Critical assessment of protein intrinsic disorder prediction.

Intrinsically disordered proteins, defying the traditional protein structure-function paradigm, are a challenge to study experimentally. Because a large part of our knowledge rests on computational predictions, it is crucial that their accuracy is high. The Critical Assessment of protein Intrinsic Disorder prediction (CAID) experiment was established as a community-based blind test to determine the state of the art in prediction of intrinsically disordered regions and the subset of residues involved in binding. A total of 43 methods were evaluated on a dataset of 646 proteins from DisProt. The best methods use deep learning techniques and notably outperform physicochemical methods. The top disorder predictor has Fmax = 0.483 on the full dataset and Fmax = 0.792 following filtering out of bona fide structured regions. Disordered binding regions remain hard to predict, with Fmax = 0.231. Interestingly, computing times among methods can vary by up to four orders of magnitude

Critical assessment of protein intrinsic disorder prediction.

Intrinsically disordered proteins, defying the traditional protein structure-function paradigm, are a challenge to study experimentally. Because a large part of our knowledge rests on computational predictions, it is crucial that their accuracy is high. The Critical Assessment of protein Intrinsic Disorder prediction (CAID) experiment was established as a community-based blind test to determine the state of the art in prediction of intrinsically disordered regions and the subset of residues involved in binding. A total of 43 methods were evaluated on a dataset of 646 proteins from DisProt. The best methods use deep learning techniques and notably outperform physicochemical methods. The top disorder predictor has Fmax = 0.483 on the full dataset and Fmax = 0.792 following filtering out of bona fide structured regions. Disordered binding regions remain hard to predict, with Fmax = 0.231. Interestingly, computing times among methods can vary by up to four orders of magnitude

Proportional Odds Models with High-dimensional Data Structure

The proportional odds model (POM) is the most widely used model when the response has ordered categories. In the case of high-dimensional predictor structure the common maximum likelihood approach typically fails when all predictors are included. A boosting technique pomBoost is proposed that fits the model by implicitly selecting the influential predictors. The approach distinguishes between metric and categorical predictors. In the case of categorical predictors, where each predictor relates to a set of parameters, the objective is to select simultaneously all the associated parameters. In addition the approach distinguishes between nominal and ordinal predictors. In the case of ordinal predictors, the proposed technique uses the ordering of the ordinal predictors by penalizing the difference between the parameters of adjacent categories. The technique has also a provision to consider some mandatory predictors (if any) which must be part of the final sparse model. The performance of the proposed boosting algorithm is evaluated in a simulation study and applications with respect to mean squared error and prediction error. Hit rates and false alarm rates are used to judge the performance of pomBoost for selection of the relevant predictors

Simultaneous Prediction of Actual and Average Values of Study Variable Using Stein-rule Estimators

The simultaneous prediction of average and actual values of study variable in a linear regression model is considered in this paper. Generally, either of the ordinary least squares estimator or Stein-rule estimators are employed for the construction of predictors for the simultaneous prediction. A linear combination of ordinary least squares and Stein-rule predictors are utilized in this paper to construct an improved predictors. Their efficiency properties are derived using the small disturbance asymptotic theory and dominance conditions for the superiority of predictors over each other are analyzed

Sparse Conformal Predictors

Conformal predictors, introduced by Vovk et al. (2005), serve to build prediction intervals by exploiting a notion of conformity of the new data point with previously observed data. In the present paper, we propose a novel method for constructing prediction intervals for the response variable in multivariate linear models. The main emphasis is on sparse linear models, where only few of the covariates have significant influence on the response variable even if their number is very large. Our approach is based on combining the principle of conformal prediction with the $\ell_1$ penalized least squares estimator (LASSO). The resulting confidence set depends on a parameter $\epsilon>0$ and has a coverage probability larger than or equal to $1-\epsilon$. The numerical experiments reported in the paper show that the length of the confidence set is small. Furthermore, as a by-product of the proposed approach, we provide a data-driven procedure for choosing the LASSO penalty. The selection power of the method is illustrated on simulated data