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Motivated by mobile devices that record data at a high frequency, we propose a new methodological framework for analyzing a semi-parametric regression model that allow us to study a nonlinear relationship between a scalar response and multiple functional predictors in the presence of scalar covariates. Utilizing functional principal component analysis (FPCA) and the least-squares kernel machine method (LSKM), we are able to substantially extend the framework of semi-parametric regression models of scalar responses on scalar predictors by allowing multiple functional predictors to enter the nonlinear model. Regularization is established for feature selection in the setting of reproducing kernel Hilbert spaces. Our method performs simultaneously model fitting and variable selection on functional features. For the implementation, we propose an effective algorithm to solve related optimization problems in that iterations take place between both linear mixed-effects models and a variable selection method (e.g., sparse group lasso). We show algorithmic convergence results and theoretical guarantees for the proposed methodology. We illustrate its performance through simulation experiments and an analysis of accelerometer data.
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Bayesian network-guided sparse regression with flexible varying effects
ABSTRACT In this paper, we propose Varying Effects Regression with Graph Estimation (VERGE), a novel Bayesian method for feature selection in regression. Our model has key aspects that allow it to leverage the complex structure of data sets arising from genomics or imaging studies. We distinguish between the predictors, which are the features utilized in the outcome prediction model, and the subject-level covariates, which modulate the effects of the predictors on the outcome. We construct a varying coefficients modeling framework where we infer a network among the predictor variables and utilize this network information to encourage the selection of related predictors. We employ variable selection spike-and-slab priors that enable the selection of both network-linked predictor variables and covariates that modify the predictor effects. We demonstrate through simulation studies that our method outperforms existing alternative methods in terms of both feature selection and predictive accuracy. We illustrate VERGE with an application to characterizing the influence of gut microbiome features on obesity, where we identify a set of microbial taxa and their ecological dependence relations. We allow subject-level covariates, including sex and dietary intake variables to modify the coefficients of the microbiome predictors, providing additional insight into the interplay between these factors.
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- PAR ID:
- 10547740
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- Biometrics
- Volume:
- 80
- Issue:
- 4
- ISSN:
- 0006-341X
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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