cometadata/datacite-titles-descriptions-related-identifiers huggingface dataset:
DOI: 10.6084/m9.figshare.7432907.v3
title: Automatic Detection and Uncertainty Quantification of Landmarks on Elastic Curves

description: A population quantity of interest in statistical shape analysis is the location of landmarks, which are points that aid in reconstructing and representing shapes of objects. We provide an automated, model-based approach to inferring landmarks given a sample of shape data. The model is formulated based on a linear reconstruction of the shape, passing through the specified points, and a Bayesian inferential approach is described for estimating unknown landmark locations. The question of how many landmarks to select is addressed in two different ways: (1) by defining a criterion-based approach and (2) joint estimation of the number of landmarks along with their locations. Efficient methods for posterior sampling are also discussed. We motivate our approach using several simulated examples, as well as data obtained from applications in computer vision, biology, and medical imaging. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.7445648.v5
title: Estimating and Testing Vaccine Sieve Effects Using Machine Learning

description: When available, vaccines are an effective means of disease prevention. Unfortunately, efficacious vaccines have not yet been developed for several major infectious diseases, including HIV and malaria. Vaccine sieve analysis studies whether and how the efficacy of a vaccine varies with the genetics of the pathogen of interest, which can guide subsequent vaccine development and deployment. In sieve analyses, the effect of the vaccine on the cumulative incidence corresponding to each of several possible genotypes is often assessed within a competing risks framework. In the context of clinical trials, the estimators employed in these analyses generally do not account for covariates, even though the latter may be predictive of the study endpoint or censoring. Motivated by two recent preventive vaccine efficacy trials for HIV and malaria, we develop new methodology for vaccine sieve analysis. Our approach offers improved validity and efficiency relative to existing approaches by allowing covariate adjustment through ensemble machine learning. We derive results that indicate how to perform statistical inference using our estimators. Our analysis of the HIV and malaria trials shows markedly increased precision—up to doubled efficiency in both trials—under more plausible assumptions compared with standard methodology. Our findings provide greater evidence for vaccine sieve effects in both trials. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.6843785.v6
title: Multiple Testing When Many <i>p</i>-Values are Uniformly Conservative, with Application to Testing Qualitative Interaction in Educational Interventions

description: In the evaluation of treatment effects, it is of major policy interest to know if the treatment is beneficial for some and harmful for others, a phenomenon known as qualitative interaction. We formulate this question as a multiple testing problem with many conservative null <i>p</i>-values, in which the classical multiple testing methods may lose power substantially. We propose a simple technique—conditioning—to improve the power. A crucial assumption we need is uniform conservativeness, meaning for any conservative <i>p</i>-value <i>p</i>, the conditional distribution (<i>p</i>/τ) | <i>p</i> ⩽ τ is stochastically larger than the uniform distribution on (0, 1) for any τ. We show this property holds for one-sided tests in a one-dimensional exponential family (e.g., testing for qualitative interaction) as well as testing |μ| ⩽ η using a statistic <i>Y</i> ∼ N(μ, 1) (e.g., testing for practical importance with threshold η). We propose an adaptive method to select the threshold τ. Our theoretical and simulation results suggest that the proposed tests gain significant power when many <i>p</i>-values are uniformly conservative and lose little power when no <i>p</i>-value is uniformly conservative. We apply our method to two educational intervention datasets. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6447905.v3
title: Skinny Gibbs: A Consistent and Scalable Gibbs Sampler for Model Selection

description: We consider the computational and statistical issues for high-dimensional Bayesian model selection under the Gaussian spike and slab priors. To avoid large matrix computations needed in a standard Gibbs sampler, we propose a novel Gibbs sampler called “Skinny Gibbs” which is much more scalable to high-dimensional problems, both in memory and in computational efficiency. In particular, its computational complexity grows only linearly in <i>p</i>, the number of predictors, while retaining the property of strong model selection consistency even when <i>p</i> is much greater than the sample size <i>n</i>. The present article focuses on logistic regression due to its broad applicability as a representative member of the generalized linear models. We compare our proposed method with several leading variable selection methods through a simulation study to show that Skinny Gibbs has a strong performance as indicated by our theoretical work. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6938477.v4
title: Quantile-Regression Inference With Adaptive Control of Size

