Statistics and its Interface

Galarza, Lachos and Bandyopadhyay (2017) have recently proposed a method of estimating linear quantile mixed models (Geraci and Bottai, 2014) based on a Monte Carlo EM algorithm. They assert that their procedure represents an improvement over the numerical quadrature and non-smooth optimization approach implemented by Geraci (2014). The objective of this note is to demonstrate that this claim is incorrect. We also point out several inaccuracies and shortcomings in their paper which affect other results and conclusions that can be drawn...

Network systems are commonly encountered and investigated in various disciplines, and network dynamics that refer to collective node state changes over time are one area of particular interests of many researchers. Recently, dynamic structural equation model (DSEM) has been introduced into the field of network dynamics as a powerful statistical inference tool. In this study, in recognition that parameter identifiability is the prerequisite of reliable parameter inference, a general and efficient approach is proposed for the first time to address the structural parameter identifiability problem of linear DSEMs for cyclic networks...

This article presents a simple and easily implementable Bayesian approach to model and quantify uncertainty in small descriptive social networks. While statistical methods for analyzing networks have seen burgeoning activity over the last decade or so, ranging from social sciences to genetics, such methods usually involve sophisticated stochastic models whose estimation requires substantial structure and information in the networks. At the other end of the analytic spectrum, there are purely descriptive methods based upon quantities and axioms in computational graph theory...

A key step in pharmacogenomic studies is the development of accurate prediction models for drug response based on individuals' genomic information. Recent interest has centered on semiparametric models based on kernel machine regression, which can flexibly model the complex relationships between gene expression and drug response. However, performance suffers if irrelevant covariates are unknowingly included when training the model. We propose a new semiparametric regression procedure, based on a novel penalized garrotized kernel machine (PGKM), which can better adapt to the presence of irrelevant covariates while still allowing for a complex nonlinear model and gene-gene interactions...

We introduce a discrete distribution suggested by curtailed sampling rules common in early-stage clinical trials. We derive the distribution of the smallest number of independent and identically distributed Bernoulli trials needed to observe either s successes or t failures. This report provides a closed-form expression for the mass function, moment generating function, and provides connections to other, standard distributions.

The linear mixed-effects model (LMM) is widely used in the analysis of clustered or longitudinal data. This paper aims to address analytic challenges arising from estimation and selection in the application of the LMM to high-dimensional longitudinal data. We develop a doubly regularized approach in the LMM to simultaneously select fixed and random effects. On the theoretical front, we establish large sample properties for the proposed method under the high-dimensional setting, allowing both numbers of fixed effects and random effects to be much larger than the sample size...

We propose a flexible regression model to study the association between a functional response and multiple functional covariates that are observed on the same domain. Specifically, we relate the mean of the current response to current values of the covariates by a sum of smooth unknown bivariate functions, where each of the functions depends on the current value of the covariate and the time point itself. In this framework, we develop estimation methodology that accommodates realistic scenarios where the covariates are sampled with or without error on a sparse and irregular design, and prediction that accounts for unknown model correlation structure...

Learning in the Reproducing Kernel Hilbert Space (RKHS) has been widely used in many scientific disciplines. Because a RKHS can be very flexible, it is common to impose a regularization term in the optimization to prevent overfitting. Standard RKHS learning employs the squared norm penalty of the learning function. Despite its success, many challenges remain. In particular, one cannot directly use the squared norm penalty for variable selection or data extraction. Therefore, when there exists noise predictors, or the underlying function has a sparse representation in the dual space, the performance of standard RKHS learning can be suboptimal...

We propose a copula-based joint modeling framework for mixed longitudinal responses. Our approach permits all model parameters to vary with time, and thus will enable researchers to reveal dynamic response-predictor relationships and response-response associations. We call the new class of models TIMECOP because we model dependence using a time-varying copula. We develop a one-step estimation procedure for the TIMECOP parameter vector, and also describe how to estimate standard errors. We investigate the finite sample performance of our procedure via three simulation studies, one of which shows that our procedure performs well under ignorable missingness...

This paper discusses regression analysis of a type of incomplete mixed data arising from event history studies with the proportional rates model. By mixed data, we mean that each study subject may be observed continuously during the whole study period, continuously over some study periods and at some time points, or only at some discrete time points. Therefore, we have combined recurrent event and panel count data. For the problem, we present a multiple imputation-based estimation procedure and one advantage of the proposed marginal model approach is that it can be easily implemented...

