Bayesian Adaptive Lasso for the Partial Functional Linear Spatial Autoregressive Model

The Bayesian LASSO (BL) has been pointed out to be an effective approach to sparse model representation and successfully applied to quantitative trait loci (QTL) mapping and genomic breeding value (GBV) estimation using genome-wide dense sets of markers. However, the BL relies on a single parameter known as the regularization parameter to simultaneously control the overall model sparsity and the shrinkage of individual covariate effects. This may be idealistic when dealing with a large number of predictors whose effect sizes may differ by orders of magnitude. Here we propose the extended Bayesian LASSO (EBL) for QTL mapping and unobserved phenotype prediction, which introduces an additional level to the hierarchical specification of the BL to explicitly separate out these two model features. Compared to the adaptiveness of the BL, the EBL is "doubly adaptive" and thus, more robust to tuning. In simulations, the EBL outperformed the BL in regard to the accuracy of both effect size estimates and phenotypic value predictions, with comparable computational time. Moreover, the EBL proved to be less sensitive to tuning than the related Bayesian adaptive LASSO (BAL), which introduces locus-specific regularization parameters as well, but involves no mechanism for distinguishing between model sparsity and parameter shrinkage. Consequently, the EBL seems to point to a new direction for QTL mapping, phenotype prediction, and GBV estimation.

Variable selection is important in statistical inference. In health economics and management, count outcomes are frequently encountered and often have a large proportion of zeros, and these data change the relation between mean and variance in the Poisson distribution setting. In this paper, for the generalized Poisson hurdle model, which can flexibly fit zero-inflated data with dispersion characteristics, we propose a Bayesian adaptive lasso method to conduct a simultaneous variable selection and parameter estimation. Efficient MCMC methods are applied to carry out posterior sampling and inference. Moreover, we investigate the finite sample performance of the proposed method through a simulation study and apply it to analyze real-life data about doctor visits.

In this article, we consider variable selection of partially functional linear spatial autoregressive model with a diverging number of parameters, in which the explanatory variables include infinite dimensional predictor procedure, treated as functional data, and multiple real valued scalar variate. By combining series approximation method, two-stage least squares method and a class of non convex penalty function, we propose a variable selection method to simultaneously select significant explanatory variables in the parametric component and estimate the corresponding parameter related to spatial lag of the response variable. Under appropriate conditions, we derive the rate of convergence of the series estimator of the functional and parametric component, and show that the proposed variable selection method processes the oracle property. That is, it can estimate the zero components as exact zero with high probability, and estimate the non zero components as efficiently as if the true model was known beforehand. Simulation result show that our proposed variable selection method has better finite sample property.Notably, in the case where the correlation among the explanatory variables in the parametric component is low, the proposed variable selection method performs well. An application of the proposed variable selection method serves as a practical illustration.

This study examines the optimal selections of bandwidth and semi-metric for a functional partial linear model. Our proposed method begins by estimating the unknown error density using a kernel density estimator of residuals, where the regression function, consisting of parametric and nonparametric components, can be estimated by functional principal component and functional Nadayara-Watson estimators. The estimation accuracy of the regression function and error density crucially depends on the optimal estimations of bandwidth and semi-metric. A Bayesian method is utilized to simultaneously estimate the bandwidths in the regression function and kernel error density by minimizing the Kullback-Leibler divergence. For estimating the regression function and error density, a series of simulation studies demonstrate that the functional partial linear model gives improved estimation and forecast accuracies compared with the functional principal component regression and functional nonparametric regression. Using a spectroscopy dataset, the functional partial linear model yields better forecast accuracy than some commonly used functional regression models. As a by-product of the Bayesian method, a pointwise prediction interval can be obtained, and marginal likelihood can be used to select the optimal semi-metric.

Statistical inference for partially linear additive spatial autoregressive models

In this paper, we consider rank estimation for partial functional linear regression models based on functional principal component analysis. The proposed rank-based method is robust to outliers in the errors and highly efficient under a wide range of error distributions. The asymptotic properties of the resulting estimators are established under some regularity conditions. A simulation study conducted to investigate the finite sample performance of the proposed estimators shows that the proposed rank method performs well. Furthermore, the proposed methodology is illustrated by means of an analysis of the Berkeley growth data.

Checking the adequacy of functional linear quantile regression model

ABSTRACTThis article describes a full Bayesian treatment for simultaneous fixed-effect selection and parameter estimation in high-dimensional generalized linear mixed models. The approach consists of using a Bayesian adaptive Lasso penalty for signal-level adaptive shrinkage and a fast Variational Bayes scheme for estimating the posterior mode of the coefficients. The proposed approach offers several advantages over the existing methods, for example, the adaptive shrinkage parameters are automatically incorporated, no Laplace approximation step is required to integrate out the random effects. The performance of our approach is illustrated on several simulated and real data examples. The algorithm is implemented in the R package glmmvb and is made available online.

Hydrologic metrics have been used widely to quantify flow-ecology relationships; however, there are several challenges associated with their use, including the selection from a large number of available metrics and the limitation that metrics are a synthetic measure of a multi-dimensional flow regime. Using two case studies of fish species density and community composition, we illustrate the use of functional linear models to provide new insights into flow–ecology relationships and predict the expected impact of environmental flow scenarios, without relying on hydrologic metrics. The models identified statistically significant relationships to river flow over the 12 months prior to sampling (r2 range 36–67%) and an environmental flow scenario that may enhance native species’ densities while controlling a non-native species. Hydrologic metrics continue to play an important role in ecohydrology and environmental flow management; however, functional linear models provide an approach that overcomes some of the limitations associated with their use.Editor Z.W. Kundzewicz; Guest editor M. AcremanCitation Stewart-Koster, B., Olden, J.D., and Gido, K.B., 2014. Quantifying flow–ecology relationships with functional linear models. Hydrological Sciences Journal, 59 (3–4), 629–644.

