An Efficient Approach for Identifying Important Biomarkers for Biomedical Diagnosis

In this paper, we explore the challenges associated with biomarker identification for diagnosis purpose in biomedical experiments, and propose a novel approach to handle the above challenging scenario via the generalization of the Dantzig selector. To improve the efficiency of the regularization method, we introduce a transformation from an inherent nonlinear programming due to its nonlinear link function into a linear programming framework. We illustrate the use of of our method on an experiment with binary response, showing superior performance on biomarker identification studies when compared to their conventional analysis. Our proposed method does not merely serve as a variable/biomarker selection tool, its ranking of variable importance provides valuable reference information for practitioners to reach informed decisions regarding the prioritization of factors for further investigations

Fast quantitative susceptibility mapping with L1-regularization and automatic parameter selection

Purpose To enable fast reconstruction of quantitative susceptibility maps with total variation penalty and automatic regularization parameter selection. Methods ℓ[subscript 1]-Regularized susceptibility mapping is accelerated by variable splitting, which allows closed-form evaluation of each iteration of the algorithm by soft thresholding and fast Fourier transforms. This fast algorithm also renders automatic regularization parameter estimation practical. A weighting mask derived from the magnitude signal can be incorporated to allow edge-aware regularization. Results Compared with the nonlinear conjugate gradient (CG) solver, the proposed method is 20 times faster. A complete pipeline including Laplacian phase unwrapping, background phase removal with SHARP filtering, and ℓ[subscript 1]-regularized dipole inversion at 0.6 mm isotropic resolution is completed in 1.2 min using MATLAB on a standard workstation compared with 22 min using the CG solver. This fast reconstruction allows estimation of regularization parameters with the L-curve method in 13 min, which would have taken 4 h with the CG algorithm. The proposed method also permits magnitude-weighted regularization, which prevents smoothing across edges identified on the magnitude signal. This more complicated optimization problem is solved 5 times faster than the nonlinear CG approach. Utility of the proposed method is also demonstrated in functional blood oxygen level–dependent susceptibility mapping, where processing of the massive time series dataset would otherwise be prohibitive with the CG solver. Conclusion Online reconstruction of regularized susceptibility maps may become feasible with the proposed dipole inversion

Regression on manifolds: Estimation of the exterior derivative

Collinearity and near-collinearity of predictors cause difficulties when doing regression. In these cases, variable selection becomes untenable because of mathematical issues concerning the existence and numerical stability of the regression coefficients, and interpretation of the coefficients is ambiguous because gradients are not defined. Using a differential geometric interpretation, in which the regression coefficients are interpreted as estimates of the exterior derivative of a function, we develop a new method to do regression in the presence of collinearities. Our regularization scheme can improve estimation error, and it can be easily modified to include lasso-type regularization. These estimators also have simple extensions to the "large $p$, small $n$" context.Comment: Published in at http://dx.doi.org/10.1214/10-AOS823 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Bayesian Regularisation in Structured Additive Regression Models for Survival Data

During recent years, penalized likelihood approaches have attracted a lot of interest both in the area of semiparametric regression and for the regularization of high-dimensional regression models. In this paper, we introduce a Bayesian formulation that allows to combine both aspects into a joint regression model with a focus on hazard regression for survival times. While Bayesian penalized splines form the basis for estimating nonparametric and flexible time-varying effects, regularization of high-dimensional covariate vectors is based on scale mixture of normals priors. This class of priors allows to keep a (conditional) Gaussian prior for regression coefficients on the predictor stage of the model but introduces suitable mixture distributions for the Gaussian variance to achieve regularization. This scale mixture property allows to device general and adaptive Markov chain Monte Carlo simulation algorithms for fitting a variety of hazard regression models. In particular, unifying algorithms based on iteratively weighted least squares proposals can be employed both for regularization and penalized semiparametric function estimation. Since sampling based estimates do no longer have the variable selection property well-known for the Lasso in frequentist analyses, we additionally consider spike and slab priors that introduce a further mixing stage that allows to separate between influential and redundant parameters. We demonstrate the different shrinkage properties with three simulation settings and apply the methods to the PBC Liver dataset