Statistica Sinica

We consider exchangeable Markov multi-state survival processes , which are temporal processes taking values over a state-space <mml:math xmlns:mml="https://www.w3.org/1998/Math/MathML"><mml:mi>S</mml:mi></mml:math> , with at least one absorbing failure state <mml:math xmlns:mml="https://www.w3.org/1998/Math/MathML"><mml:mrow><mml:mi>b</mml:mi> <mml:mo>∈</mml:mo> <mml:mi>S</mml:mi></mml:mrow> </mml:math> that satisfy the natural invariance properties of exchangeability and consistency under subsampling...

Unwanted variation, including hidden confounding, is a well-known problem in many fields, but particularly in large-scale gene expression studies. Recent proposals to use control genes, genes assumed to be unassociated with the covariates of interest, have led to new methods to deal with this problem. Several versions of these removing unwanted variation (RUV) methods have been proposed, including RUV1, RUV2, RUV4, RUVinv, RUVrinv, and RUVfun. Here, we introduce a general framework, RUV*, that both unites and generalizes these approaches...

Instrumental variables (IV) are a useful tool for estimating causal effects in the presence of unmeasured confounding. IV methods are well developed for uncensored outcomes, particularly for structural linear equation models, where simple two-stage estimation schemes are available. The extension of these methods to survival settings is challenging, partly because of the nonlinearity of the popular survival regression models and partly because of the complications associated with right censoring or other survival features...

When estimating the treatment effect in an observational study, we use a semiparametric locally efficient dimension reduction approach to assess both the treatment assignment mechanism and the average responses in both treated and non-treated groups. We then integrate all results through imputation, inverse probability weighting and double robust augmentation estimators. Double robust estimators are locally efficient while imputation estimators are super-efficient when the response models are correct. To take advantage of both procedures, we introduce a shrinkage estimator to automatically combine the two, which retains the double robustness property while improving on the variance when the response model is correct...

Sample correlation matrices are widely used, but for high-dimensional data little is known about their spectral properties beyond "null models", which assume the data have independent coordinates. In the class of spiked models, we apply random matrix theory to derive asymptotic first-order and distributional results for both leading eigenvalues and eigenvectors of sample correlation matrices, assuming a high-dimensional regime in which the ratio p/n , of number of variables p to sample size n , converges to a positive constant...

Accurate risk prediction models play a key role in precision medicine, where optimal individualized disease prevention and treatment strategies can be formed based on predicted risks. In many clinical settings, it is of great interest to predict the <mml:math xmlns:mml="https://www.w3.org/1998/Math/MathML"><mml:mi>τ</mml:mi></mml:math>-year risk of developing a clinical event using baseline covariates. Such <mml:math xmlns:mml="https://www.w3.org/1998/Math/MathML"><mml:mi>τ</mml:mi></mml:math>-year risk models can be estimated by fitting standard survival models, including the Cox proportional hazards model and the more flexible <mml:math xmlns:mml="https://www...

Current workflows for colocalization analysis in fluorescence microscopic imaging introduce significant bias in terms of the user's choice of region of interest (ROI). In this work, we introduce an automatic, unbiased structured detection method for correlated region detection between two random processes observed on a common domain. We argue that although intuitive, using the maximum log-likelihood statistic directly suffers from potential bias and substantially reduced power. Therefore, we introduce a simple size-based normalization to overcome this problem...

We derive the properties and demonstrate the desirability of a model-based method for estimating the spatially-varying effects of covariates on the quantile function. By modeling the quantile function as a combination of I-spline basis functions and Pareto tail distributions, we allow for flexible parametric modeling of the extremes while preserving non-parametric flexibility in the center of the distribution. We further establish that the model guarantees the desired degree of differentiability in the density function and enables the estimation of non-stationary covariance functions dependent on the predictors...

Network analysis has drawn great attention in recent years. It is applied to a wide range disciplines. These include but are not limited to social science, finance and genetics. It is typical that one collects abundant covariates along the response variable in practice. Since the network structure makes the responses at different nodes no longer independent, existing screening methods may not perform well for network data. We propose a network-based sure independence screening (NW-SIS) method. This approach explicitly takes the network structure into consideration...

When there is not enough scientific knowledge to assume a particular regression model, sufficient dimension reduction is a flexible yet parsimonious nonparametric framework to study how covariates are associated with an outcome. We propose a novel estimator of low-dimensional composite scores, which can summarize the contribution of covariates on a right-censored survival outcome. The proposed estimator determines the degree of dimension reduction adaptively from data; it estimates the structural dimension, the central subspace and a rate-optimal smoothing bandwidth parameter simultaneously from a single criterion...

