Statistics and Computing最新文献

{"title":"Outcome-guided spike-and-slab Lasso Biclustering: A Novel Approach for Enhancing Biclustering Techniques for Gene Expression Analysis.","authors":"Luis A Vargas-Mieles, Paul D W Kirk, Chris Wallace","doi":"10.1007/s11222-025-10709-4","DOIUrl":"10.1007/s11222-025-10709-4","url":null,"abstract":"<p><p>Biclustering has gained interest in gene expression data analysis due to its ability to identify groups of samples that exhibit similar behaviour in specific subsets of genes (or vice versa), in contrast to traditional clustering methods that classify samples based on all genes. Despite advances, biclustering remains a challenging problem, even with cutting-edge methodologies. This paper introduces an extension of the recently proposed Spike-and-Slab Lasso Biclustering (SSLB) algorithm, termed Outcome-Guided SSLB (OG-SSLB), aimed at enhancing the identification of biclusters in gene expression analysis. Our proposed approach integrates disease outcomes into the biclustering framework through Bayesian profile regression. By leveraging additional clinical information, OG-SSLB improves the interpretability and relevance of the resulting biclusters. Comprehensive simulations and numerical experiments demonstrate that OG-SSLB achieves superior performance, with improved accuracy in estimating the number of clusters and higher consensus scores compared to the original SSLB method. Furthermore, OG-SSLB effectively identifies meaningful patterns and associations between gene expression profiles and disease states. These promising results demonstrate the effectiveness of OG-SSLB in advancing biclustering techniques, providing a powerful tool for uncovering biologically relevant insights. The OGSSLB software can be found as an R/C++ package at https://github.com/luisvargasmieles/OGSSLB.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 6","pages":"179"},"PeriodicalIF":1.8,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12394340/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144969714","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Extended fiducial inference for individual treatment effects via deep neural networks.","authors":"Sehwan Kim, Faming Liang","doi":"10.1007/s11222-025-10624-8","DOIUrl":"10.1007/s11222-025-10624-8","url":null,"abstract":"<p><p>Individual treatment effect estimation has gained significant attention in recent data science literature. This work introduces the Double Neural Network (Double-NN) method to address this problem within the framework of extended fiducial inference (EFI). In the proposed method, deep neural networks are used to model the treatment and control effect functions, while an additional neural network is employed to estimate their parameters. The universal approximation capability of deep neural networks ensures the broad applicability of this method. Numerical results highlight the superior performance of the proposed Double-NN method compared to the conformal quantile regression (CQR) method in individual treatment effect estimation. From the perspective of statistical inference, this work advances the theory and methodology for statistical inference of large models. Specifically, it is theoretically proven that the proposed method permits the model size to increase with the sample size <i>n</i> at a rate of <math><mrow><mi>O</mi> <mo>(</mo> <msup><mi>n</mi> <mi>ζ</mi></msup> <mo>)</mo></mrow> </math> for some <math><mrow><mn>0</mn> <mo>≤</mo> <mi>ζ</mi> <mo><</mo> <mn>1</mn></mrow> </math> , while still maintaining proper quantification of uncertainty in the model parameters. This result marks a significant improvement compared to the range <math><mrow><mn>0</mn> <mo>≤</mo> <mi>ζ</mi> <mo><</mo> <mfrac><mn>1</mn> <mn>2</mn></mfrac> </mrow> </math> required by the classical central limit theorem. Furthermore, this work provides a rigorous framework for quantifying the uncertainty of deep neural networks under the neural scaling law, representing a substantial contribution to the statistical understanding of large-scale neural network models.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s11222-025-10624-8.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 4","pages":"97"},"PeriodicalIF":1.8,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12085359/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144102739","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Bayesian shared parameter joint models for heterogeneous populations.","authors":"Sida Chen, Danilo Alvares, Marco Palma, Jessica K Barrett","doi":"10.1007/s11222-025-10647-1","DOIUrl":"10.1007/s11222-025-10647-1","url":null,"abstract":"<p><p>Joint models (JMs) for longitudinal and time-to-event data are an important class of biostatistical models in health and medical research. When the study population consists of heterogeneous subgroups, standard JMs may be inadequate, leading to misleading results or loss of information. Joint latent class models (JLCMs) and their variants have been proposed to incorporate latent class structures into JMs. JLCMs are useful for identifying latent subgroups, uncovering deeper insights into relationships between the outcomes, and improving prediction performance. We consider the problem of Bayesian inference for the generic form of JLCMs, which poses significant computational challenges due to the complex nature of the posterior distribution. We propose a new Bayesian inference framework to tackle these challenges. Our approach leverages state-of-the-art Markov chain Monte Carlo techniques and parallel computing for parameter estimation and model selection regarding the number of latent classes. Through a simulation study, we demonstrate the feasibility and superiority of our proposed method over the existing approach. Additionally, we provide practical guidance on model and prior specification, which has received little attention, to facilitate the implementation of such complex models. We illustrate our method using data from the PAQUID prospective cohort study, where the outcomes of interest include a longitudinal measurement of cognitive performance and time to dementia diagnosis. Our analysis provides deeper insights into the latent class characteristics underlying the study population.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s11222-025-10647-1.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 5","pages":"125"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12162714/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144302837","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Online Bayesian changepoint detection for network Poisson processes with community structure.","authors":"Joshua Corneck, Edward A K Cohen, James S Martin, Francesco Sanna Passino","doi":"10.1007/s11222-025-10606-w","DOIUrl":"10.1007/s11222-025-10606-w","url":null,"abstract":"<p><p>Network point processes often exhibit latent structure that govern the behaviour of the sub-processes. It is not always reasonable to assume that this latent structure is static, and detecting when and how this driving structure changes is often of interest. In this paper, we introduce a novel online methodology for detecting changes within the latent structure of a network point process. We focus on block-homogeneous Poisson processes, where latent node memberships determine the rates of the edge processes. We propose a scalable variational procedure which can be applied on large networks in an online fashion via a Bayesian forgetting factor applied to sequential variational approximations to the posterior distribution. The proposed framework is tested on simulated and real-world data, and it rapidly and accurately detects changes to the latent edge process rates, and to the latent node group memberships, both in an online manner. In particular, in an application on the Santander Cycles bike-sharing network in central London, we detect changes within the network related to holiday periods and lockdown restrictions between 2019 and 2020.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 3","pages":"75"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11968509/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143796525","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Efficient Likelihood-Based Temporal Changepoint Detection in Spatio-Temporal Processes.","authors":"Gaurav Agarwal, Idris A Eckley, Paul Fearnhead","doi":"10.1007/s11222-025-10745-0","DOIUrl":"10.1007/s11222-025-10745-0","url":null,"abstract":"<p><p>The rapid advancements of scalable methodologies have opened new avenues for analyzing complex spatio-temporal data, which is crucial in understanding dynamic environmental phenomena. This paper introduces a likelihood-based methodology for detecting abrupt changes in time in spatio-temporal processes, a field where traditional time series methods fall short. Unlike recent approaches, we do not make the unrealistic assumption that data is independent across changepoints. Instead, we use a recently proposed family of covariance models that allows nonstationarity in time, and we propose a Markov approximation to reduce the computational burden of calculating likelihoods under this model. We apply our method to two years of daily wind speed data from various synoptic weather stations in Ireland, identifying a significant changepoint on July 24, 2021, which aligns with a major shift in weather patterns. This application not only demonstrates the method's utility in handling spatio-temporal datasets but also showcases its potential in broader environmental and climatic studies, offering a scalable solution for analyzing changing patterns in spatial data over time.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 6","pages":"213"},"PeriodicalIF":1.8,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12534301/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"145329916","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Using prior-data conflict to tune Bayesian regularized regression models.","authors":"Timofei Biziaev, Karen Kopciuk, Thierry Chekouo","doi":"10.1007/s11222-025-10582-1","DOIUrl":"10.1007/s11222-025-10582-1","url":null,"abstract":"<p><p>In high-dimensional regression models, variable selection becomes challenging from a computational and theoretical perspective. Bayesian regularized regression via shrinkage priors like the Laplace or spike-and-slab prior are effective methods for variable selection in <math><mrow><mi>p</mi> <mo>></mo> <mi>n</mi></mrow> </math> scenarios provided the shrinkage priors are configured adequately. We propose an empirical Bayes configuration using checks for prior-data conflict: tests that assess whether there is disagreement in parameter information provided by the prior and data. We apply our proposed method to the Bayesian LASSO and spike-and-slab shrinkage priors in the linear regression model and assess the variable selection performance of our prior configurations through a high-dimensional simulation study. Additionally, we apply our method to proteomic data collected from patients admitted to the Albany Medical Center in Albany NY in April of 2020 with COVID-like respiratory issues. Simulation results suggest our proposed configurations may outperform competing models when the true regression effects are small.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s11222-025-10582-1.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 2","pages":"53"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11842445/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143484027","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"A new <i>p</i>-value based multiple testing procedure for generalized linear models.","authors":"Joseph Rilling, Cheng Yong Tang","doi":"10.1007/s11222-025-10600-2","DOIUrl":"10.1007/s11222-025-10600-2","url":null,"abstract":"<p><p>This study introduces a novel <i>p</i>-value-based multiple testing approach tailored for generalized linear models. Despite the crucial role of generalized linear models in statistics, existing methodologies face obstacles arising from the heterogeneous variance of response variables and complex dependencies among estimated parameters. Our aim is to address the challenge of controlling the false discovery rate (FDR) amidst arbitrarily dependent test statistics. Through the development of efficient computational algorithms, we present a versatile statistical framework for multiple testing. The proposed framework accommodates a range of tools developed for constructing a new model matrix in regression-type analysis, including random row permutations and Model-X knockoffs. We devise efficient computing techniques to solve the encountered non-trivial quadratic matrix equations, enabling the construction of paired <i>p</i>-values suitable for the two-step multiple testing procedure proposed by Sarkar and Tang (Biometrika 109(4): 1149-1155, 2022). Theoretical analysis affirms the properties of our approach, demonstrating its capability to control the FDR at a given level. Empirical evaluations further substantiate its promising performance across diverse simulation settings.