Covariate dimension reduction for survival data via the Gaussian process latent variable model

The analysis of high dimensional survival data is challenging, primarily due to the problem of overfitting which occurs when spurious relationships are inferred from data that subsequently fail to exist in test data. Here we propose a novel method of extracting a low dimensional representation of covariates in survival data by combining the popular Gaussian Process Latent Variable Model (GPLVM) with a Weibull Proportional Hazards Model (WPHM). The combined model offers a flexible non-linear probabilistic method of detecting and extracting any intrinsic low dimensional structure from high dimensional data. By reducing the covariate dimension we aim to diminish the risk of overfitting and increase the robustness and accuracy with which we infer relationships between covariates and survival outcomes. In addition, we can simultaneously combine information from multiple data sources by expressing multiple datasets in terms of the same low dimensional space. We present results from several simulation studies that illustrate a reduction in overfitting and an increase in predictive performance, as well as successful detection of intrinsic dimensionality. We provide evidence that it is advantageous to combine dimensionality reduction with survival outcomes rather than performing unsupervised dimensionality reduction on its own. Finally, we use our model to analyse experimental gene expression data and detect and extract a low dimensional representation that allows us to distinguish high and low risk groups with superior accuracy compared to doing regression on the original high dimensional data

Principal Component Analysis as a Tool for Characterizing Black Hole Images and Variability

We explore the use of principal component analysis (PCA) to characterize high-fidelity simulations and interferometric observations of the millimeter emission that originates near the horizons of accreting black holes. We show mathematically that the Fourier transforms of eigenimages derived from PCA applied to an ensemble of images in the spatial-domain are identical to the eigenvectors of PCA applied to the ensemble of the Fourier transforms of the images, which suggests that this approach may be applied to modeling the sparse interferometric Fourier-visibilities produced by an array such as the Event Horizon Telescope (EHT). We also show that the simulations in the spatial domain themselves can be compactly represented with a PCA-derived basis of eigenimages allowing for detailed comparisons between variable observations and time-dependent models, as well as for detection of outliers or rare events within a time series of images. Furthermore, we demonstrate that the spectrum of PCA eigenvalues is a diagnostic of the power spectrum of the structure and, hence, of the underlying physical processes in the simulated and observed images.Comment: 16 pages, 17 figures, submitted to Ap