arXiv subjects

Massimiliano Russo

Publications and source records attributed to Massimiliano Russo.

7 recordsLinked to original sources

arXiv2026

Heterogeneous transfer learning for high-dimensional regression with feature mismatch

We study Heterogeneous Transfer Learning (HTL) for high-dimensional regression with differing feature sets. Such feature mismatch arises when some variables available in a data-rich source domain are unavailable in a data-poor target domain. Yet most homogeneous TL methods require the same feature space in both the source and target domains, limiting their practical applicability. Conversely, existing HTL methods lack statistical error guarantees, limiting their utility for scientific discovery. We propose an HTL method that first learns a feature map between the missing and observed features leveraging the vast source data, imputes the unavailable features in the target, and then performs a two-step TL for penalized regression. We consider both the linear and the nonparametric feature maps. We develop upper bounds on the estimation and prediction errors of HTL, assuming that the source and target parameters differ sparsely, without requiring the target model itself to be sparse. We also establish matching minimax lower bounds, showing that the proposed procedures achieve optimal rates. Our results elucidate the effects of model complexity, sample size, the quality and differences in feature maps, and differences in the models across domains. We also derive minimax rates for the misspecified homogeneous TL model that discards unavailable features and show that our HTL procedure can attain a smaller error rate than homogeneous TL. We further extend the framework to multiple source domains and develop a negative-transfer defense that provably excludes adversarial sources from transfer with high probability.

stat.ML↗

arXiv2026

A cautious use of auxiliary outcomes for decision-making in randomized clinical trials

Clinical trials often collect data on multiple outcomes, such as overall survival (OS), progression-free survival (PFS), and response to treatment (RT). In most cases, however, study designs only use primary outcome data for interim and final decision-making. In several disease settings, clinically relevant outcomes, for example OS, become available years after patient enrollment. Moreover, the effects of experimental treatments on OS might be less pronounced compared to auxiliary outcomes such as RT. We develop a Bayesian decision-theoretic framework that uses both primary and auxiliary outcomes for interim and final decision-making. The framework allows investigators to control standard frequentist operating characteristics, such as the type I error rate and can be used with auxiliary outcomes from emerging technologies, such as circulating tumor assays. False positive rates and other frequentist operating characteristics are rigorously controlled without any assumption about the concordance between primary and auxiliary outcomes. We discuss algorithms to implement this decision-theoretic approach and show that incorporating auxiliary information into interim and final decision-making can lead to relevant efficiency gains according to established and interpretable metrics.

stat.AP↗

arXiv2025

Missing data imputation using a truncated Gaussian infinite factor model with application to metabolomics data

Metabolomics is the study of small molecules in biological samples. Metabolomics data are typically high-dimensional and contain highly correlated variables and frequent missing values. Both missing at random (MAR) data, due to acquisition or processing errors, and missing not at random (MNAR) data, caused by values falling below detection thresholds, are common. Thus, imputation is a critical component of downstream analysis. Existing imputation methods generally assume one type of data missingness mechanism, or impute values outside the data's physical constraints. A novel truncated Gaussian infinite factor analysis (TGIFA) model is proposed to perform statistically principled and physically realistic imputation in metabolomics data. By incorporating truncated Gaussian assumptions, TGIFA respects the data's physical constraints, while leveraging an infinite latent factor framework to capture high-dimensional dependencies without pre-specifying the number of latent factors. Our Bayesian inference approach enables uncertainty quantification in both the values of the imputed data, and the missing data mechanism. A computationally efficient exchange algorithm enables scalable posterior inference via Markov Chain Monte Carlo. We validate TGIFA through a comprehensive simulation study and demonstrate its utility in a motivating urinary metabolomics dataset, where it yields useful imputations, with associated uncertainty quantification. Open-source R code, available at https://github.com/kfinucane/TGIFA, accompanies TGIFA.

stat.ME↗

arXiv2024

Fast Variational Inference for Bayesian Factor Analysis in Single and Multi-Study Settings

Factors models are routinely used to analyze high-dimensional data in both single-study and multi-study settings. Bayesian inference for such models relies on Markov Chain Monte Carlo (MCMC) methods which scale poorly as the number of studies, observations, or measured variables increase. To address this issue, we propose variational inference algorithms to approximate the posterior distribution of Bayesian latent factor models using the multiplicative gamma process shrinkage prior. The proposed algorithms provide fast approximate inference at a fraction of the time and memory of MCMC-based implementations while maintaining comparable accuracy in characterizing the data covariance matrix. We conduct extensive simulations to evaluate our proposed algorithms and show their utility in estimating the model for high-dimensional multi-study gene expression data in ovarian cancers. Overall, our proposed approaches enable more efficient and scalable inference for factor models, facilitating their use in high-dimensional settings. An R package VIMSFA implementing our methods is available on GitHub (github.com/blhansen/VI-MSFA).

stat.ME↗

arXiv2022

Stratified stochastic variational inference for high-dimensional network factor model

There has been considerable recent interest in Bayesian modeling of high-dimensional networks via latent space approaches. When the number of nodes increases, estimation based on Markov Chain Monte Carlo can be extremely slow and show poor mixing, thereby motivating research on alternative algorithms that scale well in high-dimensional settings. In this article, we focus on the latent factor model, a widely used approach for latent space modeling of network data. We develop scalable algorithms to conduct approximate Bayesian inference via stochastic optimization. Leveraging sparse representations of network data, the proposed algorithms show massive computational and storage benefits, and allow to conduct inference in settings with thousands of nodes.

stat.CO↗

arXiv2020

Multivariate mixed membership modeling: Inferring domain-specific risk profiles

Characterizing the shared memberships of individuals in a classification scheme poses severe interpretability issues, even when using a moderate number of classes (say 4). Mixed membership models quantify this phenomenon, but they typically focus on goodness-of-fit more than on interpretable inference. To achieve a good numerical fit, these models may in fact require many extreme profiles, making the results difficult to interpret. We introduce a new class of multivariate mixed membership models that, when variables can be partitioned into subject-matter based domains, can provide a good fit to the data using fewer profiles than standard formulations. The proposed model explicitly accounts for the blocks of variables corresponding to the distinct domains along with a cross-domain correlation structure, which provides new information about shared membership of individuals in a complex classification scheme. We specify a multivariate logistic normal distribution for the membership vectors, which allows easy introduction of auxiliary information leveraging a latent multivariate logistic regression. A Bayesian approach to inference, relying on Pólya gamma data augmentation, facilitates efficient posterior computation via Markov Chain Monte Carlo. We apply this methodology to a spatially explicit study of malaria risk over time on the Brazilian Amazon frontier.

stat.AP↗

arXiv2017

Bayesian inference on group differences in multivariate categorical data

Multivariate categorical data are common in many fields. We are motivated by election polls studies assessing evidence of changes in voters opinions with their candidates preferences in the 2016 United States Presidential primaries or caucuses. Similar goals arise routinely in several applications, but current literature lacks a general methodology which combines flexibility, efficiency, and tractability in testing for group differences in multivariate categorical data at different---potentially complex---scales. We address this goal by leveraging a Bayesian representation which factorizes the joint probability mass function for the group variable and the multivariate categorical data as the product of the marginal probabilities for the groups, and the conditional probability mass function of the multivariate categorical data, given the group membership. To enhance flexibility, we define the conditional probability mass function of the multivariate categorical data via a group-dependent mixture of tensor factorizations, thus facilitating dimensionality reduction and borrowing of information, while providing tractable procedures for computation, and accurate tests assessing global and local group differences. We compare our methods with popular competitors, and discuss improved performance in simulations and in American election polls studies.

stat.ME↗