arXiv subjects

Molei Liu

Publications and source records attributed to Molei Liu.

44 records · Page 3Linked to original sources

arXiv2021

Prior Adaptive Semi-supervised Learning with Application to EHR Phenotyping

Electronic Health Records (EHR) data, a rich source for biomedical research, have been successfully used to gain novel insight into a wide range of diseases. Despite its potential, EHR is currently underutilized for discovery research due to it's major limitation in the lack of precise phenotype information. To overcome such difficulties, recent efforts have been devoted to developing supervised algorithms to accurately predict phenotypes based on relatively small training datasets with gold standard labels extracted via chart review. However, supervised methods typically require a sizable training set to yield generalizable algorithms especially when the number of candidate features, $p$, is large. In this paper, we propose a semi-supervised (SS) EHR phenotyping method that borrows information from both a small labeled data where both the label $Y$ and the feature set $X$ are observed and a much larger unlabeled data with observations on $X$ only as well as a surrogate variable $S$ that is predictive of $Y$ and available for all patients, under a high dimensional setting. Under a working prior assumption that $S$ is related to $X$ only through $Y$ and allowing it to hold approximately, we propose a prior adaptive semi-supervised (PASS) estimator that adaptively incorporates the prior knowledge by shrinking the estimator towards a direction derived under the prior. We derive asymptotic theory for the proposed estimator and demonstrate its superiority over existing estimators via simulation studies. The proposed method is applied to an EHR phenotyping study of rheumatoid arthritis at Partner's Healthcare.

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arXiv2021

Fast and Powerful Conditional Randomization Testing via Distillation

We consider the problem of conditional independence testing: given a response Y and covariates (X,Z), we test the null hypothesis that Y is independent of X given Z. The conditional randomization test (CRT) was recently proposed as a way to use distributional information about X|Z to exactly (non-asymptotically) control Type-I error using any test statistic in any dimensionality without assuming anything about Y|(X,Z). This flexibility in principle allows one to derive powerful test statistics from complex prediction algorithms while maintaining statistical validity. Yet the direct use of such advanced test statistics in the CRT is prohibitively computationally expensive, especially with multiple testing, due to the CRT's requirement to recompute the test statistic many times on resampled data. We propose the distilled CRT, a novel approach to using state-of-the-art machine learning algorithms in the CRT while drastically reducing the number of times those algorithms need to be run, thereby taking advantage of their power and the CRT's statistical guarantees without suffering the usual computational expense. In addition to distillation, we propose a number of other tricks like screening and recycling computations to further speed up the CRT without sacrificing its high power and exact validity. Indeed, we show in simulations that all our proposals combined lead to a test that has similar power to the most powerful existing CRT implementations but requires orders of magnitude less computation, making it a practical tool even for large data sets. We demonstrate these benefits on a breast cancer dataset by identifying biomarkers related to cancer stage.

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arXiv2020

Double/Debiased Machine Learning for Logistic Partially Linear Model

We propose double/debiased machine learning approaches to infer (at the parametric rate) the parametric component of a logistic partially linear model with the binary response following a conditional logistic model of a low dimensional linear parametric function of some key (exposure) covariates and a nonparametric function adjusting for the confounding effect of other covariates. We consider a Neyman orthogonal (doubly robust) score equation consisting of two nuisance functions: nonparametric component in the logistic model and conditional mean of the exposure on the other covariates and with the response fixed. To estimate the nuisance models, we separately consider the use of high dimensional (HD) sparse parametric models and more general (typically nonparametric) machine learning (ML) methods. In the HD case, we derive certain moment equations to calibrate the first-order bias of the nuisance models and grant our method a model double robustness property in the sense that our estimator achieves the desirable rate when at least one of the nuisance models is correctly specified and both of them are ultra-sparse. In the ML case, the non-linearity of the logit link makes it substantially harder than the partially linear setting to use an arbitrary conditional mean learning algorithm to estimate the nuisance component of the logistic model. We handle this obstacle through a novel full model refitting procedure that is easy-to-implement and facilitates the use of nonparametric ML algorithms in our framework. Our ML estimator is rate doubly robust in the same sense as Chernozhukov et al. (2018a). We evaluate our methods through simulation studies and apply them in assessing the effect of emergency contraceptive (EC) pill on early gestation foetal with a policy reform in Chile in 2008 (Bentancor and Clarke, 2017).

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arXiv2020

Individual Data Protected Integrative Regression Analysis of High-dimensional Heterogeneous Data

Evidence-based decision making often relies on meta-analyzing multiple studies, which enables more precise estimation and investigation of generalizability. Integrative analysis of multiple heterogeneous studies is, however, highly challenging in the ultra high dimensional setting. The challenge is even more pronounced when the individual level data cannot be shared across studies, known as DataSHIELD constraint (Wolfson et al., 2010). Under sparse regression models that are assumed to be similar yet not identical across studies, we propose in this paper a novel integrative estimation procedure for data-Shielding High-dimensional Integrative Regression (SHIR). SHIR protects individual data through summary-statistics-based integrating procedure, accommodates between study heterogeneity in both the covariate distribution and model parameters, and attains consistent variable selection. Theoretically, SHIR is statistically more efficient than the existing distributed approaches that integrate debiased LASSO estimators from the local sites. Furthermore, the estimation error incurred by aggregating derived data is negligible compared to the statistical minimax rate and SHIR is shown to be asymptotically equivalent in estimation to the ideal estimator obtained by sharing all data. The finite-sample performance of our method is studied and compared with existing approaches via extensive simulation settings. We further illustrate the utility of SHIR to derive phenotyping algorithms for coronary artery disease using electronic health records data from multiple chronic disease cohorts.

