arXiv subjects

J. Sunil Rao

Publications and source records attributed to J. Sunil Rao.

14 recordsLinked to original sources

arXiv2026

PRIM-cipal components analysis

Supervised No Free Lunch Theorems (NFLTs) are well studied, yet unsupervised NFLTs remain underexplored. For elliptical distributions, we prove that there exist two equally optimal, scientifically meaningful bump-hunting strategies that are exact opposites, with no universal winner. Specifically, peeling $k$ orthogonal dimensions from $\mathbb{R}^d$ ($d \ge k$), retaining an inter-quantile region of probability $1-α$ per peeled dimension, maximizes total variance and Frobenius norm when the $k$ smallest principal components (called pettiest components) are selected, and minimizes them when the selected dimensions are the $k$ leading principal components. These optima inspire PRIM-based bump-hunting algorithms either by minimizing variance or by minimizing volume, thereby motivating an NFLT. We test our results on the Fashion-MNIST database, showing that peeling the largest principal components captures multiplicity, while peeling the smallest principal components isolates popular styles.

stat.ML↗

arXiv2025

Statistical learning does not always entail knowledge

In this paper, we study learning and knowledge acquisition (LKA) of an agent about a proposition that is either true or false. We use a Bayesian approach, where the agent receives data to update his beliefs about the proposition according to a posterior distribution. The LKA is formulated in terms of active information, with data representing external or exogenous information that modifies the agent's beliefs. It is assumed that data provide details about a number of features that are relevant to the proposition. We show that this leads to a Gibbs distribution posterior, which is in maximum entropy relative to the prior, conditioned on the side constraints that the data provide in terms of the features. We demonstrate that full learning is sometimes not possible and full knowledge acquisition is never possible when the number of extracted features is too small. We also distinguish between primary learning (receiving data about features of relevance for the proposition) and secondary learning (receiving data about the learning of another agent). We argue that this type of secondary learning does not represent true knowledge acquisition. Our results have implications for statistical learning algorithms, and we claim that such algorithms do not always generate true knowledge. The theory is illustrated with several examples.

cs.LG↗

arXiv2022

High Dimensional Mode Hunting Using Pettiest Components Analysis

Principal components analysis has been used to reduce the dimensionality of datasets for a long time. In this paper, we will demonstrate that in mode detection the components of smallest variance, the pettiest components, are more important. We prove that for a multivariate normal or Laplace distribution, we obtain boxes of optimal volume by implementing "pettiest component analysis", in the sense that their volume is minimal over all possible boxes with the same number of dimensions and fixed probability. This reduction in volume produces an information gain that is measured using active information. We illustrate our results with a simulation and a search for modal patterns of digitized images of hand-written numbers using the famous MNIST database; in both cases pettiest components work better than their competitors. In fact, we show that modes obtained with pettiest components generate better written digits for MNIST than principal components.

stat.ME↗

arXiv2022

Active information, missing data and prevalence estimation

The topic of this paper is prevalence estimation from the perspective of active information. Prevalence among tested individuals has an upward bias under the assumption that individuals' willingness to be tested for the disease increases with the strength of their symptoms. Active information due to testing bias quantifies the degree at which the willingness to be tested correlates with infection status. Interpreting incomplete testing as a missing data problem, the missingness mechanism impacts the degree at which the bias of the original prevalence estimate can be removed. The reduction in prevalence, when testing bias is adjusted for, translates into an active information due to bias correction, with opposite sign to active information due to testing bias. Prevalence and active information estimates are asymptotically normal, a behavior also illustrated through simulations.

stat.ME↗

arXiv2022

"Back to the future" projections for COVID-19 surges

We argue that information from countries who had earlier COVID-19 surges can be used to inform another country's current model, then generating what we call back-to-the-future (BTF) projections. We show that these projections can be used to accurately predict future COVID-19 surges prior to an inflection point of the daily infection curve. We show, across 12 different countries from all populated continents around the world, that our method can often predict future surges in scenarios where the traditional approaches would always predict no future surges. However, as expected, BTF projections cannot accurately predict a surge due to the emergence of a new variant. To generate BTF projections, we make use of a matching scheme for asynchronous time series combined with a response coaching SIR model.

