Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome studySeyoung Park, Eun Ryung Lee, Hyokyoung G. Hong
Health outcomes, such as body mass index and cholesterol levels, are known to be dependent on age and exhibit varying effects with their associated risk factors. In this paper, we propose a novel framework for dynamic modeling of the associations between health outcomes and risk factors using varying-coefficients (VC) regional quantile regression via K-nearest neighbors (KNN) fused Lasso, which captures the time-varying effects of age. The proposed method has strong theoretical properties, including a tight estimation error bound and the ability to detect exact clustered patterns under certain regularity conditions. To efficiently solve the resulting optimization problem, we develop an alternating direction method of multipliers (ADMM) algorithm. Our empirical results demonstrate the efficacy of the proposed method in capturing the complex age-dependent associations between health outcomes and their risk factors.
Inference for High Dimensional Censored Quantile RegressionZhe Fei, Qi Zheng, Hyokyoung G. Hong et al.
With the availability of high dimensional genetic biomarkers, it is of interest to identify heterogeneous effects of these predictors on patients' survival, along with proper statistical inference. Censored quantile regression has emerged as a powerful tool for detecting heterogeneous effects of covariates on survival outcomes. To our knowledge, there is little work available to draw inference on the effects of high dimensional predictors for censored quantile regression. This paper proposes a novel procedure to draw inference on all predictors within the framework of global censored quantile regression, which investigates covariate-response associations over an interval of quantile levels, instead of a few discrete values. The proposed estimator combines a sequence of low dimensional model estimates that are based on multi-sample splittings and variable selection. We show that, under some regularity conditions, the estimator is consistent and asymptotically follows a Gaussian process indexed by the quantile level. Simulation studies indicate that our procedure can properly quantify the uncertainty of the estimates in high dimensional settings. We apply our method to analyze the heterogeneous effects of SNPs residing in lung cancer pathways on patients' survival, using the Boston Lung Cancer Survival Cohort, a cancer epidemiology study on the molecular mechanism of lung cancer.
1.0MLMay 17, 2018
Covariance-Insured ScreeningKevin He, Jian Kang, Hyokyoung Grace Hong et al.
Modern bio-technologies have produced a vast amount of high-throughput data with the number of predictors far greater than the sample size. In order to identify more novel biomarkers and understand biological mechanisms, it is vital to detect signals weakly associated with outcomes among ultrahigh-dimensional predictors. However, existing screening methods, which typically ignore correlation information, are likely to miss these weak signals. By incorporating the inter-feature dependence, we propose a covariance-insured screening methodology to identify predictors that are jointly informative but only marginally weakly associated with outcomes. The validity of the method is examined via extensive simulations and real data studies for selecting potential genetic factors related to the onset of cancer.
1.3MLNov 4, 2016
Classification with Ultrahigh-Dimensional FeaturesYanming Li, Hyokyoung Hong, Jian Kang et al.
Although much progress has been made in classification with high-dimensional features \citep{Fan_Fan:2008, JGuo:2010, CaiSun:2014, PRXu:2014}, classification with ultrahigh-dimensional features, wherein the features much outnumber the sample size, defies most existing work. This paper introduces a novel and computationally feasible multivariate screening and classification method for ultrahigh-dimensional data. Leveraging inter-feature correlations, the proposed method enables detection of marginally weak and sparse signals and recovery of the true informative feature set, and achieves asymptotic optimal misclassification rates. We also show that the proposed procedure provides more powerful discovery boundaries compared to those in \citet{CaiSun:2014} and \citet{JJin:2009}. The performance of the proposed procedure is evaluated using simulation studies and demonstrated via classification of patients with different post-transplantation renal functional types.