From differential abundance to mtGWAS: accurate and scalable methodology for metabolomics data with non-ignorable missing observations and latent factors
从差异丰度到代谢物全基因组关联:非可忽略缺失与潜在因子下的方法AI 解读 ↓
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从差异丰度到代谢物全基因组关联:非可忽略缺失与潜在因子下的方法AI 解读 ↓
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Metabolomics is the high-throughput study of small molecule metabolites. Besides offering novel biological insights, these data contain unique statistical challenges, the most glaring of which is the many non-ignorable missing metabolite observations. To address this issue, nearly all analysis pipelines first impute missing observations, and subsequently perform analyses with methods designed for complete data. While clearly erroneous, these pipelines provide key practical advantages not present in existing statistically rigorous methods, including using both observed and missing data to increase power, fast computation to support phenome- and genome-wide analyses, and streamlined estimates for factor models. To bridge this gap between statistical fidelity and practical utility, we developed MS-NIMBLE, a statistically rigorous and powerful suite of methods that offers all the practical benefits of imputation pipelines to perform phenome-wide differential abundance analyses, metabolite genome-wide association studies (mtGWAS), and factor analysis with non-ignorable missing data. Critically, we tailor MS-NIMBLE to perform differential abundance and mtGWAS in the presence of latent factors, which reduces biases and improves power. In addition to proving its statistical and computational efficiency, we demonstrate its superior performance using three real metabolomic datasets.
In this paper, we develop bootstrap methods for factor-augmented regressions with potentially weak common components, allowing signal eigenvalues to diverge at heterogeneous rates $N^{α_k}$, where $0<α_k\leq1$, $k=1,\ldots,r$. The regression estimator targets a rotation of the latent parameter vector that may be data dependent, while factor estimation can induce asymptotic bias. The proposed procedure directly constructs the rotation-specific target in the bootstrap world,…
Factor models for longitudinal data, where policy adoption is unconfounded with respect to a low-dimensional set of latent factor loadings, have become increasingly popular for causal inference. Most existing approaches, however, rely on a causal finite-sample approach or computationally intensive methods, limiting their applicability and external validity. In this paper, we propose a novel method for panel causal inference within a super-population framework, based on…
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矩阵值 CP 因子模型的识别问题与准极大似然估计
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高维近似因子时间序列模型的主成分分析:假设、渐近理论与识别
We consider estimation of large approximate factor models in high-dimensional panels of stationary time series using Principal Component Analysis (PCA). We review the key results establishing the necessary and sufficient conditions for consistency and asymptotic normality of the estimators, which hold when both the cross-sectional dimension $n$ and the sample size $T$ tend to infinity. Special emphasis is placed on identification. First, we show that the common and…