Lasso Estimation of an Interval-Valued Multiple Regression Model

A multiple interval-valued linear regression model considering all the cross-relationships between the mids and spreads of the intervals has been introduced recently. A least-squares estimation of the regression parameters has been carried out by transforming a quadratic optimization problem with inequality constraints into a linear complementary problem and using Lemke's algorithm to solve it. Due to the irrelevance of certain cross-relationships, an alternative estimation process, the LASSO (Least Absolut Shrinkage and Selection Operator), is developed. A comparative study showing the differences between the proposed estimators is provided

A Bayesian Variable Selection Approach Yields Improved Detection of Brain Activation From Complex-Valued fMRI

Voxel functional magnetic resonance imaging (fMRI) time courses are complex-valued signals giving rise to magnitude and phase data. Nevertheless, most studies use only the magnitude signals and thus discard half of the data that could potentially contain important information. Methods that make use of complex-valued fMRI (CV-fMRI) data have been shown to lead to superior power in detecting active voxels when compared to magnitude-only methods, particularly for small signal-to-noise ratios (SNRs). We present a new Bayesian variable selection approach for detecting brain activation at the voxel level from CV-fMRI data. We develop models with complex-valued spike-and-slab priors on the activation parameters that are able to combine the magnitude and phase information. We present a complex-valued EM variable selection algorithm that leads to fast detection at the voxel level in CV-fMRI slices and also consider full posterior inference via Markov chain Monte Carlo (MCMC). Model performance is illustrated through extensive simulation studies, including the analysis of physically based simulated CV-fMRI slices. Finally, we use the complex-valued Bayesian approach to detect active voxels in human CV-fMRI from a healthy individual who performed unilateral finger tapping in a designed experiment. The proposed approach leads to improved detection of activation in the expected motor-related brain regions and produces fewer false positive results than other methods for CV-fMRI. Supplementary materials for this article are available online

Inference in Additively Separable Models With a High-Dimensional Set of Conditioning Variables

This paper studies nonparametric series estimation and inference for the effect of a single variable of interest x on an outcome y in the presence of potentially high-dimensional conditioning variables z. The context is an additively separable model E[y|x, z] = g0(x) + h0(z). The model is high-dimensional in the sense that the series of approximating functions for h0(z) can have more terms than the sample size, thereby allowing z to have potentially very many measured characteristics. The model is required to be approximately sparse: h0(z) can be approximated using only a small subset of series terms whose identities are unknown. This paper proposes an estimation and inference method for g0(x) called Post-Nonparametric Double Selection which is a generalization of Post-Double Selection. Standard rates of convergence and asymptotic normality for the estimator are shown to hold uniformly over a large class of sparse data generating processes. A simulation study illustrates finite sample estimation properties of the proposed estimator and coverage properties of the corresponding confidence intervals. Finally, an empirical application to college admissions policy demonstrates the practical implementation of the proposed method