In observational studies, treatments are typically not randomized and therefore estimated treatment effects may be subject to confounding bias. The instrumental variable (IV) design plays the role of a quasi-experimental handle since the IV is associated with the treatment and only affects the outcome through the treatment. In this paper, we present a novel framework for identification and inference using an IV for the marginal average treatment effect amongst the treated (ETT) in the presence of unmeasured confounding...

Clinical studies with time-to-event outcomes often collect measurements of a large number of time-varying covariates over time (e.g., clinical assessments or neuroimaging biomarkers) to build time-sensitive prognostic model. An emerging challenge is that due to resource-intensive or invasive (e.g., lumbar puncture) data collection process, biomarkers may be measured infrequently and thus not available at every observed event time point. Lever-aging all available, infrequently measured time-varying biomarkers to improve prognostic model of event occurrence is an important and challenging problem...

We propose an evolutionary state space model (E-SSM) for analyzing high dimensional brain signals whose statistical properties evolve over the course of a non-spatial memory experiment. Under E-SSM, brain signals are modeled as mixtures of components (e.g., AR(2) process) with oscillatory activity at pre-defined frequency bands. To account for the potential non-stationarity of these components (since the brain responses could vary throughout the entire experiment), the parameters are allowed to vary over epochs...

In the era of precision medicine, survival outcome data with high-throughput predictors are routinely collected. Models with an exceedingly large number of covariates are either infeasible to fit or likely to incur low predictability because of overfitting. Variable screening is key in identifying and removing irrelevant attributes. Recent years have seen a surge in screening methods, but most of them rely on some particular modeling assumptions. Motivated by a study on detecting gene signatures for multiple myeloma patients' survival, we propose a model-free L q -norm learning procedure, which includes the well-known Cramér-von Mises and Kolmogorov criteria as two special cases...

Data from a large number of covariates with known population totals are frequently observed in survey studies. These auxiliary variables contain valuable information that can be incorporated into estimation of the population total of a survey variable to improve the estimation precision. We consider the generalized regression estimator formulated under the model-assisted framework in which a regression model is utilized to make use of the available covariates while the estimator still has basic design-based properties...

For some modeling problems a population may be better assessed as an aggregate of unknown subpopulations, each with a distinct relationship between a response and associated variables. The finite mixture of regressions (FMR) model, in which an outcome is derived from one of a finite number of linear regression models, is a natural tool in this setting. In this article, we first propose a new penalized regression approach. Then, we demonstrate how the proposed approach better identifies subpopulations and their corresponding models than a semiparametric FMR method does...

Two major challenges arise in regression analyses of recurrent event data: first, popular existing models, such as the Cox proportional rates model, may not fully capture the covariate effects on the underlying recurrent event process; second, the censoring time remains informative about the risk of experiencing recurrent events after accounting for covariates. We tackle both challenges by a general class of semiparametric scale-change models that allow a scale-change covariate effect as well as a multiplicative covariate effect...

Due to heterogeneity for many chronic diseases, precise personalized medicine, also known as precision medicine, has drawn increasing attentions in the scientific community. One main goal of precision medicine is to develop the most effective tailored therapy for each individual patient. To that end, one needs to incorporate individual characteristics to detect a proper individual treatment rule (ITR), by which suitable decisions on treatment assignments can be made to optimize patients' clinical outcome. For binary treatment settings, outcome weighted learning (OWL) and several of its variations have been proposed recently to estimate the ITR by optimizing the conditional expected outcome given patients' information...

Generalized varying coefficient models are particularly useful for examining dynamic effects of covariates on a continuous, binary or count response. This paper is concerned with feature screening for generalized varying coefficient models with ultrahigh dimensional covariates. The proposed screening procedure is based on joint quasi-likelihood of all predictors, and therefore is distinguished from marginal screening procedures proposed in the literature. In particular, the proposed procedure can effectively identify active predictors that are jointly dependent but marginally independent of the response...

This study develops a marginal screening test to detect the presence of significant predictors for a right-censored time-to-event outcome under a high-dimensional accelerated failure time (AFT) model. Establishing a rigorous screening test in this setting is challenging, because of the right censoring and the post-selection inference. In the latter case, an implicit variable selection step needs to be included to avoid inflating the Type-I error. A prior study solved this problem by constructing an adaptive resampling test under an ordinary linear regression...