ترغب بنشر مسار تعليمي؟ اضغط هنا

Sparse group variable selection for gene-environment interactions in the longitudinal study

60   0   0.0 ( 0 )
 نشر من قبل Fei Zhou
 تاريخ النشر 2021
  مجال البحث الاحصاء الرياضي
والبحث باللغة English




اسأل ChatGPT حول البحث

Penalized variable selection for high dimensional longitudinal data has received much attention as accounting for the correlation among repeated measurements and providing additional and essential information for improved identification and prediction performance. Despite the success, in longitudinal studies the potential of penalization methods is far from fully understood for accommodating structured sparsity. In this article, we develop a sparse group penalization method to conduct the bi-level gene-environment (G$times$E) interaction study under the repeatedly measured phenotype. Within the quadratic inference function (QIF) framework, the proposed method can achieve simultaneous identification of main and interaction effects on both the group and individual level. Simulation studies have shown that the proposed method outperforms major competitors. In the case study of asthma data from the Childhood Asthma Management Program (CAMP), we conduct G$times$E study by using high dimensional SNP data as the Genetic factor and the longitudinal trait, forced expiratory volume in one second (FEV1), as phenotype. Our method leads to improved prediction and identification of main and interaction effects with important implications.



قيم البحث

اقرأ أيضاً

We develop a Bayesian methodology aimed at simultaneously estimating low-rank and row-sparse matrices in a high-dimensional multiple-response linear regression model. We consider a carefully devised shrinkage prior on the matrix of regression coeffic ients which obviates the need to specify a prior on the rank, and shrinks the regression matrix towards low-rank and row-sparse structures. We provide theoretical support to the proposed methodology by proving minimax optimality of the posterior mean under the prediction risk in ultra-high dimensional settings where the number of predictors can grow sub-exponentially relative to the sample size. A one-step post-processing scheme induced by group lasso penalties on the rows of the estimated coefficient matrix is proposed for variable selection, with default choices of tuning parameters. We additionally provide an estimate of the rank using a novel optimization function achieving dimension reduction in the covariate space. We exhibit the performance of the proposed methodology in an extensive simulation study and a real data example.
In the genomic era, the identification of gene signatures associated with disease is of significant interest. Such signatures are often used to predict clinical outcomes in new patients and aid clinical decision-making. However, recent studies have s hown that gene signatures are often not replicable. This occurrence has practical implications regarding the generalizability and clinical applicability of such signatures. To improve replicability, we introduce a novel approach to select gene signatures from multiple datasets whose effects are consistently non-zero and account for between-study heterogeneity. We build our model upon some rank-based quantities, facilitating integration over different genomic datasets. A high dimensional penalized Generalized Linear Mixed Model (pGLMM) is used to select gene signatures and address data heterogeneity. We compare our method to some commonly used strategies that select gene signatures ignoring between-study heterogeneity. We provide asymptotic results justifying the performance of our method and demonstrate its advantage in the presence of heterogeneity through thorough simulation studies. Lastly, we motivate our method through a case study subtyping pancreatic cancer patients from four gene expression studies.
104 - Stephane Guerrier 2015
Motivation: Gene selection has become a common task in most gene expression studies. The objective of such research is often to identify the smallest possible set of genes that can still achieve good predictive performance. The problem of assigning t umours to a known class is a particularly important example that has received considerable attention in the last ten years. Many of the classification methods proposed recently require some form of dimension-reduction of the problem. These methods provide a single model as an output and, in most cases, rely on the likelihood function in order to achieve variable selection. Results: We propose a prediction-based objective function that can be tailored to the requirements of practitioners and can be used to assess and interpret a given problem. The direct optimization of such a function can be very difficult because the problem is potentially discontinuous and nonconvex. We therefore propose a general procedure for variable selection that resembles importance sampling to explore the feature space. Our proposal compares favorably with competing alternatives when applied to two cancer data sets in that smaller models are obtained for better or at least comparable classification errors. Furthermore by providing a set of selected models instead of a single one, we construct a network of possible models for a target prediction accuracy level.
88 - Ray Bai 2020
We study estimation and variable selection in non-Gaussian Bayesian generalized additive models (GAMs) under a spike-and-slab prior for grouped variables. Our framework subsumes GAMs for logistic regression, Poisson regression, negative binomial regr ession, and gamma regression, and encompasses both canonical and non-canonical link functions. Under mild conditions, we establish posterior contraction rates and model selection consistency when $p gg n$. For computation, we propose an EM algorithm for obtaining MAP estimates in our model, which is available in the R package sparseGAM. We illustrate our method on both synthetic and real data sets.
In this article, we propose new Bayesian methods for selecting and estimating a sparse coefficient vector for skewed heteroscedastic response. Our novel Bayesian procedures effectively estimate the median and other quantile functions, accommodate non -local prior for regression effects without compromising ease of implementation via sampling based tools, and asymptotically select the true set of predictors even when the number of covariates increases in the same order of the sample size. We also extend our method to deal with some observations with very large errors. Via simulation studies and a re-analysis of a medical cost study with large number of potential predictors, we illustrate the ease of implementation and other practical advantages of our approach compared to existing methods for such studies.
التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا