cometadata/datacite-titles-descriptions-related-identifiers huggingface dataset:
DOI: 10.6084/m9.figshare.9976928.v2
title: Modeling Between-Study Heterogeneity for Improved Replicability in Gene Signature Selection and Clinical Prediction

description: In the genomic era, the identification of gene signatures associated with disease is of significant interest. Such signatures are often used to predict clinical outcomes in new patients and aid clinical decision-making. However, recent studies have shown that gene signatures are often not replicable. This occurrence has practical implications regarding the generalizability and clinical applicability of such signatures. To improve replicability, we introduce a novel approach to select gene signatures from multiple datasets whose effects are consistently nonzero and account for between-study heterogeneity. We build our model upon some rank-based quantities, facilitating integration over different genomic datasets. A high-dimensional penalized generalized linear mixed model is used to select gene signatures and address data heterogeneity. We compare our method to some commonly used strategies that select gene signatures ignoring between-study heterogeneity. We provide asymptotic results justifying the performance of our method and demonstrate its advantage in the presence of heterogeneity through thorough simulation studies. Lastly, we motivate our method through a case study subtyping pancreatic cancer patients from four gene expression studies. 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.9104213
title: Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes

description: To disentangle the complex nonstationary dependence structure of precipitation extremes over the entire contiguous United States (U.S.), we propose a flexible local approach based on factor copula models. Our subasymptotic spatial modeling framework yields nontrivial tail dependence structures, with a weakening dependence strength as events become more extreme; a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity, which allows us to gain in flexibility. By adopting a local censored likelihood approach, we make inference on a fine spatial grid, and we perform local estimation by taking advantage of distributed computing resources and the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. We carry out an extensive simulation study to show that our approach can adequately capture complex, nonstationary dependencies, in addition, our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. 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.8191823
title: Bayesian Inference for Sequential Treatments Under Latent Sequential Ignorability

description: We focus on causal inference for longitudinal treatments, where units are assigned to treatments at multiple time points, aiming to assess the effect of different treatment sequences on an outcome observed at a final point. A common assumption in similar studies is sequential ignorability (SI): treatment assignment at each time point is assumed independent of future potential outcomes given past observed outcomes and covariates. SI is questionable when treatment participation depends on individual choices, and treatment assignment may depend on unobservable quantities associated with future outcomes. We rely on principal stratification to formulate a relaxed version of SI: latent sequential ignorability (LSI) assumes that treatment assignment is conditionally independent on future potential outcomes given past treatments, covariates, and principal stratum membership, a latent variable defined by the joint value of observed and missing intermediate outcomes. We evaluate SI and LSI, using theoretical arguments and simulation studies to investigate the performance of the two assumptions when one holds and inference is conducted under both. Simulations show that when SI does not hold, inference performed under SI leads to misleading conclusions. Conversely, LSI generally leads to correct posterior distributions, irrespective of which assumption holds.
DOI: 10.6084/m9.figshare.8277176
title: Distribution on Warp Maps for Alignment of Open and Closed Curves

description: Alignment of curve data is an integral part of their statistical analysis, and can be achieved using model- or optimization-based approaches. The parameter space is usually the set of monotone, continuous warp maps of a domain. Infinite-dimensional nature of the parameter space encourages sampling based approaches, which require a distribution on the set of warp maps. Moreover, the distribution should also enable sampling in the presence of important landmark information on the curves which constrain the warp maps. For alignment of closed and open curves in Rd,d=1,2,3, possibly with landmark information, we provide a constructive, point-process based definition of a distribution on the set of warp maps of [0, 1] and the unit circle S, that is, (1) simple to sample from, and (2) possesses the desiderata for decomposition of the alignment problem with landmark constraints into multiple unconstrained ones. For warp maps on [0, 1], the distribution is related to the Dirichlet process. We demonstrate its utility by using it as a prior distribution on warp maps in a Bayesian model for alignment of two univariate curves, and as a proposal distribution in a stochastic algorithm that optimizes a suitable alignment functional for higher-dimensional curves. Several examples from simulated and real datasets are provided.
DOI: 10.6084/m9.figshare.9104213.v3
title: Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes

description: To disentangle the complex nonstationary dependence structure of precipitation extremes over the entire contiguous United States (U.S.), we propose a flexible local approach based on factor copula models. Our subasymptotic spatial modeling framework yields nontrivial tail dependence structures, with a weakening dependence strength as events become more extreme; a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity, which allows us to gain in flexibility. By adopting a local censored likelihood approach, we make inference on a fine spatial grid, and we perform local estimation by taking advantage of distributed computing resources and the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. We carry out an extensive simulation study to show that our approach can adequately capture complex, nonstationary dependencies, in addition, our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. 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.8191823.v3
title: Bayesian Inference for Sequential Treatments Under Latent Sequential Ignorability