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s11222-025-10600-2.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 3","pages":"69"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11911269/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143658683","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Estimation and model selection for finite mixtures of Tukey's <i>g</i>- &-<i>h</i> distributions.","authors":"Tingting Zhan, Misung Yi, Amy R Peck, Hallgeir Rui, Inna Chervoneva","doi":"10.1007/s11222-025-10596-9","DOIUrl":"10.1007/s11222-025-10596-9","url":null,"abstract":"<p><p>A finite mixture of distributions is a popular statistical model, which is especially meaningful when the population of interest may include distinct subpopulations. This work is motivated by analysis of protein expression levels quantified using immunofluorescence immunohistochemistry assays of human tissues. The distributions of cellular protein expression levels in a tissue often exhibit multimodality, skewness and heavy tails, but there is a substantial variability between distributions in different tissues from different subjects, while some of these mixture distributions include components consistent with the assumption of a normal distribution. To accommodate such diversity, we propose a mixture of 4-parameter Tukey's <i>g</i>- &-<i>h</i> distributions for fitting finite mixtures with both Gaussian and non-Gaussian components. Tukey's <i>g</i>- &-<i>h</i> distribution is a flexible model that allows variable degree of skewness and kurtosis in mixture components, including normal distribution as a particular case. Since the likelihood of the Tukey's <i>g</i>- &-<i>h</i> mixtures does not have a closed analytical form, we propose a quantile least Mahalanobis distance (QLMD) estimator for parameters of such mixtures. QLMD is an indirect estimator minimizing the Mahalanobis distance between the sample and model-based quantiles, and its asymptotic properties follow from the general theory of indirect estimation. We have developed a stepwise algorithm to select a parsimonious Tukey's <i>g</i>- &-<i>h</i> mixture model and implemented all proposed methods in the R package QuantileGH available on CRAN. A simulation study was conducted to evaluate performance of the Tukey's <i>g</i>- &-<i>h</i> mixtures and compare to performance of mixtures of skew-normal or skew-<i>t</i> distributions. The Tukey's <i>g</i>- &-<i>h</i> mixtures were applied to model cellular expressions of Cyclin D1 protein in breast cancer tissues, and resulting parameter estimates evaluated as predictors of progression-free survival.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 3","pages":"67"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11910465/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143650810","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Bayesian additive tree ensembles for composite quantile regressions.","authors":"Yaeji Lim, Ruijin Lu, Madeleine St Ville, Zhen Chen","doi":"10.1007/s11222-025-10711-w","DOIUrl":"10.1007/s11222-025-10711-w","url":null,"abstract":"<p><p>In this paper, we introduce a novel approach that integrates Bayesian additive regression trees (BART) with the composite quantile regression (CQR) framework, creating a robust method for modeling complex relationships between predictors and outcomes under various error distributions. Unlike traditional quantile regression, which focuses on specific quantile levels, our proposed method, composite quantile BART, offers greater flexibility in capturing the entire conditional distribution of the response variable. By leveraging the strengths of BART and CQR, the proposed method provides enhanced predictive performance, especially in the presence of heavy-tailed errors and non-linear covariate effects. Numerical studies confirm that the proposed composite quantile BART method generally outperforms classical BART, quantile BART, and composite quantile linear regression models in terms of RMSE, especially under heavy-tailed or contaminated error distributions. Notably, under contaminated normal errors, it reduces RMSE by approximately 17% compared to composite quantile regression, and by 27% compared to classical BART.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 6","pages":"175"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC12380950/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"144969678","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"funBIalign: a hierachical algorithm for functional motif discovery based on mean squared residue scores.","authors":"Jacopo Di Iorio, Marzia A Cremona, Francesca Chiaromonte","doi":"10.1007/s11222-024-10537-y","DOIUrl":"10.1007/s11222-024-10537-y","url":null,"abstract":"<p><p>Motif discovery is gaining increasing attention in the domain of functional data analysis. Functional motifs are typical \"shapes\" or \"patterns\" that recur multiple times in different portions of a single curve and/or in misaligned portions of multiple curves. In this paper, we define functional motifs using an additive model and we propose <i>funBIalign</i> for their discovery and evaluation. Inspired by clustering and biclustering techniques, <i>funBIalign</i> is a multi-step procedure which uses agglomerative hierarchical clustering with complete linkage and a functional distance based on mean squared residue scores to discover functional motifs, both in a single curve (e.g., time series) and in a set of curves. We assess its performance and compare it to other recent methods through extensive simulations. Moreover, we use <i>funBIalign</i> for discovering motifs in two real-data case studies; one on food price inflation and one on temperature changes.</p><p><strong>Supplementary information: </strong>The online version contains supplementary material available at 10.1007/s11222-024-10537-y.</p>","PeriodicalId":22058,"journal":{"name":"Statistics and Computing","volume":"35 1","pages":"11"},"PeriodicalIF":1.6,"publicationDate":"2025-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11632007/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142819226","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}