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Register a new userFor high-dimensional hierarchical models, consider exchangeability of effects across covariates instead of across datasets
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Hierarchical Bayesian methods enable information sharing across multiple related regression problems. While standard practice is to model regression parameters (effects) as (1) exchangeable across datasets and (2) correlated to differing degrees across covariates, we show that this approach exhibits poor statistical performance when the number of covariates exceeds the number of datasets. For instance, in statistical genetics, we might regress dozens of traits (defining datasets) for thousands of individuals (responses) on up to millions of genetic variants (covariates). When an analyst has more covariates than datasets, we argue that it is often more natural to instead model effects as (1) exchangeable across covariates and (2) correlated to differing degrees across datasets. To this end, we propose a hierarchical model expressing our alternative perspective. We devise an empirical Bayes estimator for learning the degree of correlation between datasets. We develop theory that demonstrates that our method outperforms the classic approach when the number of covariates dominates the number of datasets, and corroborate this result empirically on several high-dimensional multiple regression and classification problems.
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Though Gaussian graphical models have been widely used in many scientific fields, limited progress has been made to link graph structures to external covariates because of substantial challenges in theory and computation. We propose a Gaussian graphical regression model, which regresses both the mean and the precision matrix of a Gaussian graphical model on covariates. In the context of co-expression quantitative trait locus (QTL) studies, our framework facilitates estimation of both population- and subject-level gene regulatory networks, and detection of how subject-level networks vary with genetic variants and clinical conditions. Our framework accommodates high dimensional responses and covariates, and encourages covariate effects on both the mean and the precision matrix to be sparse. In particular for the precision matrix, we stipulate simultaneous sparsity, i.e., group sparsity and element-wise sparsity, on effective covariates and their effects on network edges, respectively. We establish variable selection consistency first under the case with known mean parameters and then a more challenging case with unknown means depending on external covariates, and show in both cases that the convergence rate of the estimated precision parameters is faster than that obtained by lasso or group lasso, a desirable property for the sparse group lasso estimation. The utility and efficacy of our proposed method is demonstrated through simulation studies and an application to a co-expression QTL study with brain cancer patients.
Neural networks have seen limited use in prediction for high-dimensional data with small sample sizes, because they tend to overfit and require tuning many more hyperparameters than existing off-the-shelf machine learning methods. With small modifications to the network architecture and training procedure, we show that dense neural networks can be a practical data analysis tool in these settings. The proposed method, Ensemble by Averaging Sparse-Input Hierarchical networks (EASIER-net), appropriately prunes the network structure by tuning only two L1-penalty parameters, one that controls the input sparsity and another that controls the number of hidden layers and nodes. The method selects variables from the true support if the irrelevant covariates are only weakly correlated with the response; otherwise, it exhibits a grouping effect, where strongly correlated covariates are selected at similar rates. On a collection of real-world datasets with different sizes, EASIER-net selected network architectures in a data-adaptive manner and achieved higher prediction accuracy than off-the-shelf methods on average.
Estimating causal effects for survival outcomes in the high-dimensional setting is an extremely important topic for many biomedical applications as well as areas of social sciences. We propose a new orthogonal score method for treatment effect estimation and inference that results in asymptotically valid confidence intervals assuming only good estimation properties of the hazard outcome model and the conditional probability of treatment. This guarantee allows us to provide valid inference for the conditional treatment effect under the high-dimensional additive hazards model under considerably more generality than existing approaches. In addition, we develop a new Hazards Difference (HDi), estimator. We showcase that our approach has double-robustness properties in high dimensions: with cross-fitting, the HDi estimate is consistent under a wide variety of treatment assignment models; the HDi estimate is also consistent when the hazards model is misspecified and instead the true data generating mechanism follows a partially linear additive hazards model. We further develop a novel sparsity doubly robust result, where either the outcome or the treatment model can be a fully dense high-dimensional model. We apply our methods to study the treatment effect of radical prostatectomy versus conservative management for prostate cancer patients using the SEER-Medicare Linked Data.
Evidence from animal models and epidemiological studies has linked prenatal alcohol exposure (PAE) to a broad range of long-term cognitive and behavioral deficits. However, there is virtually no information in the scientific literature regarding the levels of PAE associated with an increased risk of clinically significant adverse effects. During the period from 1975-1993, several prospective longitudinal cohort studies were conducted in the U.S., in which maternal reports regarding alcohol use were obtained during pregnancy and the cognitive development of the offspring was assessed from early childhood through early adulthood. The sample sizes in these cohorts did not provide sufficient power to examine effects associated with different levels and patterns of PAE. To address this critical public health issue, we have developed a hierarchical meta-analysis to synthesize information regarding the effects of PAE on cognition, integrating data on multiple endpoints from six U.S. longitudinal cohort studies. Our approach involves estimating the dose-response coefficients for each endpoint and then pooling these correlated dose-response coefficients to obtain an estimated `global effect of exposure on cognition. In the first stage, we use individual participant data to derive estimates of the effects of PAE by fitting regression models that adjust for potential confounding variables using propensity scores. The correlation matrix characterizing the dependence between the endpoint-specific dose-response coefficients estimated within each cohort is then run, while accommodating incomplete information on some endpoints. We also compare and discuss inferences based on the proposed approach to inferences based on a full multivariate analysis
Differentiating multivariate dynamic signals is a difficult learning problem as the feature space may be large yet often only a few training examples are available. Traditional approaches to this problem either proceed from handcrafted features or require large datasets to combat the m >> n problem. In this paper, we show that the source of the problem---signal dynamics---can be used to our advantage and noticeably improve classification performance on a range of discrimination tasks when training data is scarce. We demonstrate that self-supervised pre-training guided by signal dynamics produces embedding that generalizes across tasks, datasets, data collection sites, and data distributions. We perform an extensive evaluation of this approach on a range of tasks including simulated data, keyword detection problem, and a range of functional neuroimaging data, where we show that a single embedding learnt on healthy subjects generalizes across a number of disorders, age groups, and datasets.
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