An official website of the United States government
Summary Structural learning of Gaussian graphical models in the presence of latent variables has long been a challenging problem. Chandrasekaran et al. (2012) proposed a convex program for estimating a sparse graph plus a low-rank term that adjusts for latent variables; however, this approach poses challenges from both computational and statistical perspectives. We propose an alternative, simple solution: apply a hard-thresholding operator to existing graph selection methods. Conceptually simple and computationally attractive, the approach of thresholding the graphical lasso is shown to be graph selection consistent in the presence of latent variables under a simpler minimum edge strength condition and at an improved statistical rate. The results are extended to estimators for thresholded neighbourhood selection and constrained $$\ell_{1}$$-minimization for inverse matrix estimation as well. We show that our simple thresholded graph estimators yield stronger empirical results than existing methods for the latent variable graphical model problem, and we apply them to a neuroscience case study on estimating functional neural connections.
more »
« less
Efficient interaction selection for clustered data via stagewise generalized estimating equations
Abstract Model selection in the presence of interaction terms is challenging as the final model must maintain a hierarchy between main effects and interaction terms. This work presents two stagewise estimation approaches to appropriately select models with interaction terms that can utilize generalized estimating equations to model clustered data. The first proposed technique is a hierarchical lasso stagewise estimating equations approach, which is shown to directly correspond to the hierarchical lasso penalized regression. The second is a stagewise active set approach, which enforces the variable hierarchy by conforming the selection to a properly growing active set in each stagewise estimation step. The effectiveness in interaction selection and the superior computational efficiency of the proposed techniques are assessed in simulation studies. The new methods are applied to a study of hospitalization rates attributed to suicide attempts among 15 to 19 year old at the school district level in Connecticut.
more »
« less
- Award ID(s):
- 1718798
- PAR ID:
- 10455196
- Publisher / Repository:
- Wiley Blackwell (John Wiley & Sons)
- Date Published:
- Journal Name:
- Statistics in Medicine
- Volume:
- 39
- Issue:
- 22
- ISSN:
- 0277-6715
- Format(s):
- Medium: X Size: p. 2855-2868
- Size(s):
- p. 2855-2868
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
We consider the problem of estimating the structure of an undirected weighted sparse graph underlying a set of signals, exploiting both smoothness of the signals as well as their statistics. We augment the objective function of Kalofolias (2016) which is motivated by a signal smoothness viewpoint and imposes a Laplacian constraint, with a penalized log-likelihood objective function with a lasso constraint, motivated from a statistical viewpoint. Both of these objective functions are designed for estimation of sparse graphs. An alternating direction method of multipliers (ADMM) algorithm is presented to optimize the augmented objective function. Numerical results based on synthetic data show that the proposed approach improves upon Kalofolias (2016) in estimating the inverse covariance, and improves upon graphical lasso in estimating the graph topology. We also implement an adaptive version of the proposed algorithm following adaptive lasso of Zou (2006), and empirically show that it leads to further improvement in performance.more » « less
-
Loh, Po-Ling (Ed.)When data are distributed across multiple sites or machines rather than centralized in one location, researchers face the challenge of extracting meaningful information without directly sharing individual data points. While there are many distributed methods for point estimation using sparse regression, few options are available for estimating uncertainties or conducting hypothesis tests based on the estimated sparsity. In this paper, we introduce a procedure for performing selective inference with distributed data. We consider a scenario where each local machine solves a lasso problem and communicates the selected predictors to a central machine. The central machine then aggregates these selected predictors to form a generalized linear model (GLM). Our goal is to provide valid inference for the selected GLM while reusing data that have been used in the model selection process. Our proposed procedure only requires low-dimensional summary statistics from local machines, thus keeping communication costs low and preserving the privacy of individual data sets. Furthermore, this procedure can be applied in scenarios where model selection is repeatedly conducted on randomly subsampled data sets, addressing the p-value lottery problem linked with model selection. We demonstrate the effectiveness of our approach through simulations and an analysis of a medical data set on ICU admissions.more » « less
-
Abstract Establishing the invariance property of an instrument (e.g., a questionnaire or test) is a key step for establishing its measurement validity. Measurement invariance is typically assessed by differential item functioning (DIF) analysis, i.e., detecting DIF items whose response distribution depends not only on the latent trait measured by the instrument but also on the group membership. DIF analysis is confounded by the group difference in the latent trait distributions. Many DIF analyses require knowing several anchor items that are DIF-free in order to draw inferences on whether each of the rest is a DIF item, where the anchor items are used to identify the latent trait distributions. When no prior information on anchor items is available, or some anchor items are misspecified, item purification methods and regularized estimation methods can be used. The former iteratively purifies the anchor set by a stepwise model selection procedure, and the latter selects the DIF-free items by a LASSO-type regularization approach. Unfortunately, unlike the methods based on a correctly specified anchor set, these methods are not guaranteed to provide valid statistical inference (e.g., confidence intervals andp-values). In this paper, we propose a new method for DIF analysis under a multiple indicators and multiple causes (MIMIC) model for DIF. This method adopts a minimal$$L_1$$ norm condition for identifying the latent trait distributions. Without requiring prior knowledge about an anchor set, it can accurately estimate the DIF effects of individual items and further draw valid statistical inferences for quantifying the uncertainty. Specifically, the inference results allow us to control the type-I error for DIF detection, which may not be possible with item purification and regularized estimation methods. We conduct simulation studies to evaluate the performance of the proposed method and compare it with the anchor-set-based likelihood ratio test approach and the LASSO approach. The proposed method is applied to analysing the three personality scales of the Eysenck personality questionnaire-revised (EPQ-R).more » « less
-
Martelli, Pier Luigi (Ed.)Abstract MotivationThere is a growing interest in longitudinal omics data paired with some longitudinal clinical outcome. Given a large set of continuous omics variables and some continuous clinical outcome, each measured for a few subjects at only a few time points, we seek to identify those variables that co-vary over time with the outcome. To motivate this problem we study a dataset with hundreds of urinary metabolites along with Tuberculosis mycobacterial load as our clinical outcome, with the objective of identifying potential biomarkers for disease progression. For such data clinicians usually apply simple linear mixed effects models which often lack power given the low number of replicates and time points. We propose a penalized regression approach on the first differences of the data that extends the lasso + Laplacian method [Li and Li (Network-constrained regularization and variable selection for analysis of genomic data. Bioinformatics 2008;24:1175–82.)] to a longitudinal group lasso + Laplacian approach. Our method, PROLONG, leverages the first differences of the data to increase power by pairing the consecutive time points. The Laplacian penalty incorporates the dependence structure of the variables, and the group lasso penalty induces sparsity while grouping together all contemporaneous and lag terms for each omic variable in the model. ResultsWith an automated selection of model hyper-parameters, PROLONG correctly selects target metabolites with high specificity and sensitivity across a wide range of scenarios. PROLONG selects a set of metabolites from the real data that includes interesting targets identified during EDA. Availability and implementationAn R package implementing described methods called “prolong” is available at https://github.com/stevebroll/prolong. Code snapshot available at 10.5281/zenodo.14804245.more » « less