description: Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This article develops a new estimate of the asymptotic variance of regression quantiles that leads any resulting Wald-type test or confidence region to behave as well in large samples as its infeasible counterpart in which the true conditional response densities are embedded. We give explicit guidance on implementing the new variance estimator to control adaptively the size of any resulting Wald-type test. Monte Carlo evidence indicates the potential of our approach to deliver powerful tests of heterogeneity of quantile treatment effects in covariates with good size performance over different quantile levels, data-generating processes, and sample sizes. We also include an empirical example. Supplementary material is available online.
DOI: 10.6084/m9.figshare.7445648.v4
title: Estimating and Testing Vaccine Sieve Effects Using Machine Learning

description: When available, vaccines are an effective means of disease prevention. Unfortunately, efficacious vaccines have not yet been developed for several major infectious diseases, including HIV and malaria. Vaccine sieve analysis studies whether and how the efficacy of a vaccine varies with the genetics of the pathogen of interest, which can guide subsequent vaccine development and deployment. In sieve analyses, the effect of the vaccine on the cumulative incidence corresponding to each of several possible genotypes is often assessed within a competing risks framework. In the context of clinical trials, the estimators employed in these analyses generally do not account for covariates, even though the latter may be predictive of the study endpoint or censoring. Motivated by two recent preventive vaccine efficacy trials for HIV and malaria, we develop new methodology for vaccine sieve analysis. Our approach offers improved validity and efficiency relative to existing approaches by allowing covariate adjustment through ensemble machine learning. We derive results that indicate how to perform statistical inference using our estimators. Our analysis of the HIV and malaria trials shows markedly increased precision—up to doubled efficiency in both trials—under more plausible assumptions compared with standard methodology. Our findings provide greater evidence for vaccine sieve effects in both trials. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.9905219
title: A Spatial Modeling Approach for Linguistic Object Data: Analyzing Dialect Sound Variations Across Great Britain

description: Dialect variation is of considerable interest in linguistics and other social sciences. However, traditionally it has been studied using proxies (transcriptions) rather than acoustic recordings directly. We introduce novel statistical techniques to analyze geolocalized speech recordings and to explore the spatial variation of pronunciations continuously over the region of interest, as opposed to traditional isoglosses, which provide a discrete partition of the region. Data of this type require an explicit modeling of the variation in the mean and the covariance. Usual Euclidean metrics are not appropriate, and we therefore introduce the concept of <i>d</i>-covariance, which allows consistent estimation both in space and at individual locations. We then propose spatial smoothing for these objects which accounts for the possibly nonconvex geometry of the domain of interest. We apply the proposed method to data from the spoken part of the British National Corpus, deposited at the British Library, London, and we produce maps of the dialect variation over Great Britain. In addition, the methods allow for acoustic reconstruction across the domain of interest, allowing researchers to listen to the statistical analysis. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6938477.v3
title: Quantile-Regression Inference With Adaptive Control of Size

description: Regression quantiles have asymptotic variances that depend on the conditional densities of the response variable given regressors. This article develops a new estimate of the asymptotic variance of regression quantiles that leads any resulting Wald-type test or confidence region to behave as well in large samples as its infeasible counterpart in which the true conditional response densities are embedded. We give explicit guidance on implementing the new variance estimator to control adaptively the size of any resulting Wald-type test. Monte Carlo evidence indicates the potential of our approach to deliver powerful tests of heterogeneity of quantile treatment effects in covariates with good size performance over different quantile levels, data-generating processes, and sample sizes. We also include an empirical example. Supplementary material is available online.
DOI: 10.6084/m9.figshare.7432541
title: Diagnosing Glaucoma Progression With Visual Field Data Using a Spatiotemporal Boundary Detection Method

description: Diagnosing glaucoma progression is critical for limiting irreversible vision loss. A common method for assessing glaucoma progression uses a longitudinal series of visual fields (VFs) acquired at regular intervals. VF data are characterized by a complex spatiotemporal structure due to the data generating process and ocular anatomy. Thus, advanced statistical methods are needed to make clinical determinations regarding progression status. We introduce a spatiotemporal boundary detection model that allows the underlying anatomy of the optic disc to dictate the spatial structure of the VF data across time. We show that our new method provides novel insight into vision loss that improves diagnosis of glaucoma progression using data from the Vein Pulsation Study Trial in Glaucoma and the Lions Eye Institute trial registry. Simulations are presented, showing the proposed methodology is preferred over existing spatial methods for VF data. Supplementary materials for this article are available online and the method is implemented in the R package womblR.
DOI: 10.6084/m9.figshare.6220325
title: Robust Bayesian Inference via Coarsening

