3,612 research outputs found
Use of pre-transformation to cope with outlying values in important candidate genes
Outlying values in predictors often strongly affect the results of statistical analyses in high-dimensional settings. Although they frequently occur with most high-throughput techniques, the problem is often ignored in the literature. We suggest to use a very simple transformation, proposed before in a different context by Royston and Sauerbrei, as an intermediary step between array normalization and high-level statistical analysis. This straightforward univariate transformation identifies extreme values and reduces the influence of outlying values considerably in all further steps of statistical analysis without eliminating the incriminated observation or feature. The use of the transformation and its effects are demonstrated for diverse univariate and multivariate statistical analyses using nine publicly available microarray data sets
Significance Analysis for Pairwise Variable Selection in Classification
The goal of this article is to select important variables that can
distinguish one class of data from another. A marginal variable selection
method ranks the marginal effects for classification of individual variables,
and is a useful and efficient approach for variable selection. Our focus here
is to consider the bivariate effect, in addition to the marginal effect. In
particular, we are interested in those pairs of variables that can lead to
accurate classification predictions when they are viewed jointly. To accomplish
this, we propose a permutation test called Significance test of Joint Effect
(SigJEff). In the absence of joint effect in the data, SigJEff is similar or
equivalent to many marginal methods. However, when joint effects exist, our
method can significantly boost the performance of variable selection. Such
joint effects can help to provide additional, and sometimes dominating,
advantage for classification. We illustrate and validate our approach using
both simulated example and a real glioblastoma multiforme data set, which
provide promising results.Comment: 28 pages, 7 figure
The influence of feature selection methods on accuracy, stability and interpretability of molecular signatures
Motivation: Biomarker discovery from high-dimensional data is a crucial
problem with enormous applications in biology and medicine. It is also
extremely challenging from a statistical viewpoint, but surprisingly few
studies have investigated the relative strengths and weaknesses of the plethora
of existing feature selection methods. Methods: We compare 32 feature selection
methods on 4 public gene expression datasets for breast cancer prognosis, in
terms of predictive performance, stability and functional interpretability of
the signatures they produce. Results: We observe that the feature selection
method has a significant influence on the accuracy, stability and
interpretability of signatures. Simple filter methods generally outperform more
complex embedded or wrapper methods, and ensemble feature selection has
generally no positive effect. Overall a simple Student's t-test seems to
provide the best results. Availability: Code and data are publicly available at
http://cbio.ensmp.fr/~ahaury/
RANK: Large-Scale Inference with Graphical Nonlinear Knockoffs
Power and reproducibility are key to enabling refined scientific discoveries
in contemporary big data applications with general high-dimensional nonlinear
models. In this paper, we provide theoretical foundations on the power and
robustness for the model-free knockoffs procedure introduced recently in
Cand\`{e}s, Fan, Janson and Lv (2016) in high-dimensional setting when the
covariate distribution is characterized by Gaussian graphical model. We
establish that under mild regularity conditions, the power of the oracle
knockoffs procedure with known covariate distribution in high-dimensional
linear models is asymptotically one as sample size goes to infinity. When
moving away from the ideal case, we suggest the modified model-free knockoffs
method called graphical nonlinear knockoffs (RANK) to accommodate the unknown
covariate distribution. We provide theoretical justifications on the robustness
of our modified procedure by showing that the false discovery rate (FDR) is
asymptotically controlled at the target level and the power is asymptotically
one with the estimated covariate distribution. To the best of our knowledge,
this is the first formal theoretical result on the power for the knockoffs
procedure. Simulation results demonstrate that compared to existing approaches,
our method performs competitively in both FDR control and power. A real data
set is analyzed to further assess the performance of the suggested knockoffs
procedure.Comment: 37 pages, 6 tables, 9 pages supplementary materia
- …