skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


Title: Wasserstein regression with empirical measures and density estimation for sparse data
Abstract The problem of modeling the relationship between univariate distributions and one or more explanatory variables lately has found increasing interest. Existing approaches proceed by substituting proxy estimated distributions for the typically unknown response distributions. These estimates are obtained from available data but are problematic when for some of the distributions only few data are available. Such situations are common in practice and cannot be addressed with currently available approaches, especially when one aims at density estimates. We show how this and other problems associated with density estimation such as tuning parameter selection and bias issues can be side-stepped when covariates are available. We also introduce a novel version of distribution-response regression that is based on empirical measures. By avoiding the preprocessing step of recovering complete individual response distributions, the proposed approach is applicable when the sample size available for each distribution varies and especially when it is small for some of the distributions but large for others. In this case, one can still obtain consistent distribution estimates even for distributions with only few data by gaining strength across the entire sample of distributions, while traditional approaches where distributions or densities are estimated individually fail, since sparsely sampled densities cannot be consistently estimated. The proposed model is demonstrated to outperform existing approaches through simulations and Environmental Influences on Child Health Outcomes data.  more » « less
Award ID(s):
2310450
PAR ID:
10553854
Author(s) / Creator(s):
;
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
More Like this
  1. Abstract Phenology is one of the most immediate responses to global climate change, but data limitations have made examining phenology patterns across greater taxonomic, spatial and temporal scales challenging. One significant opportunity is leveraging rapidly increasing data resources from digitized museum specimens and community science platforms, but this assumes reliable statistical methods are available to estimate phenology using presence‐only data. Estimating the onset or offset of key events is especially difficult with incidental data, as lower data densities occur towards the tails of an abundance distribution.The Weibull distribution has been recognized as an appropriate distribution to estimate phenology based on presence‐only data, but Weibull‐informed estimators are only available for onset and offset. We describe the mathematical framework for a new Weibull‐parameterized estimator of phenology appropriate for any percentile of a distribution and make it available in anrpackage,phenesse. We use simulations and empirical data on open flower timing and first arrival of monarch butterflies to quantify the accuracy of our estimator and other commonly used phenological estimators for 10 phenological metrics: onset, mean and offset dates, as well as the 1st, 5th, 10th, 50th, 90th, 95th and 99th percentile dates. Root mean squared errors and mean bias of the phenological estimators were calculated for different patterns of abundance and observation processes.Results show a general pattern of decay in performance of estimates when moving from mean estimates towards the tails of the seasonal abundance curve, suggesting that onset and offset continue to be the most difficult phenometrics to estimate. However, with simple phenologies and enough observations, our newly developed estimator can provide useful onset and offset estimates. This is especially true for the start of the season, when incidental observations may be more common.Our simulation demonstrates the potential of generating accurate phenological estimates from presence‐only data and guides the best use of estimators. The estimator that we developed, phenesse, is the least biased and has the lowest estimation error for onset estimates under most simulated and empirical conditions examined, improving the robustness of these estimates for phenological research. 
    more » « less
  2. Valencia, Alfonso (Ed.)
    Abstract Summary Peptide microarrays have emerged as a powerful technology in immunoproteomics as they provide a tool to measure the abundance of different antibodies in patient serum samples. The high dimensionality and small sample size of many experiments challenge conventional statistical approaches, including those aiming to control the false discovery rate (FDR). Motivated by limitations in reproducibility and power of current methods, we advance an empirical Bayesian tool that computes local FDR statistics and local false sign rate statistics when provided with data on estimated effects and estimated standard errors from all the measured peptides. As the name suggests, the MixTwice tool involves the estimation of two mixing distributions, one on underlying effects and one on underlying variance parameters. Constrained optimization techniques provide for model fitting of mixing distributions under weak shape constraints (unimodality of the effect distribution). Numerical experiments show that MixTwice can accurately estimate generative parameters and powerfully identify non-null peptides. In a peptide array study of rheumatoid arthritis, MixTwice recovers meaningful peptide markers in one case where the signal is weak, and has strong reproducibility properties in one case where the signal is strong. Availabilityand implementation MixTwice is available as an R software package https://cran.r-project.org/web/packages/MixTwice/. Supplementary information Supplementary data are available at Bioinformatics online. 
    more » « less
  3. Estimating and disentangling epistemic uncertainty, uncertainty that is reducible with more training data, and aleatoric uncertainty, uncertainty that is inherent to the task at hand, is critically important when applying machine learning to highstakes applications such as medical imaging and weather forecasting. Conditional diffusion models’ breakthrough ability to accurately and efficiently sample from the posterior distribution of a dataset now makes uncertainty estimation conceptually straightforward: One need only train and sample from a large ensemble of diffusion models. Unfortunately, training such an ensemble becomes computationally intractable as the complexity of the model architecture grows. In this work we introduce a new approach to ensembling, hyper-diffusion models (HyperDM), which allows one to accurately estimate both epistemic and aleatoric uncertainty with a single model. Unlike existing single-model uncertainty methods like Monte-Carlo dropout and Bayesian neural networks, HyperDM offers prediction accuracy on par with, and in some cases superior to, multi-model ensembles. Furthermore, our proposed approach scales to modern network architectures such as Attention U-Net and yields more accurate uncertainty estimates compared to existing methods. We validate our method on two distinct real-world tasks: x-ray computed tomography reconstruction and weather temperature forecasting. Source code is publicly available at https://github.com/matthewachan/hyperdm. 
    more » « less
  4. Summary Kernel two-sample tests have been widely used for multivariate data to test equality of distributions. However, existing tests based on mapping distributions into a reproducing kernel Hilbert space mainly target specific alternatives and do not work well for some scenarios when the dimension of the data is moderate to high due to the curse of dimensionality. We propose a new test statistic that makes use of a common pattern under moderate and high dimensions and achieves substantial power improvements over existing kernel two-sample tests for a wide range of alternatives. We also propose alternative testing procedures that maintain high power with low computational cost, offering easy off-the-shelf tools for large datasets. The new approaches are compared to other state-of-the-art tests under various settings and show good performance. We showcase the new approaches through two applications: the comparison of musks and nonmusks using the shape of molecules, and the comparison of taxi trips starting from John F. Kennedy airport in consecutive months. All proposed methods are implemented in an R package kerTests. 
    more » « less
  5. We propose a two-stage estimation procedure for a copula-based model with semi-competing risks data, where the non-terminal event is subject to dependent censoring by the terminal event, and both events are subject to independent censoring. With a copula-based model, the marginal survival functions of individual event times are specified by semiparametric transformation models, and the dependence between the bivariate event times is specified by a parametric copula function. For the estimation procedure, in the first stage, the parameters associated with the marginal of the terminal event are estimated using only the corresponding observed outcomes, and in the second stage, the marginal parameters for the non-terminal event time and the copula parameter are estimated together via maximizing a pseudo-likelihood function based on the joint distribution of the bivariate event times. We derived the asymptotic properties of the proposed estimator and provided an analytic variance estimator for inference. Through simulation studies, we showed that our approach leads to consistent estimates with less computational cost and more robustness than the one-stage procedure developed in Chen (2012), where all parameters were estimated simultaneously. In addition, our approach demonstrates more desirable finite-sample performances over another existing two-stage estimation method proposed in Zhu et al. (2021). An R package PMLE4SCR is developed to implement our proposed method. 
    more » « less