description: The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a Bayesian procedure. We introduce a novel approach to Bayesian inference that improves robustness to small departures from the model: rather than conditioning on the event that the observed data are generated by the model, one conditions on the event that the model generates data close to the observed data, in a distributional sense. When closeness is defined in terms of relative entropy, the resulting “coarsened” posterior can be approximated by simply tempering the likelihood—that is, by raising the likelihood to a fractional power—thus, inference can usually be implemented via standard algorithms, and one can even obtain analytical solutions when using conjugate priors. Some theoretical properties are derived, and we illustrate the approach with real and simulated data using mixture models and autoregressive models of unknown order. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6826946.v2
title: Invariant Causal Prediction for Sequential Data

description: We investigate the problem of inferring the causal predictors of a response <i>Y</i> from a set of <i>d</i> explanatory variables (<i>X</i><sup>1</sup>, …, <i>X<sup>d</sup></i>). Classical ordinary least-square regression includes all predictors that reduce the variance of <i>Y</i>. Using only the causal predictors instead leads to models that have the advantage of remaining invariant under interventions; loosely speaking they lead to invariance across different “environments” or “heterogeneity patterns.” More precisely, the conditional distribution of <i>Y</i> given its causal predictors is the same for all observations, provided that there are no interventions on <i>Y</i>. Recent work exploits such a stability to infer causal relations from data with different but known environments. We show that even without having knowledge of the environments or heterogeneity pattern, inferring causal relations is possible for time-ordered (or any other type of sequentially ordered) data. In particular, this allows detecting instantaneous causal relations in multivariate linear time series, which is usually not the case for Granger causality. Besides novel methodology, we provide statistical confidence bounds and asymptotic detection results for inferring causal predictors, and present an application to monetary policy in macroeconomics. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6843785.v5
title: Multiple Testing When Many <i>p</i>-Values are Uniformly Conservative, with Application to Testing Qualitative Interaction in Educational Interventions

description: In the evaluation of treatment effects, it is of major policy interest to know if the treatment is beneficial for some and harmful for others, a phenomenon known as qualitative interaction. We formulate this question as a multiple testing problem with many conservative null <i>p</i>-values, in which the classical multiple testing methods may lose power substantially. We propose a simple technique—conditioning—to improve the power. A crucial assumption we need is uniform conservativeness, meaning for any conservative <i>p</i>-value <i>p</i>, the conditional distribution (<i>p</i>/τ) | <i>p</i> ⩽ τ is stochastically larger than the uniform distribution on (0, 1) for any τ. We show this property holds for one-sided tests in a one-dimensional exponential family (e.g., testing for qualitative interaction) as well as testing |μ| ⩽ η using a statistic <i>Y</i> ∼ N(μ, 1) (e.g., testing for practical importance with threshold η). We propose an adaptive method to select the threshold τ. Our theoretical and simulation results suggest that the proposed tests gain significant power when many <i>p</i>-values are uniformly conservative and lose little power when no <i>p</i>-value is uniformly conservative. We apply our method to two educational intervention datasets. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6220325.v6
title: Robust Bayesian Inference via Coarsening

description: The standard approach to Bayesian inference is based on the assumption that the distribution of the data belongs to the chosen model class. However, even a small violation of this assumption can have a large impact on the outcome of a Bayesian procedure. We introduce a novel approach to Bayesian inference that improves robustness to small departures from the model: rather than conditioning on the event that the observed data are generated by the model, one conditions on the event that the model generates data close to the observed data, in a distributional sense. When closeness is defined in terms of relative entropy, the resulting “coarsened” posterior can be approximated by simply tempering the likelihood—that is, by raising the likelihood to a fractional power—thus, inference can usually be implemented via standard algorithms, and one can even obtain analytical solutions when using conjugate priors. Some theoretical properties are derived, and we illustrate the approach with real and simulated data using mixture models and autoregressive models of unknown order. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6826946
title: Invariant Causal Prediction for Sequential Data

