Biometrika最新文献

This paper develops a functional hybrid factor regression modelling framework to handle the heterogeneity of many large-scale imaging studies, such as the Alzheimer's disease neuroimaging initiative study. Despite the numerous successes of those imaging studies, such heterogeneity may be caused by the differences in study environment, population, design, protocols or other hidden factors, and it has posed major challenges in integrative analysis of imaging data collected from multicentres or multistudies. We propose both estimation and inference procedures for estimating unknown parameters and detecting unknown factors under our new model. The asymptotic properties of both estimation and inference procedures are systematically investigated. The finite-sample performance of our proposed procedures is assessed by using Monte Carlo simulations and a real data example on hippocampal surface data from the Alzheimer's disease study.

This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes the distance from the covariance estimate to a symmetric sparsity set. This formulation avoids unwanted shrinkage induced by more common norm penalties, and enables optimization of the resulting nonconvex objective by solving a sequence of smooth, unconstrained subproblems. These subproblems are generated and solved via the proximal distance version of the majorization-minimization principle. The resulting algorithm executes rapidly, gracefully handles settings where the number of parameters exceeds the number of cases, yields a positive-definite solution, and enjoys desirable convergence properties. Empirically, we demonstrate that our approach outperforms competing methods across several metrics, for a suite of simulated experiments. Its merits are illustrated on international migration data and a case study on flow cytometry. Our findings suggest that the marginal and conditional dependency networks for the cell signalling data are more similar than previously concluded.

For multivariate spatial Gaussian process (GP) models, customary specifications of cross-covariance functions do not exploit relational inter-variable graphs to ensure process-level conditional independence among the variables. This is undesirable, especially for highly multivariate settings, where popular cross-covariance functions such as the multivariate Matérn suffer from a "curse of dimensionality" as the number of parameters and floating point operations scale up in quadratic and cubic order, respectively, in the number of variables. We propose a class of multivariate "Graphical Gaussian Processes" using a general construction called "stitching" that crafts cross-covariance functions from graphs and ensures process-level conditional independence among variables. For the Matérn family of functions, stitching yields a multivariate GP whose univariate components are Matérn GPs, and conforms to process-level conditional independence as specified by the graphical model. For highly multivariate settings and decomposable graphical models, stitching offers massive computational gains and parameter dimension reduction. We demonstrate the utility of the graphical Matérn GP to jointly model highly multivariate spatial data using simulation examples and an application to air-pollution modelling.

Identifying dependency in multivariate data is a common inference task that arises in numerous applications. However, existing nonparametric independence tests typically require computation that scales at least quadratically with the sample size, making it difficult to apply them in the presence of massive sample sizes. Moreover, resampling is usually necessary to evaluate the statistical significance of the resulting test statistics at finite sample sizes, further worsening the computational burden. We introduce a scalable, resampling-free approach to testing the independence between two random vectors by breaking down the task into simple univariate tests of independence on a collection of 2 × 2 contingency tables constructed through sequential coarse-to-fine discretization of the sample space, transforming the inference task into a multiple testing problem that can be completed with almost linear complexity with respect to the sample size. To address increasing dimensionality, we introduce a coarse-to-fine sequential adaptive procedure that exploits the spatial features of dependency structures. We derive a finite-sample theory that guarantees the inferential validity of our adaptive procedure at any given sample size. We show that our approach can achieve strong control of the level of the testing procedure at any sample size without resampling or asymptotic approximation and establish its large-sample consistency. We demonstrate through an extensive simulation study its substantial computational advantage in comparison to existing approaches while achieving robust statistical power under various dependency scenarios, and illustrate how its divide-and-conquer nature can be exploited to not just test independence, but to learn the nature of the underlying dependency. Finally, we demonstrate the use of our method through analysing a dataset from a flow cytometry experiment.

Factorization models express a statistical object of interest in terms of a collection of simpler objects. For example, a matrix or tensor can be expressed as a sum of rank-one components. However, in practice, it can be challenging to infer the relative impact of the different components as well as the number of components. A popular idea is to include infinitely many components having impact decreasing with the component index. This article is motivated by two limitations of existing methods: (1) lack of careful consideration of the within component sparsity structure; and (2) no accommodation for grouped variables and other non-exchangeable structures. We propose a general class of infinite factorization models that address these limitations. Theoretical support is provided, practical gains are shown in simulation studies, and an ecology application focusing on modelling bird species occurrence is discussed.

This paper develops a method based on model-X knockoffs to find conditional associations that are consistent across environments, controlling the false discovery rate. The motivation for this problem is that large data sets may contain numerous associations that are statistically significant and yet misleading, as they are induced by confounders or sampling imperfections. However, associations replicated under different conditions may be more interesting. In fact, consistency sometimes provably leads to valid causal inferences even if conditional associations do not. While the proposed method is widely applicable, this paper highlights its relevance to genome-wide association studies, in which robustness across populations with diverse ancestries mitigates confounding due to unmeasured variants. The effectiveness of this approach is demonstrated by simulations and applications to the UK Biobank data.