Eugene Laska, Ziqiang Lin, Carole Siegel, Charles Marmar
{"title":"A treeless absolutely random forest with closed‐form estimators of expected proximities","authors":"Eugene Laska, Ziqiang Lin, Carole Siegel, Charles Marmar","doi":"10.1002/sam.11678","DOIUrl":"https://doi.org/10.1002/sam.11678","url":null,"abstract":"We introduce a simple variant of a purely random forest, called an absolute random forest (ARF) used for clustering. At <jats:italic>every node</jats:italic>, splits of units are determined by a randomly chosen feature and a random threshold drawn from a uniform distribution whose support, the range of the selected feature <jats:italic>in the root node</jats:italic>, does not change. This enables closed‐form estimators of parameters, such as pairwise proximities, to be obtained <jats:italic>without having to grow a forest</jats:italic>. The probabilistic structure corresponding to an ARF is called a treeless absolute random forest (TARF). With high probability, the algorithm will split units whose feature vectors are far apart and keep together units whose feature vectors are similar. Thus, the underlying structure of the data drives the growth of the tree. The expected value of pairwise proximities is obtained for three pathway functions. One, a <jats:italic>completely common pathway</jats:italic> function, is an indicator of whether a pair of units follow the same path from the root to the leaf node. The properties of TARF‐based proximity estimators for clustering and classification are compared to other methods in eight real‐world datasets and in simulations. Results show substantial performance and computing efficiencies of particular value for large datasets.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"37 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140593227","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Randomized multiarm bandits: An improved adaptive data collection method","authors":"Zhigen Zhao, Tong Wang, Bo Ji","doi":"10.1002/sam.11681","DOIUrl":"https://doi.org/10.1002/sam.11681","url":null,"abstract":"In many scientific experiments, multiarmed bandits are used as an adaptive data collection method. However, this adaptive process can lead to a dependence that renders many commonly used statistical inference methods invalid. An example of this is the sample mean, which is a natural estimator of the mean parameter but can be biased. This can cause test statistics based on this estimator to have an inflated type I error rate, and the resulting confidence intervals may have significantly lower coverage probabilities than their nominal values. To address this issue, we propose an alternative approach called randomized multiarm bandits (rMAB). This combines a randomization step with a chosen MAB algorithm, and by selecting the randomization probability appropriately, optimal regret can be achieved asymptotically. Numerical evidence shows that the bias of the sample mean based on the rMAB is much smaller than that of other methods. The test statistic and confidence interval produced by this method also perform much better than its competitors.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"207 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140571179","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Bayesian shrinkage models for integration and analysis of multiplatform high‐dimensional genomics data","authors":"Hao Xue, Sounak Chakraborty, Tanujit Dey","doi":"10.1002/sam.11682","DOIUrl":"https://doi.org/10.1002/sam.11682","url":null,"abstract":"With the increasing availability of biomedical data from multiple platforms of the same patients in clinical research, such as epigenomics, gene expression, and clinical features, there is a growing need for statistical methods that can jointly analyze data from different platforms to provide complementary information for clinical studies. In this paper, we propose a two‐stage hierarchical Bayesian model that integrates high‐dimensional biomedical data from diverse platforms to select biomarkers associated with clinical outcomes of interest. In the first stage, we use Expectation Maximization‐based approach to learn the regulating mechanism between epigenomics (e.g., gene methylation) and gene expression while considering functional gene annotations. In the second stage, we group genes based on the regulating mechanism learned in the first stage. Then, we apply a group‐wise penalty to select genes significantly associated with clinical outcomes while incorporating clinical features. Simulation studies suggest that our model‐based data integration method shows lower false positives in selecting predictive variables compared with existing method. Moreover, real data analysis based on a glioblastoma (GBM) dataset reveals our method's potential to detect genes associated with GBM survival with higher accuracy than the existing method. Moreover, most of the selected biomarkers are crucial in GBM prognosis as confirmed by existing literature.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"8 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140603167","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Isaac Michaud, Michael Grosskopf, Jesson Hutchinson, Scott Vander Wiel
