality but also simplifies computation. It…

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Functional Principal Component Analysis of Spatiotemporal Point Processes With Applications in Disease Surveillance

时空点过程的函数主成分分析及疾病监测应用

In disease surveillance applications, the disease events are modeled by spatio-temporal point processes. We propose a new class of semiparametric generalized linear mixed model for such data, where the event rate is related to some known risk factors and some unknown latent random effects. We model the latent spatio-temporal process as spatially correlated functional data, and propose Poisson maximum likelihood and composite likelihood methods based on spline approximations…

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Interaction Screening for Ultrahigh-Dimensional Data

超高维数据的交互项筛选

In ultrahigh-dimensional data analysis, it is extremely challenging to identify important interaction effects, and a top concern in practice is computational feasibility. For a dataset with n observations and p predictors, the augmented design matrix including all linear and order-2 terms is of size n × (p2 + 3p)/2. When p is large, say more than tens of hundreds, the number of interactions is enormous and beyond the capacity of standard machines and software tools for…

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Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening

鞅差相关及其在高维变量筛选中的应用

In this article, we propose a new metric, the so-called martingale difference correlation, to measure the departure of conditional mean independence between a scalar response variable V and a vector predictor variable U. Our metric is a natural extension of distance correlation proposed by Székely, Rizzo, and Bahirov, which is used to measure the dependence between V and U. The martingale difference correlation and its empirical counterpart inherit a number of desirable…

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Multiply Robust Estimation in Regression Analysis With Missing Data

缺失数据回归中的多重稳健估计

Doubly robust estimators are widely used in missing-data analysis. They provide double protection on estimation consistency against model misspecifications. However, they allow only a single model for the missingness mechanism and a single model for the data distribution, and the assumption that one of these two models is correctly specified is restrictive in practice. For regression analysis with possibly missing outcome, we propose an estimation method that allows multiple…

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Inference From Intrinsic Bayes’ Procedures Under Model Selection and Uncertainty

模型选择与不确定性下的内在贝叶斯推断

In this article, we present a fully coherent and consistent objective Bayesian analysis of the linear regression model using intrinsic priors. The intrinsic prior is a scaled mixture of g-priors and promotes shrinkage toward the subspace defined by a base (or null) model. While it has been established that the intrinsic prior provides consistent model selectors across a range of models, the posterior distribution of the model parameters has not previously been investigated.…

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Efficient R-Estimation of Principal and Common Principal Components

主成分与共同主成分的高效秩估计

We propose rank-based estimators of principal components, both in the one-sample and, under the assumption of common principal components, in the m-sample cases. Those estimators are obtained via a rank-based version of Le Cam’s one-step method, combined with an estimation of cross-information quantities. Under arbitrary elliptical distributions with, in the m-sample case, possibly heterogeneous radial densities, those R-estimators remain root-n consistent and asymptotically…

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The Sparse MLE for Ultrahigh-Dimensional Feature Screening

用于超高维特征筛选的稀疏最大似然估计

Feature selection is fundamental for modeling the high dimensional data, where the number of features can be huge and much larger than the sample size. Since the feature space is so large, many traditional procedures become numerically infeasible. It is hence essential to first remove most apparently non-influential features before any elaborative analysis. Recently, several procedures have been developed for this purpose, which include the sure-independent-screening (SIS)…

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Adaptive Confidence Bands for Nonparametric Regression Functions

非参数回归函数的自适应置信带

A new formulation for the construction of adaptive confidence bands in non-parametric function estimation problems is proposed. Confidence bands are constructed which have size that adapts to the smoothness of the function while guaranteeing that both the relative excess mass of the function lying outside the band and the measure of the set of points where the function lies outside the band are small. It is shown that the bands adapt over a maximum range of Lipschitz…

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Weighted M -statistics With Superior Design Sensitivity in Matched Observational Studies With Multiple Controls

多对照匹配观察研究中具有更高设计敏感度的加权 M 统计量

In a nonrandomized or observational study, a weak association between receipt of the treatment and an outcome may be explained not as effects caused by the treatment but rather by a small bias in the assignment of individuals to treatment or control; however, a strong association may be explained as noncausal only by a large bias. The strength of the association between treatment and outcome is not uniform across the data from a study, and this motivates giving greater…

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