{"title":"Sparse functional linear models via calibrated concave-convex procedure","authors":"Young Joo Lee, Yongho Jeon","doi":"10.1007/s42952-023-00242-3","DOIUrl":null,"url":null,"abstract":"<p>In this paper, we propose a calibrated ConCave-Convex Procedure (CCCP) for variable selection in high-dimensional functional linear models. The calibrated CCCP approach for the Smoothly Clipped Absolute Deviation (SCAD) penalty is known to produce a consistent solution path with probability converging to one in linear models. We incorporate the SCAD penalty into function-on-scalar regression models and phrase them as a type of group-penalized estimation using a basis expansion approach. We then implement the calibrated CCCP method to solve the nonconvex group-penalized problem. For the tuning procedure, we use the Extended Bayesian Information Criterion (EBIC) to ensure consistency in high-dimensional settings. In simulation studies, we compare the performance of the proposed method with two existing convex-penalized estimators in terms of variable selection consistency and prediction accuracy. Lastly, we apply the method to the gene expression dataset for sparsely estimating the time-varying effects of transcription factors on the regulation of yeast cell cycle genes.</p>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1007/s42952-023-00242-3","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this paper, we propose a calibrated ConCave-Convex Procedure (CCCP) for variable selection in high-dimensional functional linear models. The calibrated CCCP approach for the Smoothly Clipped Absolute Deviation (SCAD) penalty is known to produce a consistent solution path with probability converging to one in linear models. We incorporate the SCAD penalty into function-on-scalar regression models and phrase them as a type of group-penalized estimation using a basis expansion approach. We then implement the calibrated CCCP method to solve the nonconvex group-penalized problem. For the tuning procedure, we use the Extended Bayesian Information Criterion (EBIC) to ensure consistency in high-dimensional settings. In simulation studies, we compare the performance of the proposed method with two existing convex-penalized estimators in terms of variable selection consistency and prediction accuracy. Lastly, we apply the method to the gene expression dataset for sparsely estimating the time-varying effects of transcription factors on the regulation of yeast cell cycle genes.