Morphometric (i.e., shape and size) differences in the anatomy of cortical structures are associated with neurodevelopmental and neuropsychiatric disorders. Such differences can be quantized and detected by a powerful tool called Labeled Cortical Distance Map (LCDM). The LCDM method provides distances of labeled gray matter (GM) voxels from the GM/white matter (WM) surface for specific cortical structures (or tissues). Here we describe a method to analyze morphometric variability in the particular tissue using LCDM distances...

A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500)...

This paper develops a likelihood-based approach to analyze quantile regression (QR) models for continuous longitudinal data via the asymmetric Laplace distribution (ALD). Compared to the conventional mean regression approach, QR can characterize the entire conditional distribution of the outcome variable and is more robust to the presence of outliers and misspecification of the error distribution. Exploiting the nice hierarchical representation of the ALD, our classical approach follows a Stochastic Approximation of the EM (SAEM) algorithm in deriving exact maximum likelihood estimates of the fixed-effects and variance components...

The aim of this article is to develop a Bayesian random graph mixture model (RGMM) to detect the latent class network (LCN) structure of brain connectivity networks and estimate the parameters governing this structure. The use of conjugate priors for unknown parameters leads to efficient estimation, and a well-known nonidentifiability issue is avoided by a particular parameterization of the stochastic block model (SBM). Posterior computation proceeds via an efficient Markov Chain Monte Carlo algorithm. Simulations demonstrate that LCN outperforms several other competing methods for community detection in weighted networks, and we apply our RGMM to estimate the latent community structures in the functional resting brain networks of 185 subjects from the ADHD-200 sample...

More and more large cohort studies have conducted or are conducting genome-wide association studies (GWAS) to reveal the genetic components of many complex human diseases. These large cohort studies often collected a broad array of correlated phenotypes that reflect common physiological processes. By jointly analyzing these correlated traits, we can gain more power by aggregating multiple weak effects and shed light on the mechanisms underlying complex human diseases. The majority of existing multi-trait association test methods are based on jointly modeling the multivariate traits conditional on the genotype as covariate, and can readily accommodate the imputed SNPs by using their imputed dosage as a covariate...

Understanding heterogeneity in phenotypical characteristics, symptoms manifestations and response to treatment of subjects with psychiatric illnesses is a continuing challenge in mental health research. A long-standing goal of medical studies is to identify groups of subjects characterized with a particular trait or quality and to distinguish them from other subjects in a clinically relevant way. This paper develops and illustrates a novel approach to this problem based on a method of optimal-partitioning (clustering) of functional data...

The case-control design provides an effective way to collect covariate information conditioning on subjects' disease status. The standard logistic regression model can be used to model the interaction between two covariates under such a design, but the prospective logistic regression method might not be the most efficient one when certain appropriate constraints can be imposed on the covariate distribution. We develop a hybrid approach for the statistical inference of the interaction under the case-control design...

We propose a new SVD algorithm based on the split-and- merge strategy, which possesses an embarrassingly parallel structure and thus can be efficiently implemented on a distributed or multicore machine. The new algorithm can also be implemented in serial for online eigen-analysis. The new algorithm is particularly suitable for big data problems: Its embarrassingly parallel structure renders it usable for feature screening, while this has been beyond the ability of the existing parallel SVD algorithms.

Many oncology phase II trials are single arm studies designed to screen novel treatments based on efficacy outcome. Efficacy is often assessed as an ordinal variable based on a level of response of solid tumors with four categories: complete response, partial response, stable disease and progression. We describe a two-stage design for a single-arm phase II trial where the primary objective is to test the rate of tumor response defined as complete plus partial response, and the secondary objective is to estimate the rate of disease control defined as tumor response plus stable disease...

Longitudinal data frequently arise in many fields such as medical follow-up studies focusing on specific longitudinal responses. In such situations, the responses are recorded only at discrete observation times. Most existing approaches for longitudinal data analysis assume that the observation or follow-up times are independent of the underlying response process, either completely or given some known covariates. We present a joint analysis approach in which possible correlations among the responses, observation and follow-up times can be characterized by time-dependent random effects...