cometadata/datacite-titles-descriptions-related-identifiers huggingface dataset:
DOI: 10.6084/m9.figshare.6843794.v4
title: On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

description: We investigate the behavior of the Lasso for selecting invalid instruments in linear instrumental variables models for estimating causal effects of exposures on outcomes, as proposed recently by Kang et al. Invalid instruments are such that they fail the exclusion restriction and enter the model as explanatory variables. We show that for this setup, the Lasso may not consistently select the invalid instruments if these are relatively strong. We propose a median estimator that is consistent when less than 50% of the instruments are invalid, and its consistency does not depend on the relative strength of the instruments, or their correlation structure. We show that this estimator can be used for adaptive Lasso estimation, with the resulting estimator having oracle properties. The methods are applied to a Mendelian randomization study to estimate the causal effect of body mass index (BMI) on diastolic blood pressure, using data on individuals from the UK Biobank, with 96 single nucleotide polymorphisms as potential instruments for BMI. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6220325.v5
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.6447914
title: Covariate-Adjusted Regression for Distorted Longitudinal Data With Informative Observation Times

description: In many longitudinal studies, repeated response and predictors are not directly observed, but can be treated as distorted by unknown functions of a common confounding covariate. Moreover, longitudinal data involve an observation process which may be informative with a longitudinal response process in practice. To deal with such complex data, we propose a class of flexible semiparametric covariate-adjusted joint models. The new models not only allow for the longitudinal response to be correlated with observation times through latent variables and completely unspecified link functions, but they also characterize distorted longitudinal response and predictors by unknown multiplicative factors depending on time and a confounding covariate. For estimation of regression parameters in the proposed models, we develop a novel covariate-adjusted estimating equation approach which does not rely on forms of link functions and distributions of frailties. The asymptotic properties of resulting parameter estimators are established and examined by simulation studies. A longitudinal data example containing calcium absorption and intake measurements is provided for illustration. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6447914.v3
title: Covariate-Adjusted Regression for Distorted Longitudinal Data With Informative Observation Times

description: In many longitudinal studies, repeated response and predictors are not directly observed, but can be treated as distorted by unknown functions of a common confounding covariate. Moreover, longitudinal data involve an observation process which may be informative with a longitudinal response process in practice. To deal with such complex data, we propose a class of flexible semiparametric covariate-adjusted joint models. The new models not only allow for the longitudinal response to be correlated with observation times through latent variables and completely unspecified link functions, but they also characterize distorted longitudinal response and predictors by unknown multiplicative factors depending on time and a confounding covariate. For estimation of regression parameters in the proposed models, we develop a novel covariate-adjusted estimating equation approach which does not rely on forms of link functions and distributions of frailties. The asymptotic properties of resulting parameter estimators are established and examined by simulation studies. A longitudinal data example containing calcium absorption and intake measurements is provided for illustration. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.9905219.v1
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.6826946.v1
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.7432541.v4
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.6447959
title: Bayesian Regularization for Graphical Models With Unequal Shrinkage

description: We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new nonconvex penalty approximating the ℓ<sub>0</sub> penalty. Optimal error rates for estimation consistency in terms of various matrix norms along with selection consistency for sparse structure recovery are shown for the unique MAP estimator under mild conditions. For fast and efficient computation, an EM algorithm is proposed to compute the MAP estimator of the precision matrix and (approximate) posterior probabilities on the edges of the underlying sparse structure. Through extensive simulation studies and a real application to a call center data, we have demonstrated the fine performance of our method compared with existing alternatives. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6447914.v2
title: Covariate-Adjusted Regression for Distorted Longitudinal Data With Informative Observation Times

description: In many longitudinal studies, repeated response and predictors are not directly observed, but can be treated as distorted by unknown functions of a common confounding covariate. Moreover, longitudinal data involve an observation process which may be informative with a longitudinal response process in practice. To deal with such complex data, we propose a class of flexible semiparametric covariate-adjusted joint models. The new models not only allow for the longitudinal response to be correlated with observation times through latent variables and completely unspecified link functions, but they also characterize distorted longitudinal response and predictors by unknown multiplicative factors depending on time and a confounding covariate. For estimation of regression parameters in the proposed models, we develop a novel covariate-adjusted estimating equation approach which does not rely on forms of link functions and distributions of frailties. The asymptotic properties of resulting parameter estimators are established and examined by simulation studies. A longitudinal data example containing calcium absorption and intake measurements is provided for illustration. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6447959.v3
title: Bayesian Regularization for Graphical Models With Unequal Shrinkage

description: We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new nonconvex penalty approximating the ℓ<sub>0</sub> penalty. Optimal error rates for estimation consistency in terms of various matrix norms along with selection consistency for sparse structure recovery are shown for the unique MAP estimator under mild conditions. For fast and efficient computation, an EM algorithm is proposed to compute the MAP estimator of the precision matrix and (approximate) posterior probabilities on the edges of the underlying sparse structure. Through extensive simulation studies and a real application to a call center data, we have demonstrated the fine performance of our method compared with existing alternatives. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6834866
title: Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays

description: Scientists use high-dimensional measurement assays to detect and prioritize regions of strong signal in spatially organized domain. Examples include finding methylation-enriched genomic regions using microarrays, and active cortical areas using brain-imaging. The most common procedure for detecting potential regions is to group neighboring sites where the signal passed a threshold. However, one needs to account for the selection bias induced by this procedure to avoid diminishing effects when generalizing to a population. This article introduces pin-down inference, a model and an inference framework that permit population inference for these detected regions. Pin-down inference provides nonasymptotic point and confidence interval estimators for the mean effect in the region that account for local selection bias. Our estimators accommodate nonstationary covariances that are typical of these data, allowing researchers to better compare regions of different sizes and correlation structures. Inference is provided within a conditional one-parameter exponential family per region, with truncations that match the selection constraints. A secondary screening-and-adjustment step allows pruning the set of detected regions, while controlling the false-coverage rate over the reported regions. We apply the method to genomic regions with differing DNA-methylation rates across tissue. Our method provides superior power compared to other conditional and nonparametric approaches. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.6834866.v3
title: Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays

description: Scientists use high-dimensional measurement assays to detect and prioritize regions of strong signal in spatially organized domain. Examples include finding methylation-enriched genomic regions using microarrays, and active cortical areas using brain-imaging. The most common procedure for detecting potential regions is to group neighboring sites where the signal passed a threshold. However, one needs to account for the selection bias induced by this procedure to avoid diminishing effects when generalizing to a population. This article introduces pin-down inference, a model and an inference framework that permit population inference for these detected regions. Pin-down inference provides nonasymptotic point and confidence interval estimators for the mean effect in the region that account for local selection bias. Our estimators accommodate nonstationary covariances that are typical of these data, allowing researchers to better compare regions of different sizes and correlation structures. Inference is provided within a conditional one-parameter exponential family per region, with truncations that match the selection constraints. A secondary screening-and-adjustment step allows pruning the set of detected regions, while controlling the false-coverage rate over the reported regions. We apply the method to genomic regions with differing DNA-methylation rates across tissue. Our method provides superior power compared to other conditional and nonparametric approaches. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.7015253.v4
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.6447959.v2
title: Bayesian Regularization for Graphical Models With Unequal Shrinkage

description: We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian standpoint, we investigate the MAP (maximum a posteriori) estimator from a penalized likelihood perspective that gives rise to a new nonconvex penalty approximating the ℓ<sub>0</sub> penalty. Optimal error rates for estimation consistency in terms of various matrix norms along with selection consistency for sparse structure recovery are shown for the unique MAP estimator under mild conditions. For fast and efficient computation, an EM algorithm is proposed to compute the MAP estimator of the precision matrix and (approximate) posterior probabilities on the edges of the underlying sparse structure. Through extensive simulation studies and a real application to a call center data, we have demonstrated the fine performance of our method compared with existing alternatives. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.7445663
title: Spatial Homogeneity Pursuit of Regression Coefficients for Large Datasets

description: Spatial regression models have been widely used to describe the relationship between a response variable and some explanatory variables over a region of interest, taking into account the spatial dependence of the observations. In many applications, relationships between response variables and covariates are expected to exhibit complex spatial patterns. We propose a new approach, referred to as spatially clustered coefficient (SCC) regression, to detect spatially clustered patterns in the regression coefficients. It incorporates spatial neighborhood information through a carefully constructed regularization to automatically detect change points in space and to achieve computational scalability. Our numerical studies suggest that SCC works very effectively, capturing not only clustered coefficients, but also smoothly varying coefficients because of its strong local adaptivity. This flexibility allows researchers to explore various spatial structures in regression coefficients. We also establish theoretical properties of SCC. We use SCC to explore the relationship between the temperature and salinity of sea water in the Atlantic basin; this can provide important insights about the evolution of individual water masses and the pathway and strength of meridional overturning circulation in oceanography. 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.6834866.v2
title: Selection-Corrected Statistical Inference for Region Detection With High-Throughput Assays

description: Scientists use high-dimensional measurement assays to detect and prioritize regions of strong signal in spatially organized domain. Examples include finding methylation-enriched genomic regions using microarrays, and active cortical areas using brain-imaging. The most common procedure for detecting potential regions is to group neighboring sites where the signal passed a threshold. However, one needs to account for the selection bias induced by this procedure to avoid diminishing effects when generalizing to a population. This article introduces pin-down inference, a model and an inference framework that permit population inference for these detected regions. Pin-down inference provides nonasymptotic point and confidence interval estimators for the mean effect in the region that account for local selection bias. Our estimators accommodate nonstationary covariances that are typical of these data, allowing researchers to better compare regions of different sizes and correlation structures. Inference is provided within a conditional one-parameter exponential family per region, with truncations that match the selection constraints. A secondary screening-and-adjustment step allows pruning the set of detected regions, while controlling the false-coverage rate over the reported regions. We apply the method to genomic regions with differing DNA-methylation rates across tissue. Our method provides superior power compared to other conditional and nonparametric approaches. Supplementary materials for this article are available online.