{"title":"Integrated subgroup identification from multi-source data","authors":"Lihui Shao , Jiaqi Wu , Weiping Zhang , Yu Chen","doi":"10.1016/j.csda.2024.107918","DOIUrl":null,"url":null,"abstract":"<div><p><span>Subgroup identification is crucial in dealing with the heterogeneous population and has wide applications in various areas, such as clinical trials and market segmentation. With the prevalence of multi-source data, there is a practical need to identify subgroups based on multi-source data. This paper proposes a working-independence pseudo-loglikelihood and integrates the parameters of each source into a pairwise fusion penalty for simultaneous parameter estimation and subgroup identification. To implement the proposed method, an </span>alternating direction method of multipliers<span> (ADMM) algorithm is derived. Furthermore, the weak oracle properties of parameter estimation are established, illustrating the latent subgroups can be consistently identified. Finally, numerical simulations and an analysis of a randomized trial on reduced nicotine standards for cigarettes are conducted to evaluate the performance of the proposed method.</span></p></div>","PeriodicalId":55225,"journal":{"name":"Computational Statistics & Data Analysis","volume":null,"pages":null},"PeriodicalIF":1.5000,"publicationDate":"2024-01-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Computational Statistics & Data Analysis","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167947324000021","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"COMPUTER SCIENCE, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
Subgroup identification is crucial in dealing with the heterogeneous population and has wide applications in various areas, such as clinical trials and market segmentation. With the prevalence of multi-source data, there is a practical need to identify subgroups based on multi-source data. This paper proposes a working-independence pseudo-loglikelihood and integrates the parameters of each source into a pairwise fusion penalty for simultaneous parameter estimation and subgroup identification. To implement the proposed method, an alternating direction method of multipliers (ADMM) algorithm is derived. Furthermore, the weak oracle properties of parameter estimation are established, illustrating the latent subgroups can be consistently identified. Finally, numerical simulations and an analysis of a randomized trial on reduced nicotine standards for cigarettes are conducted to evaluate the performance of the proposed method.
期刊介绍:
Computational Statistics and Data Analysis (CSDA), an Official Publication of the network Computational and Methodological Statistics (CMStatistics) and of the International Association for Statistical Computing (IASC), is an international journal dedicated to the dissemination of methodological research and applications in the areas of computational statistics and data analysis. The journal consists of four refereed sections which are divided into the following subject areas:
I) Computational Statistics - Manuscripts dealing with: 1) the explicit impact of computers on statistical methodology (e.g., Bayesian computing, bioinformatics,computer graphics, computer intensive inferential methods, data exploration, data mining, expert systems, heuristics, knowledge based systems, machine learning, neural networks, numerical and optimization methods, parallel computing, statistical databases, statistical systems), and 2) the development, evaluation and validation of statistical software and algorithms. Software and algorithms can be submitted with manuscripts and will be stored together with the online article.
II) Statistical Methodology for Data Analysis - Manuscripts dealing with novel and original data analytical strategies and methodologies applied in biostatistics (design and analytic methods for clinical trials, epidemiological studies, statistical genetics, or genetic/environmental interactions), chemometrics, classification, data exploration, density estimation, design of experiments, environmetrics, education, image analysis, marketing, model free data exploration, pattern recognition, psychometrics, statistical physics, image processing, robust procedures.
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III) Special Applications - [...]
IV) Annals of Statistical Data Science [...]