q-bio.PE↗

arXiv2021

Hypothesis testing with active information

We develop hypothesis testing for active information -the averaged quantity in the Kullback-Liebler divergence. To our knowledge, this is the first paper to derive exact probabilities of type-I errors for hypothesis testing in the area.

math.ST↗

arXiv2020

Mode hunting through active information

We propose a new method to find modes based on active information. We develop an algorithm that, when applied to the whole space, will say whether there are any modes present \textit{and} where they are; this algorithm will reduce the dimensionality without resorting to Principal Components; and more importantly, population-wise, will not detect modes when they are not present.

physics.data-an↗

arXiv2017

Precision Therapeutic Biomarker Identification with Application to the Cancer Genome Project

Cancer cell lines have frequently been used to link drug sensitivity and resistance with genomic profiles. To capture genomic complexity in cancer, the Cancer Genome Project (CGP) (Garnett et al., 2012) screened 639 human tumor cell lines with 130 drugs ranging from known chemotherapeutic agents to experimental compounds. Questions of interest include: i) can cancer-specific therapeutic biomarkers be detected, ii) can drug resistance patterns be identified along with predictive strategies to circumvent resistance using alternate drugs, iii) can biomarkers of drug synergies be predicted ? To tackle these questions, following statistical challenges still exist: i)biomarkers cluster among the cell lines; ii) clusters can overlap (e.g. a cell line may belong to multiple clusters); iii) drugs should be modeled jointly. We introduce a multivariate regression model with a latent overlapping cluster indicator variable to address above issues. A generalized finite mixture of multivariate regression (FMMR) model in connection with the new model and a new EM algorithm for fitting are proposed. Re-analysis of the dataset sheds new light on the therapeutic inter-relationships between cancers as well existing and novel drug behaviors for the treatment and management of cancer.

stat.AP↗

arXiv2017

Prediction Weighted Maximum Frequency Selection

Shrinkage estimators that possess the ability to produce sparse solutions have become increasingly important to the analysis of today's complex datasets. Examples include the LASSO, the Elastic-Net and their adaptive counterparts. Estimation of penalty parameters still presents difficulties however. While variable selection consistent procedures have been developed, their finite sample performance can often be less than satisfactory. We develop a new strategy for variable selection using the adaptive LASSO and adaptive Elastic-Net estimators with $p_n$ diverging. The basic idea first involves using the trace paths of their LARS solutions to bootstrap estimates of maximum frequency (MF) models conditioned on dimension. Conditioning on dimension effectively mitigates overfitting, however to deal with underfitting, these MFs are then prediction-weighted, and it is shown that not only can consistent model selection be achieved, but that attractive convergence rates can as well, leading to excellent finite sample performance. Detailed numerical studies are carried out on both simulated and real datasets. Extensions to the class of generalized linear models are also detailed.

stat.ME↗

arXiv2015

Cross-validation and Peeling Strategies for Survival Bump Hunting using Recursive Peeling Methods

We introduce a framework to build a survival/risk bump hunting model with a censored time-to-event response. Our Survival Bump Hunting (SBH) method is based on a recursive peeling procedure that uses a specific survival peeling criterion derived from non/semi-parametric statistics such as the hazards-ratio, the log-rank test or the Nelson-Aalen estimator. To optimize the tuning parameter of the model and validate it, we introduce an objective function based on survival or prediction-error statistics, such as the log-rank test and the concordance error rate. We also describe two alternative cross-validation techniques adapted to the joint task of decision-rule making by recursive peeling and survival estimation. Numerical analyses show the importance of replicated cross-validation and the differences between criteria and techniques in both low and high-dimensional settings. Although several non-parametric survival models exist, none addresses the problem of directly identifying local extrema. We show how SBH efficiently estimates extreme survival/risk subgroups unlike other models. This provides an insight into the behavior of commonly used models and suggests alternatives to be adopted in practice. Finally, our SBH framework was applied to a clinical dataset. In it, we identified subsets of patients characterized by clinical and demographic covariates with a distinct extreme survival outcome, for which tailored medical interventions could be made. An R package `PRIMsrc` is available on CRAN and GitHub.