description: We investigate the problem of inferring the causal predictors of a response <i>Y</i> from a set of <i>d</i> explanatory variables (<i>X</i><sup>1</sup>, …, <i>X<sup>d</sup></i>). Classical ordinary least-square regression includes all predictors that reduce the variance of <i>Y</i>. Using only the causal predictors instead leads to models that have the advantage of remaining invariant under interventions; loosely speaking they lead to invariance across different “environments” or “heterogeneity patterns.” More precisely, the conditional distribution of <i>Y</i> given its causal predictors is the same for all observations, provided that there are no interventions on <i>Y</i>. Recent work exploits such a stability to infer causal relations from data with different but known environments. We show that even without having knowledge of the environments or heterogeneity pattern, inferring causal relations is possible for time-ordered (or any other type of sequentially ordered) data. In particular, this allows detecting instantaneous causal relations in multivariate linear time series, which is usually not the case for Granger causality. Besides novel methodology, we provide statistical confidence bounds and asymptotic detection results for inferring causal predictors, and present an application to monetary policy in macroeconomics. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.7015253
title: A Geometric Perspective on the Power of Principal Component Association Tests in Multiple Phenotype Studies

description: Joint analysis of multiple phenotypes can increase statistical power in genetic association studies. Principal component analysis, as a popular dimension reduction method, especially when the number of phenotypes is high dimensional, has been proposed to analyze multiple correlated phenotypes. It has been empirically observed that the first PC, which summarizes the largest amount of variance, can be less powerful than higher-order PCs and other commonly used methods in detecting genetic association signals. In this article, we investigate the properties of PCA-based multiple phenotype analysis from a geometric perspective by introducing a novel concept called principal angle. A particular PC is powerful if its principal angle is 0° and is powerless if its principal angle is 90°. Without prior knowledge about the true principal angle, each PC can be powerless. We propose linear, nonlinear, and data-adaptive omnibus tests by combining PCs. We demonstrate that the Wald test is a special quadratic PC-based test. We show that the omnibus PC test is robust and powerful in a wide range of scenarios. We study the properties of the proposed methods using power analysis and eigen-analysis. The subtle differences and close connections between these combined PC methods are illustrated graphically in terms of their rejection boundaries. Our proposed tests have convex acceptance regions and hence are admissible. The <i>p</i>-values for the proposed tests can be efficiently calculated analytically and the proposed tests have been implemented in a publicly available R package <i>MPAT</i>. We conduct simulation studies in both low- and high-dimensional settings with various signal vectors and correlation structures. We apply the proposed tests to the joint analysis of metabolic syndrome-related phenotypes with datasets collected from four international consortia to demonstrate the effectiveness of the proposed combined PC testing procedures. Supplementary materials for this article, including a standardized description of the materials available for reproducing the work, are available as an online supplement.
DOI: 10.6084/m9.figshare.7432541.v5
title: Diagnosing Glaucoma Progression With Visual Field Data Using a Spatiotemporal Boundary Detection Method

description: Diagnosing glaucoma progression is critical for limiting irreversible vision loss. A common method for assessing glaucoma progression uses a longitudinal series of visual fields (VFs) acquired at regular intervals. VF data are characterized by a complex spatiotemporal structure due to the data generating process and ocular anatomy. Thus, advanced statistical methods are needed to make clinical determinations regarding progression status. We introduce a spatiotemporal boundary detection model that allows the underlying anatomy of the optic disc to dictate the spatial structure of the VF data across time. We show that our new method provides novel insight into vision loss that improves diagnosis of glaucoma progression using data from the Vein Pulsation Study Trial in Glaucoma and the Lions Eye Institute trial registry. Simulations are presented, showing the proposed methodology is preferred over existing spatial methods for VF data. Supplementary materials for this article are available online and the method is implemented in the R package womblR.
DOI: 10.6084/m9.figshare.9905219.v2
title: A Spatial Modeling Approach for Linguistic Object Data: Analyzing Dialect Sound Variations Across Great Britain

description: Dialect variation is of considerable interest in linguistics and other social sciences. However, traditionally it has been studied using proxies (transcriptions) rather than acoustic recordings directly. We introduce novel statistical techniques to analyze geolocalized speech recordings and to explore the spatial variation of pronunciations continuously over the region of interest, as opposed to traditional isoglosses, which provide a discrete partition of the region. Data of this type require an explicit modeling of the variation in the mean and the covariance. Usual Euclidean metrics are not appropriate, and we therefore introduce the concept of <i>d</i>-covariance, which allows consistent estimation both in space and at individual locations. We then propose spatial smoothing for these objects which accounts for the possibly nonconvex geometry of the domain of interest. We apply the proposed method to data from the spoken part of the British National Corpus, deposited at the British Library, London, and we produce maps of the dialect variation over Great Britain. In addition, the methods allow for acoustic reconstruction across the domain of interest, allowing researchers to listen to the statistical analysis. Supplementary materials for this article are available online.