Multivariate functional response regression, with application to fluorescence spectroscopy in a cervical pre-cancer study.

Many scientific studies measure different types of high-dimensional signals or images from the same subject, producing multivariate functional data. These functional measurements carry different types of information about the scientific process, and a joint analysis that integrates information across them may provide new insights into the underlying mechanism for the phenomenon under study. Motivated by fluorescence spectroscopy data in a cervical pre-cancer study, a multivariate functional response regression model is proposed, which treats multivariate functional observations as responses and a common set of covariates as predictors. This novel modeling framework simultaneously accounts for correlations between functional variables and potential multi-level structures in data that are induced by experimental design. The model is fitted by performing a two-stage linear transformation-a basis expansion to each functional variable followed by principal component analysis for the concatenated basis coefficients. This transformation effectively reduces the intra-and inter-function correlations and facilitates fast and convenient calculation. A fully Bayesian approach is adopted to sample the model parameters in the transformed space, and posterior inference is performed after inverse-transforming the regression coefficients back to the original data domain. The proposed approach produces functional tests that flag local regions on the functional effects, while controlling the overall experiment-wise error rate or false discovery rate. It also enables functional discriminant analysis through posterior predictive calculation. Analysis of the fluorescence spectroscopy data reveals local regions with differential expressions across the pre-cancer and normal samples. These regions may serve as biomarkers for prognosis and disease assessment.

A comparison of strategies for analyzing dichotomous outcomes in genome-wide association studies with general pedigrees.

Genome-wide association studies (GWAS) have been frequently conducted on general or isolated populations with related individuals. However, there is a lack of consensus on which strategy is most appropriate for analyzing dichotomous phenotypes in general pedigrees. Using simulation studies, we compared several strategies including generalized estimating equations (GEE) strategies with various working correlation structures, generalized linear mixed model (GLMM), and a variance component strategy (denoted LMEBIN) that treats dichotomous outcomes as continuous with special attentions to their performance with rare variants, rare diseases, and small sample sizes. In our simulations, when the sample size is not small, for type I error, only GEE and LMEBIN maintain nominal type I error in most cases with exceptions for GEE with very rare disease and genetic variants. GEE and LMEBIN have similar statistical power and slightly outperform GLMM when the prevalence is low. In terms of computational efficiency, GEE with sandwich variance estimator outperforms GLMM and LMEBIN. We apply the strategies to GWAS of gout in the Framingham Heart Study. Based on our results, we would recommend using GEE ind-san in the GWAS for common variants and GEE ind-fij or LMEBIN for rare variants for GWAS of dichotomous outcomes with general pedigrees.

Semiparametric Regression Pursuit.

The semiparametric partially linear model allows flexible modeling of covariate effects on the response variable in regression. It combines the flexibility of nonparametric regression and parsimony of linear regression. The most important assumption in the existing methods for the estimation in this model is to assume a priori that it is known which covariates have a linear effect and which do not. However, in applied work, this is rarely known in advance. We consider the problem of estimation in the partially linear models without assuming a priori which covariates have linear effects. We propose a semiparametric regression pursuit method for identifying the covariates with a linear effect. Our proposed method is a penalized regression approach using a group minimax concave penalty. Under suitable conditions we show that the proposed approach is model-pursuit consistent, meaning that it can correctly determine which covariates have a linear effect and which do not with high probability. The performance of the proposed method is evaluated using simulation studies, which support our theoretical results. A real data example is used to illustrated the application of the proposed method.

Integrative analysis of multiple cancer prognosis studies with gene expression measurements.

Although in cancer research microarray gene profiling studies have been successful in identifying genetic variants predisposing to the development and progression of cancer, the identified markers from analysis of single datasets often suffer low reproducibility. Among multiple possible causes, the most important one is the small sample size hence the lack of power of single studies. Integrative analysis jointly considers multiple heterogeneous studies, has a significantly larger sample size, and can improve reproducibility. In this article, we focus on cancer prognosis studies, where the response variables are progression-free, overall, or other types of survival. A group minimax concave penalty (GMCP) penalized integrative analysis approach is proposed for analyzing multiple heterogeneous cancer prognosis studies with microarray gene expression measurements. An efficient group coordinate descent algorithm is developed. The GMCP can automatically accommodate the heterogeneity across multiple datasets, and the identified markers have consistent effects across multiple studies. Simulation studies show that the GMCP provides significantly improved selection results as compared with the existing meta-analysis approaches, intensity approaches, and group Lasso penalized integrative analysis. We apply the GMCP to four microarray studies and identify genes associated with the prognosis of breast cancer.

VARIABLE SELECTION AND ESTIMATION IN HIGH-DIMENSIONAL VARYING-COEFFICIENT MODELS.

Nonparametric varying coefficient models are useful for studying the time-dependent effects of variables. Many procedures have been developed for estimation and variable selection in such models. However, existing work has focused on the case when the number of variables is fixed or smaller than the sample size. In this paper, we consider the problem of variable selection and estimation in varying coefficient models in sparse, high-dimensional settings when the number of variables can be larger than the sample size. We apply the group Lasso and basis function expansion to simultaneously select the important variables and estimate the nonzero varying coefficient functions. Under appropriate conditions, we show that the group Lasso selects a model of the right order of dimensionality, selects all variables with the norms of the corresponding coefficient functions greater than certain threshold level, and is estimation consistent. However, the group Lasso is in general not selection consistent and tends to select variables that are not important in the model. In order to improve the selection results, we apply the adaptive group Lasso. We show that, under suitable conditions, the adaptive group Lasso has the oracle selection property in the sense that it correctly selects important variables with probability converging to one. In contrast, the group Lasso does not possess such oracle property. Both approaches are evaluated using simulation and demonstrated on a data example.

VARIABLE SELECTION IN NONPARAMETRIC ADDITIVE MODELS.

We consider a nonparametric additive model of a conditional mean function in which the number of variables and additive components may be larger than the sample size but the number of nonzero additive components is "small" relative to the sample size. The statistical problem is to determine which additive components are nonzero. The additive components are approximated by truncated series expansions with B-spline bases. With this approximation, the problem of component selection becomes that of selecting the groups of coefficients in the expansion. We apply the adaptive group Lasso to select nonzero components, using the group Lasso to obtain an initial estimator and reduce the dimension of the problem. We give conditions under which the group Lasso selects a model whose number of components is comparable with the underlying model, and the adaptive group Lasso selects the nonzero components correctly with probability approaching one as the sample size increases and achieves the optimal rate of convergence. The results of Monte Carlo experiments show that the adaptive group Lasso procedure works well with samples of moderate size. A data example is used to illustrate the application of the proposed method.

Consistent group selection in high-dimensional linear regression.

In regression problems where covariates can be naturally grouped, the group Lasso is an attractive method for variable selection since it respects the grouping structure in the data. We study the selection and estimation properties of the group Lasso in high-dimensional settings when the number of groups exceeds the sample size. We provide sufficient conditions under which the group Lasso selects a model whose dimension is comparable with the underlying model with high probability and is estimation consistent. However, the group Lasso is, in general, not selection consistent and also tends to select groups that are not important in the model. To improve the selection results, we propose an adaptive group Lasso method which is a generalization of the adaptive Lasso and requires an initial estimator. We show that the adaptive group Lasso is consistent in group selection under certain conditions if the group Lasso is used as the initial estimator.