description: We focus on causal inference for longitudinal treatments, where units are assigned to treatments at multiple time points, aiming to assess the effect of different treatment sequences on an outcome observed at a final point. A common assumption in similar studies is sequential ignorability (SI): treatment assignment at each time point is assumed independent of future potential outcomes given past observed outcomes and covariates. SI is questionable when treatment participation depends on individual choices, and treatment assignment may depend on unobservable quantities associated with future outcomes. We rely on principal stratification to formulate a relaxed version of SI: latent sequential ignorability (LSI) assumes that treatment assignment is conditionally independent on future potential outcomes given past treatments, covariates, and principal stratum membership, a latent variable defined by the joint value of observed and missing intermediate outcomes. We evaluate SI and LSI, using theoretical arguments and simulation studies to investigate the performance of the two assumptions when one holds and inference is conducted under both. Simulations show that when SI does not hold, inference performed under SI leads to misleading conclusions. Conversely, LSI generally leads to correct posterior distributions, irrespective of which assumption holds.
DOI: 10.6084/m9.figshare.9816449
title: Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

description: We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, with detailed application in the topical and challenging context of multistep macroeconomic forecasting in a monetary policy setting. BPS evaluates—sequentially and adaptively over time—varying forecast biases and facets of miscalibration of individual forecast densities for multiple time series, and—critically—their time-varying inter-dependencies. We define BPS methodology for a new class of dynamic multivariate latent factor models implied by BPS theory. Structured dynamic latent factor BPS is here motivated by the application context—sequential forecasting of multiple U.S. macroeconomic time series with forecasts generated from several traditional econometric time series models. The case study highlights the potential of BPS to improve of forecasts of multiple series at multiple forecast horizons, and its use in learning dynamic relationships among forecasting models or agents. 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.9816449.v5
title: Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting

description: We present new methodology and a case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the foundational BPS framework to the multivariate setting, with detailed application in the topical and challenging context of multistep macroeconomic forecasting in a monetary policy setting. BPS evaluates—sequentially and adaptively over time—varying forecast biases and facets of miscalibration of individual forecast densities for multiple time series, and—critically—their time-varying inter-dependencies. We define BPS methodology for a new class of dynamic multivariate latent factor models implied by BPS theory. Structured dynamic latent factor BPS is here motivated by the application context—sequential forecasting of multiple U.S. macroeconomic time series with forecasts generated from several traditional econometric time series models. The case study highlights the potential of BPS to improve of forecasts of multiple series at multiple forecast horizons, and its use in learning dynamic relationships among forecasting models or agents. 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.8295638
title: Tests for Scale Changes Based on Pairwise Differences

description: In many applications it is important to know whether the amount of fluctuation in a series of observations changes over time. In this article, we investigate different tests for detecting changes in the scale of mean-stationary time series. The classical approach, based on the CUSUM test applied to the squared centered observations, is very vulnerable to outliers and impractical for heavy-tailed data, which leads us to contemplate test statistics based on alternative, less outlier-sensitive scale estimators. It turns out that the tests based on Gini’s mean difference (the average of all pairwise distances) and generalized <i>Q<sub>n</sub> </i> estimators (sample quantiles of all pairwise distances) are very suitable candidates. They improve upon the classical test not only under heavy tails or in the presence of outliers, but also under normality. We use recent results on the process convergence of <i>U</i>-statistics and <i>U</i>-quantiles for dependent sequences to derive the limiting distribution of the test statistics and propose estimators for the long-run variance. We show the consistency of the tests and demonstrate the applicability of the new change-point detection methods at two real-life data examples from hydrology and finance. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.9104213.v2
title: Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes

description: To disentangle the complex nonstationary dependence structure of precipitation extremes over the entire contiguous United States (U.S.), we propose a flexible local approach based on factor copula models. Our subasymptotic spatial modeling framework yields nontrivial tail dependence structures, with a weakening dependence strength as events become more extreme; a feature commonly observed with precipitation data but not accounted for in classical asymptotic extreme-value models. To estimate the local extremal behavior, we fit the proposed model in small regional neighborhoods to high threshold exceedances, under the assumption of local stationarity, which allows us to gain in flexibility. By adopting a local censored likelihood approach, we make inference on a fine spatial grid, and we perform local estimation by taking advantage of distributed computing resources and the embarrassingly parallel nature of this estimation procedure. The local model is efficiently fitted at all grid points, and uncertainty is measured using a block bootstrap procedure. We carry out an extensive simulation study to show that our approach can adequately capture complex, nonstationary dependencies, in addition, our study of U.S. winter precipitation data reveals interesting differences in local tail structures over space, which has important implications on regional risk assessment of extreme precipitation events. 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.9816452
title: Bayesian Nonparametric Policy Search With Application to Periodontal Recall Intervals