{"title":"Expert‐in‐the‐loop design of integral nuclear data experiments","authors":"Isaac Michaud, Michael Grosskopf, Jesson Hutchinson, Scott Vander Wiel","doi":"10.1002/sam.11677","DOIUrl":"https://doi.org/10.1002/sam.11677","url":null,"abstract":"Nuclear data are fundamental inputs to radiation transport codes used for reactor design and criticality safety. The design of experiments to reduce nuclear data uncertainty has been a challenge for many years, but advances in the sensitivity calculations of radiation transport codes within the last two decades have made optimal experimental design possible. The design of integral nuclear experiments poses numerous challenges not emphasized in classical optimal design, in particular, constrained design spaces (in both a statistical and engineering sense), severely under‐determined systems, and optimality uncertainty. We present a design pipeline to optimize critical experiments that uses constrained Bayesian optimization within an iterative expert‐in‐the‐loop framework. We show a successfully completed experiment campaign designed with this framework that involved two critical configurations and multiple measurements that targeted compensating errors in <jats:sup>239</jats:sup>Pu nuclear data.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"46 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570932","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Hub‐aware random walk graph embedding methods for classification","authors":"Aleksandar Tomčić, Miloš Savić, Miloš Radovanović","doi":"10.1002/sam.11676","DOIUrl":"https://doi.org/10.1002/sam.11676","url":null,"abstract":"In the last two decades, we are witnessing a huge increase of valuable big data structured in the form of graphs or networks. To apply traditional machine learning and data analytic techniques to such data it is necessary to transform graphs into vector‐based representations that preserve the most essential structural properties of graphs. For this purpose, a large number of graph embedding methods have been proposed in the literature. Most of them produce general‐purpose embeddings suitable for a variety of applications such as node clustering, node classification, graph visualization and link prediction. In this article, we propose two novel graph embedding algorithms based on random walks that are specifically designed for the node classification problem. Random walk sampling strategies of the proposed algorithms have been designed to pay special attention to hubs–high‐degree nodes that have the most critical role for the overall connectedness in large‐scale graphs. The proposed methods are experimentally evaluated by analyzing the classification performance of three classification algorithms trained on embeddings of real‐world networks. The obtained results indicate that our methods considerably improve the predictive power of examined classifiers compared with currently the most popular random walk method for generating general‐purpose graph embeddings (node2vec).","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"60 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140570935","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The finite mixture model for the tails of distribution: Monte Carlo experiment and empirical applications","authors":"Marilena Furno, Francesco Caracciolo","doi":"10.1002/sam.11671","DOIUrl":"https://doi.org/10.1002/sam.11671","url":null,"abstract":"The finite mixture model estimates regression coefficients distinct in each of the different groups of the dataset endogenously determined by this estimator. In what follows the analysis is extended beyond the mean, estimating the model in the tails of the conditional distribution of the dependent variable within each group. While the clustering reduces the overall heterogeneity, since the model is estimated for groups of similar observations, the analysis in the tails uncovers within groups heterogeneity and/or skewness. By integrating the endogenously determined clustering with the quantile regression analysis within each group, enhances the finite mixture models and focuses on the tail behavior of the conditional distribution of the dependent variable. A Monte Carlo experiment and two empirical applications conclude the analysis. In the well‐known birthweight dataset, the finite mixture model identifies and computes the regression coefficients of different groups, each one with its own characteristics, both at the mean and in the tails. In the family expenditure data, the analysis of within and between groups heterogeneity provides interesting economic insights on price elasticities. The analysis in classes proves to be more efficient than the model estimated without clustering. By extending the finite mixture approach to the tails provides a more accurate investigation of the data, introducing a robust tool to unveil sources of within groups heterogeneity and asymmetry otherwise left undetected. It improves efficiency and explanatory power with respect to the standard OLS‐based FMM.