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arXiv2020

A Note on Debiased/Double Machine Learning Logistic Partially Linear Model

It is of particular interests in many application fields to draw doubly robust inference of a logistic partially linear model with the predictor specified as combination of a targeted low dimensional linear parametric function and a nuisance nonparametric function. In recent, Tan (2019) proposed a simple and flexible doubly robust estimator for this purpose. They introduced the two nuisance models, i.e. nonparametric component in the logistic model and conditional mean of the exposure covariates given the other covariates and fixed response, and specified them as fixed dimensional parametric models. Their framework could be potentially extended to machine learning or high dimensional nuisance modelling exploited recently, e.g. in Chernozhukovet al. (2018a,b) and Smucler et al. (2019); Tan (2020). Motivated by this, we derive the debiased/double machine learning logistic partially linear model in this note. For construction of the nuisance models, we separately consider the use of high dimensional sparse parametric models and general machine learning methods. By deriving certain moment equations to calibrate the first order bias of the nuisance models, we preserve a model double robustness property on high dimensional ultra-sparse nuisance models. We also discuss and compare the underlying assumption of our method with debiased LASSO (Van deGeer et al., 2014). To implement the machine learning proposal, we design a full model refitting procedure that allows the use of any blackbox conditional mean estimation method in our framework. Under the machine learning setting, our method is rate doubly robust in a similar sense as Chernozhukov et al. (2018a).

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arXiv2020

Integrative High Dimensional Multiple Testing with Heterogeneity under Data Sharing Constraints

Identifying informative predictors in a high dimensional regression model is a critical step for association analysis and predictive modeling. Signal detection in the high dimensional setting often fails due to the limited sample size. One approach to improve power is through meta-analyzing multiple studies on the same scientific question. However, integrative analysis of high dimensional data from multiple studies is challenging in the presence of between study heterogeneity. The challenge is even more pronounced with additional data sharing constraints under which only summary data but not individual level data can be shared across different sites. In this paper, we propose a novel data shielding integrative large-scale testing (DSILT) approach to signal detection by allowing between study heterogeneity and not requiring sharing of individual level data. Assuming the underlying high dimensional regression models of the data differ across studies yet share similar support, the DSILT approach incorporates proper integrative estimation and debiasing procedures to construct test statistics for the overall effects of specific covariates. We also develop a multiple testing procedure to identify significant effects while controlling for false discovery rate (FDR) and false discovery proportion (FDP). Theoretical comparisons of the DSILT procedure with the ideal individual--level meta--analysis (ILMA) approach and other distributed inference methods are investigated. Simulation studies demonstrate that the DSILT procedure performs well in both false discovery control and attaining power. The proposed method is applied to a real example on detecting interaction effect of the genetic variants for statins and obesity on the risk for Type 2 Diabetes.

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arXiv2017

Modeling Coefficient Alpha for Measurement of Individualized Test Score Internal Consistency

A method for measuring individualized reliability of several tests on subjects with heterogenecity is proposed. A regression model is developed based on three sets of generalized estimating equations (GEE). The first set of GEE models the expectation of the responses, the second set of GEE models the response's variance, and the third set is proposed to estimate the individualized coefficient alpha, defined and used to measure individualized internal consistency of the responses. We also extend our method to handle missing data in the covariates. Asymptotic property of the estimators is discussed, based on which interval estimation of the coefficient alpha and significance detection are derived. Performance of our method is evaluated through simulation study and real data analysis. The real data application is from a health literacy study in Hunan province of China.

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arXiv2016

Joint Models for Time-to-Event Data and Longitudinal Biomarkers of High Dimension

Joint models for longitudinal biomarkers and time-to-event data are widely used in longitudinal studies. Many joint modeling approaches have been proposed to deal with different types of longitudinal biomarkers and survival outcomes. However, most existing joint modeling methods cannot deal with a large number of longitudinal biomarkers simultaneously, such as the longitudinally collected gene expression profiles. In this article, we propose a new joint modeling method under the Bayesian framework, which is able to deal with longitudinal biomarkers of high dimension. Specifically, we assume that only a few unobserved latent variables are related to the survival outcome and the latent variables are inferred using a factor analysis model, which greatly reduces the dimensionality of the biomarkers and also accounts for the high correlations among the biomarkers. Through extensive simulation studies, we show that our proposed method has improved prediction accuracy over other joint modeling methods. We illustrate the usefulness of our method on a dataset of idiopathic pulmonary fibrosis patients in which we are interested in predicting the patients' time-to-death using their gene expression profiles.

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