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Tianxi Cai

Publications and source records attributed to Tianxi Cai.

94 records · Page 6Linked to original sources

Estimation and testing for multiple regulation of multivariate mixed outcomes

Considerable interest has recently been focused on studying multiple phenotypes simultaneously in both epidemiological and genomic studies, either to capture the multidimensionality of complex disorders or to understand shared etiology of related disorders. We seek to identify {\em multiple regulators} or predictors that are associated with multiple outcomes when these outcomes may be measured on very different scales or composed of a mixture of continuous, binary, and not-fully-observed elements. We first propose an estimation technique to put all effects on similar scales, and we induce sparsity on the estimated effects. We provide standard asymptotic results for this estimator and show that resampling can be used to quantify uncertainty in finite samples. We finally provide a multiple testing procedure which can be geared specifically to the types of multiple regulators of interest, and we establish that, under standard regularity conditions, the familywise error rate will approach 0 as sample size diverges. Simulation results indicate that our approach can improve over unregularized methods both in reducing bias in estimation and improving power for testing.

stat.ME↗

Structured Matrix Completion with Applications to Genomic Data Integration

Matrix completion has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. Current literature on matrix completion focuses primarily on independent sampling models under which the individual observed entries are sampled independently. Motivated by applications in genomic data integration, we propose a new framework of structured matrix completion (SMC) to treat structured missingness by design. Specifically, our proposed method aims at efficient matrix recovery when a subset of the rows and columns of an approximately low-rank matrix are observed. We provide theoretical justification for the proposed SMC method and derive lower bound for the estimation errors, which together establish the optimal rate of recovery over certain classes of approximately low-rank matrices. Simulation studies show that the method performs well in finite sample under a variety of configurations. The method is applied to integrate several ovarian cancer genomic studies with different extent of genomic measurements, which enables us to construct more accurate prediction rules for ovarian cancer survival.

stat.ME↗

Nonconcave penalized composite conditional likelihood estimation of sparse Ising models

The Ising model is a useful tool for studying complex interactions within a system. The estimation of such a model, however, is rather challenging, especially in the presence of high-dimensional parameters. In this work, we propose efficient procedures for learning a sparse Ising model based on a penalized composite conditional likelihood with nonconcave penalties. Nonconcave penalized likelihood estimation has received a lot of attention in recent years. However, such an approach is computationally prohibitive under high-dimensional Ising models. To overcome such difficulties, we extend the methodology and theory of nonconcave penalized likelihood to penalized composite conditional likelihood estimation. The proposed method can be efficiently implemented by taking advantage of coordinate-ascent and minorization--maximization principles. Asymptotic oracle properties of the proposed method are established with NP-dimensionality. Optimality of the computed local solution is discussed. We demonstrate its finite sample performance via simulation studies and further illustrate our proposal by studying the Human Immunodeficiency Virus type 1 protease structure based on data from the Stanford HIV drug resistance database. Our statistical learning results match the known biological findings very well, although no prior biological information is used in the data analysis procedure.

math.ST↗

Nonparametric inference procedure for percentiles of the random effects distribution in meta-analysis

To investigate whether treating cancer patients with erythropoiesis-stimulating agents (ESAs) would increase the mortality risk, Bennett et al. [Journal of the American Medical Association 299 (2008) 914--924] conducted a meta-analysis with the data from 52 phase III trials comparing ESAs with placebo or standard of care. With a standard parametric random effects modeling approach, the study concluded that ESA administration was significantly associated with increased average mortality risk. In this article we present a simple nonparametric inference procedure for the distribution of the random effects. We re-analyzed the ESA mortality data with the new method. Our results about the center of the random effects distribution were markedly different from those reported by Bennett et al. Moreover, our procedure, which estimates the distribution of the random effects, as opposed to just a simple population average, suggests that the ESA may be beneficial to mortality for approximately a quarter of the study populations. This new meta-analysis technique can be implemented with study-level summary statistics. In contrast to existing methods for parametric random effects models, the validity of our proposal does not require the number of studies involved to be large. From the results of an extensive numerical study, we find that the new procedure performs well even with moderate individual study sample sizes.

stat.AP↗