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"234 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140322232","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Smart data augmentation: One equation is all you need","authors":"Yuhao Zhang, Lu Tang, Yuxiao Huang, Yan Ma","doi":"10.1002/sam.11672","DOIUrl":"https://doi.org/10.1002/sam.11672","url":null,"abstract":"Class imbalance is a common and critical challenge in machine learning classification problems, resulting in low prediction accuracy. While numerous methods, especially data augmentation methods, have been proposed to address this issue, a method that works well on one dataset may perform poorly on another. To the best of our knowledge, there is still no one single best approach for handling class imbalance that can be uniformly applied. In this paper, we propose an approach named smart data augmentation (SDA), which aims to augment imbalanced data in an optimal way to maximize downstream classification accuracy. The key novelty of SDA is an equation that can bring about an augmentation method that provides a unified representation of existing sampling methods for handling multi‐level class imbalance and allows easy fine‐tuning. This framework allows SDA to be seen as a generalization of traditional methods, which in turn can be viewed as specific cases of SDA. Empirical results on a wide range of datasets demonstrate that SDA could significantly improve the performance of the most popular classifiers such as random forest, multi‐layer perceptron, and histogram‐based gradient boosting.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"234 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140322330","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Runze Li, Jin Mu, Songshan Yang, Cong Ye, Xiang Zhan
{"title":"Compositional variable selection in quantile regression for microbiome data with false discovery rate control","authors":"Runze Li, Jin Mu, Songshan Yang, Cong Ye, Xiang Zhan","doi":"10.1002/sam.11674","DOIUrl":"https://doi.org/10.1002/sam.11674","url":null,"abstract":"Advancement in high‐throughput sequencing technologies has stimulated intensive research interests to identify specific microbial taxa that are associated with disease conditions. Such knowledge is invaluable both from the perspective of understanding biology and from the biomedical perspective of therapeutic development, as the microbiome is inherently modifiable. Despite availability of massive data, analysis of microbiome compositional data remains difficult. The nature that relative abundances of all components of a microbial community sum to one poses challenges for statistical analysis, especially in high‐dimensional settings, where a common research theme is to select a small fraction of signals from amid many noisy features. Motivated by studies examining the role of microbiome in host transcriptomics, we propose a novel approach to identify microbial taxa that are associated with host gene expressions. Besides accommodating compositional nature of microbiome data, our method both achieves FDR‐controlled variable selection, and captures heterogeneity due to either heteroscedastic variance or non‐location‐scale covariate effects displayed in the motivating dataset. We demonstrate the superior performance of our method using extensive numerical simulation studies and then apply it to real‐world microbiome data analysis to gain novel biological insights that are missed by traditional mean‐based linear regression analysis.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"1 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140322363","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Non‐uniform active learning for Gaussian process models with applications to trajectory informed aerodynamic databases","authors":"Kevin R. Quinlan, Jagadeesh Movva, Brad Perfect","doi":"10.1002/sam.11675","DOIUrl":"https://doi.org/10.1002/sam.11675","url":null,"abstract":"The ability to non‐uniformly weight the input space is desirable for many applications, and has been explored for space‐filling approaches. Increased interests in linking models, such as in a digital twinning framework, increases the need for sampling emulators where they are most likely to be evaluated. In particular, we apply non‐uniform sampling methods for the construction of aerodynamic databases. This paper combines non‐uniform weighting with active learning for Gaussian Processes (GPs) to develop a closed‐form solution to a non‐uniform active learning criterion. We accomplish this by utilizing a kernel density estimator as the weight function. We demonstrate the need and efficacy of this approach with an atmospheric entry example that accounts for both model uncertainty as well as the practical state space of the vehicle, as determined by forward modeling within the active learning loop.","PeriodicalId":48684,"journal":{"name":"Statistical Analysis and Data Mining","volume":"16 1","pages":""},"PeriodicalIF":1.3,"publicationDate":"2024-03-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140316788","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}