stat.ME↗

arXiv2014

Unsupervised Bump Hunting Using Principal Components

Principal Components Analysis is a widely used technique for dimension reduction and characterization of variability in multivariate populations. Our interest lies in studying when and why the rotation to principal components can be used effectively within a response-predictor set relationship in the context of mode hunting. Specifically focusing on the Patient Rule Induction Method (PRIM), we first develop a fast version of this algorithm (fastPRIM) under normality which facilitates the theoretical studies to follow. Using basic geometrical arguments, we then demonstrate how the PC rotation of the predictor space alone can in fact generate improved mode estimators. Simulation results are used to illustrate our findings.

stat.ML↗

arXiv2014

On the explanatory power of principal components

We show that if we have an orthogonal base ($u_1,\ldots,u_p$) in a $p$-dimensional vector space, and select $p+1$ vectors $v_1,\ldots, v_p$ and $w$ such that the vectors traverse the origin, then the probability of $w$ being to closer to all the vectors in the base than to $v_1,\ldots, v_p$ is at least 1/2 and converges as $p$ increases to infinity to a normal distribution on the interval [-1,1]; i.e., $Φ(1)-Φ(-1)\approx0.6826$. This result has relevant consequences for Principal Components Analysis in the context of regression and other learning settings, if we take the orthogonal base as the direction of the principal components.

math.PR↗

arXiv2008

Fence methods for mixed model selection

Many model search strategies involve trading off model fit with model complexity in a penalized goodness of fit measure. Asymptotic properties for these types of procedures in settings like linear regression and ARMA time series have been studied, but these do not naturally extend to nonstandard situations such as mixed effects models, where simple definition of the sample size is not meaningful. This paper introduces a new class of strategies, known as fence methods, for mixed model selection, which includes linear and generalized linear mixed models. The idea involves a procedure to isolate a subgroup of what are known as correct models (of which the optimal model is a member). This is accomplished by constructing a statistical fence, or barrier, to carefully eliminate incorrect models. Once the fence is constructed, the optimal model is selected from among those within the fence according to a criterion which can be made flexible. In addition, we propose two variations of the fence. The first is a stepwise procedure to handle situations of many predictors; the second is an adaptive approach for choosing a tuning constant. We give sufficient conditions for consistency of fence and its variations, a desirable property for a good model selection procedure. The methods are illustrated through simulation studies and real data analysis.

math.ST↗

arXiv2005

Spike and slab variable selection: Frequentist and Bayesian strategies

Variable selection in the linear regression model takes many apparent faces from both frequentist and Bayesian standpoints. In this paper we introduce a variable selection method referred to as a rescaled spike and slab model. We study the importance of prior hierarchical specifications and draw connections to frequentist generalized ridge regression estimation. Specifically, we study the usefulness of continuous bimodal priors to model hypervariance parameters, and the effect scaling has on the posterior mean through its relationship to penalization. Several model selection strategies, some frequentist and some Bayesian in nature, are developed and studied theoretically. We demonstrate the importance of selective shrinkage for effective variable selection in terms of risk misclassification, and show this is achieved using the posterior from a rescaled spike and slab model. We also show how to verify a procedure's ability to reduce model uncertainty in finite samples using a specialized forward selection strategy. Using this tool, we illustrate the effectiveness of rescaled spike and slab models in reducing model uncertainty.

math.ST↗