The estimation of large functional and longitudinal data, which refers to the estimation of mean function, estimation of covariance function, and prediction of individual trajectory, is one of the most challenging problems in the field of high-dimensional statistics. Functional Principal Components Analysis (FPCA) and Functional Linear Mixed Model (FLMM) are two major statistical tools used to address the estimation of large functional and longitudinal data; however, the former suffers from a dramatically increasing computational burden while the latter does not have clear asymptotic properties. In this paper, we propose a computationally effective estimator of large functional and longitudinal data within the framework of FLMM, in which all the parameters can be automatically estimated. Under certain regularity assumptions, we prove that the mean function estimation and individual trajectory prediction reach the minimax lower bounds of all nonparametric estimations. Through numerous simulations and real data analysis, we show that our new estimator outperforms the traditional FPCA in terms of mean function estimation, individual trajectory prediction, variance estimation, covariance function estimation, and computational effectiveness.

Functional linear regression model with randomly censored data: Predicting conversion time to Alzheimer ’s disease

Meta-analysis of genetic data must account for differences among studies including study designs, markers genotyped, and covariates. The effects of genetic variants may differ from population to population, i.e., heterogeneity. Thus, meta-analysis of combining data of multiple studies is difficult. Novel statistical methods for meta-analysis are needed. In this article, functional linear models are developed for meta-analyses that connect genetic data to quantitative traits, adjusting for covariates. The models can be used to analyze rare variants, common variants, or a combination of the two. Both likelihood-ratio test (LRT) and F-distributed statistics are introduced to test association between quantitative traits and multiple variants in one genetic region. Extensive simulations are performed to evaluate empirical type I error rates and power performance of the proposed tests. The proposed LRT and F-distributed statistics control the type I error very well and have higher power than the existing methods of the meta-analysis sequence kernel association test (MetaSKAT). We analyze four blood lipid levels in data from a meta-analysis of eight European studies. The proposed methods detect more significant associations than MetaSKAT and the P-values of the proposed LRT and F-distributed statistics are usually much smaller than those of MetaSKAT. The functional linear models and related test statistics can be useful in whole-genome and whole-exome association studies.

Our work focuses on the functional linear model given by \(Y=\langle\theta,X\rangle+\epsilon,\) where Y and e are real random variables, X is a zero-mean random variable valued in a Hilbert space \((\mathcal{H},\langle\cdot,\cdot\rangle)\), and \(\theta\in\mathcal{H}\) is the fixed model parameter. Using an initial sample \(\{(X_i,Y_i)\}_{i=1}^n\), a bootstrap resampling \(Y_i^{*}=\langle\hat{\theta},X_i\rangle+\hat{\epsilon}_i^{*}\), \(i=1,\ldots,n\), is proposed, where \(\hat{\theta}\) is a general pilot estimator, and \(\hat{\epsilon}_i^{*}\) is a naive or wild bootstrap error. The obtained consistency of bootstrap allows us to calibrate distributions as \(P_X\{\sqrt{n}(\langle\hat{\theta},x\rangle-\langle\theta,x\rangle)\leq y\}\) for a fixed x, where P X is the probability conditionally on \(\{X_i\}_{i=1}^n\). Different applications illustrate the usefulness of bootstrap for testing different hypotheses related with θ, and a brief simulation study is also presented.

The purpose of this work was to develop and evaluate the accuracy of several predictive models of variation in tumor volume throughout the course of radiation therapy. Nineteen patients with oropharyngeal cancers were imaged daily with CT-on-rails for image-guided alignment per an institutional protocol. The daily volumes of 35 tumors in these 19 patients were determined and used to generate (1) a linear model in which tumor volume changed at a constant rate, (2) a general linear model that utilized the power fit relationship between the daily and initial tumor volumes, and (3) a functional general linear model that identified and exploited the primary modes of variation between time series describing the changing tumor volumes. Primary and nodal tumor volumes were examined separately. The accuracy of these models in predicting daily tumor volumes were compared with those of static and linear reference models using leave-one-out cross-validation. In predicting the daily volume of primary tumors, the general linear model and the functional general linear model were more accurate than the static reference model by 9.9% (range: -11.6%-23.8%) and 14.6% (range: -7.3%-27.5%), respectively, and were more accurate than the linear reference model by 14.2% (range: -6.8%-40.3%) and 13.1% (range: -1.5%-52.5%), respectively. In predicting the daily volume of nodal tumors, only the 14.4% (range: -11.1%-20.5%) improvement in accuracy of the functional general linear model compared to the static reference model was statistically significant. A general linear model and a functional general linear model trained on data from a small population of patients can predict the primary tumor volume throughout the course of radiation therapy with greater accuracy than standard reference models. These more accurate models may increase the prognostic value of information about the tumor garnered from pretreatment computed tomography images and facilitate improved treatment management.

A popular covariance scheme used for the spatial linear model in geostatistics has spherical form. However, the likelihood is not twice differentiable with respect to the range parameter, and this raises some questions regarding the unimodality of the likelihood. We compare the likelihoods of the spatial linear model for small samples under this scheme and the doubly geometric scheme. Also, a power covariance with range parameter is proposed. In view of potential multimodal likelihoods for small samples for this model, a convenient profile likelihood is introduced and studied.