description: Tooth loss from periodontal disease is a major public health burden in the United States. Standard clinical practice is to recommend a dental visit every six months; however, this practice is not evidence-based, and poor dental outcomes and increasing dental insurance premiums indicate room for improvement. We consider a tailored approach that recommends recall time based on patient characteristics and medical history to minimize disease progression without increasing resource expenditures. We formalize this method as a dynamic treatment regime which comprises a sequence of decisions, one per stage of intervention, that follow a decision rule which maps current patient information to a recommendation for their next visit time. The dynamics of periodontal health, visit frequency, and patient compliance are complex, yet the estimated optimal regime must be interpretable to domain experts if it is to be integrated into clinical practice. We combine nonparametric Bayesian dynamics modeling with policy-search algorithms to estimate the optimal dynamic treatment regime within an interpretable class of regimes. Both simulation experiments and application to a rich database of electronic dental records from the HealthPartners HMO shows that our proposed method leads to better dental health without increasing the average recommended recall time relative to competing methods. 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.8277176.v2
title: Distribution on Warp Maps for Alignment of Open and Closed Curves

description: Alignment of curve data is an integral part of their statistical analysis, and can be achieved using model- or optimization-based approaches. The parameter space is usually the set of monotone, continuous warp maps of a domain. Infinite-dimensional nature of the parameter space encourages sampling based approaches, which require a distribution on the set of warp maps. Moreover, the distribution should also enable sampling in the presence of important landmark information on the curves which constrain the warp maps. For alignment of closed and open curves in Rd,d=1,2,3, possibly with landmark information, we provide a constructive, point-process based definition of a distribution on the set of warp maps of [0, 1] and the unit circle S, that is, (1) simple to sample from, and (2) possesses the desiderata for decomposition of the alignment problem with landmark constraints into multiple unconstrained ones. For warp maps on [0, 1], the distribution is related to the Dirichlet process. We demonstrate its utility by using it as a prior distribution on warp maps in a Bayesian model for alignment of two univariate curves, and as a proposal distribution in a stochastic algorithm that optimizes a suitable alignment functional for higher-dimensional curves. Several examples from simulated and real datasets are provided.
DOI: 10.6084/m9.figshare.9816446
title: Genetic Variant Set-Based Tests Using the Generalized Berk–Jones Statistic With Application to a Genome-Wide Association Study of Breast Cancer

description: Studying the effects of groups of single nucleotide polymorphisms (SNPs), as in a gene, genetic pathway, or network, can provide novel insight into complex diseases such as breast cancer, uncovering new genetic associations and augmenting the information that can be gleaned from studying SNPs individually. Common challenges in set-based genetic association testing include weak effect sizes, correlation between SNPs in a SNP-set, and scarcity of signals, with individual SNP effects often ranging from extremely sparse to moderately sparse in number. Motivated by these challenges, we propose the Generalized Berk–Jones (GBJ) test for the association between a SNP-set and outcome. The GBJ extends the Berk–Jones statistic by accounting for correlation among SNPs, and it provides advantages over the Generalized Higher Criticism test when signals in a SNP-set are moderately sparse. We also provide an analytic <i>p</i>-value calculation for SNP-sets of any finite size, and we develop an omnibus statistic that is robust to the degree of signal sparsity. An additional advantage of our work is the ability to conduct inference using individual SNP summary statistics from a genome-wide association study (GWAS). We evaluate the finite sample performance of the GBJ through simulation and apply the method to identify breast cancer risk genes in a GWAS conducted by the Cancer Genetic Markers of Susceptibility Consortium. Our results suggest evidence of association between FGFR2 and breast cancer and also identify other potential susceptibility genes, complementing conventional SNP-level analysis. 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.8015966
title: Distance-Based Analysis of Ordinal Data and Ordinal Time Series

description: The dissimilarity of ordinal categories can be expressed with a distance measure. A unified approach relying on expected distances is proposed to obtain well-interpretable measures of location, dispersion, or symmetry of random variables, as well as measures of serial dependence within a given process. For special types of distance, these analytic tools lead to known approaches for ordinal or real-valued random variables. We also analyze the sample counterparts of the proposed measures and derive asymptotic results for practically important cases in ordinal data and time series analysis. Two real applications about the economic situation in Germany and the credit rating of European countries are presented. Supplementary materials for this article are available online.
DOI: 10.6084/m9.figshare.8277176.v1
title: Distribution on Warp Maps for Alignment of Open and Closed Curves

description: Alignment of curve data is an integral part of their statistical analysis, and can be achieved using model- or optimization-based approaches. The parameter space is usually the set of monotone, continuous warp maps of a domain. Infinite-dimensional nature of the parameter space encourages sampling based approaches, which require a distribution on the set of warp maps. Moreover, the distribution should also enable sampling in the presence of important landmark information on the curves which constrain the warp maps. For alignment of closed and open curves in Rd,d=1,2,3, possibly with landmark information, we provide a constructive, point-process based definition of a distribution on the set of warp maps of [0, 1] and the unit circle S, that is, (1) simple to sample from, and (2) possesses the desiderata for decomposition of the alignment problem with landmark constraints into multiple unconstrained ones. For warp maps on [0, 1], the distribution is related to the Dirichlet process. We demonstrate its utility by using it as a prior distribution on warp maps in a Bayesian model for alignment of two univariate curves, and as a proposal distribution in a stochastic algorithm that optimizes a suitable alignment functional for higher-dimensional curves. Several examples from simulated and real datasets are provided.