SearcharxivSearch

arXiv subjects

Ruyi Pan

Publications and source records attributed to Ruyi Pan.

4 recordsLinked to original sources

Boosting multi-view association testing via devariation

Understanding the interplay between high-dimensional data from different views is essential in biomedical research, particularly in fields such as genomics, neuroimaging and biobank-scale studies involving high-dimensional features. Existing statistical tests for the association between two random vectors often do not fully capture dependencies between views due to limitations in modeling within-view dependencies, particularly in high-dimensional data without clear dependency patterns, which can lead to a potential loss of statistical power. In this work, we propose a novel approach termed devariation which is considered a simple yet effective preprocessing method to address the limitations by adopting a penalized low-rank factor model to flexibly capture within-view dependencies. Theoretical analysis of asymptotic power shows that devariation increases statistical power, especially when within-view correlations impact signal-to-noise ratios, while maintaining robustness in scenarios without strong internal correlations. Simulation studies demonstrate devariation's superior performance over existing methods in various scenarios. We further validate devariation in multimodal neuroimaging data from the UK Biobank study, examining the associations between imaging-derived phenotypes (IDPs) from functional, structural, and diffusion magnetic resonance imaging (MRI).

stat.ME

Bayesian nonparametric mixtures of Archimedean copulas

Copula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian nonparametric mixture of Archimedean copulas is introduced to increase the flexibility of copula-based dependence modeling. Specifically, the Poisson-Dirichlet process is used as a mixing distribution over the Archimedean copulas' parameter. Properties of the mixture model are studied for the main Archimedean families, and posterior distributions are sampled via their full conditional distributions. The performance of the model is illustrated via numerical experiments involving simulated and real data.

stat.ME

Inference for overparametrized hierarchical Archimedean copulas

Hierarchical Archimedean copulas (HACs) are multivariate uniform distributions constructed by nesting Archimedean copulas into one another, and provide a flexible approach to modeling non-exchangeable data. However, this flexibility in the model structure may lead to over-fitting when the model estimation procedure is not performed properly. In this paper, we examine the problem of structure estimation and more generally on the selection of a parsimonious model from the hypothesis testing perspective. Formal tests for structural hypotheses concerning HACs have been lacking so far, most likely due to the restrictions on their associated parameter space which hinders the use of standard inference methodology. Building on previously developed asymptotic methods for these non-standard parameter spaces, we provide an asymptotic stochastic representation for the maximum likelihood estimators of (potentially) overparametrized HACs, which we then use to formulate a likelihood ratio test for certain common structural hypotheses. Additionally, we also derive analytical expressions for the first- and second-order partial derivatives of two-level HACs based on Clayton and Gumbel generators, as well as general numerical approximation schemes for the Fisher information matrix.

stat.ME

Multivariate temporal dependence via mixtures of rotated copulas

Parametric copula families have been known to flexibly capture various dependence patterns, e.g., either positive or negative dependence in either the lower or upper tails of bivariate distributions. In this paper, our objective is to construct a model that is adaptable enough to capture several of these features simultaneously in $m$ dimensions. We propose a mixture of $2^m$ rotations of a parametric copula that can achieve this goal. We illustrate the construction using the Clayton family but the concept is general and can be applied to other families. In order to include dynamic dependence regimes, the approach is extended to a time-dependent sequence of mixture copulas in which the mixture probabilities are allowed to evolve in time via a moving average and seasonal types of relationship. The properties of the proposed model and its performance are examined using simulated and real data sets.

stat.ME