An adaptive Ridge procedure for L0 regularization

Penalized selection criteria like AIC or BIC are among the most popular methods for variable selection. Their theoretical properties have been studied intensively and are well understood, but making use of them in case of high-dimensional data is difficult due to the non-convex optimization problem induced by L0 penalties. An elegant solution to this problem is provided by the multi-step adaptive lasso, where iteratively weighted lasso problems are solved, whose weights are updated in such a way that the procedure converges towards selection with L0 penalties. In this paper we introduce an adaptive ridge procedure (AR) which mimics the adaptive lasso, but is based on weighted Ridge problems. After introducing AR its theoretical properties are studied in the particular case of orthogonal linear regression. For the non-orthogonal case extensive simulations are performed to assess the performance of AR. In case of Poisson regression and logistic regression it is illustrated how the iterative procedure of AR can be combined with iterative maximization procedures. The paper ends with an efficient implementation of AR in the context of least-squares segmentation

Analyzing genome-wide association studies with an FDR controlling modification of the Bayesian information criterion

The prevailing method of analyzing GWAS data is still to test each marker individually, although from a statistical point of view it is quite obvious that in case of complex traits such single marker tests are not ideal. Recently several model selection approaches for GWAS have been suggested, most of them based on LASSO-type procedures. Here we will discuss an alternative model selection approach which is based on a modification of the Bayesian Information Criterion (mBIC2) which was previously shown to have certain asymptotic optimality properties in terms of minimizing the misclassification error. Heuristic search strategies are introduced which attempt to find the model which minimizes mBIC2, and which are efficient enough to allow the analysis of GWAS data. Our approach is implemented in a software package called MOSGWA. Its performance in case control GWAS is compared with the two algorithms HLASSO and GWASelect, as well as with single marker tests, where we performed a simulation study based on real SNP data from the POPRES sample. Our results show that MOSGWA performs slightly better than HLASSO, whereas according to our simulations GWASelect does not control the type I error when used to automatically determine the number of important SNPs. We also reanalyze the GWAS data from the Wellcome Trust Case-Control Consortium (WTCCC) and compare the findings of the different procedures

Asymptotic Bayes-optimality under sparsity of some multiple testing procedures

Within a Bayesian decision theoretic framework we investigate some asymptotic optimality properties of a large class of multiple testing rules. A parametric setup is considered, in which observations come from a normal scale mixture model and the total loss is assumed to be the sum of losses for individual tests. Our model can be used for testing point null hypotheses, as well as to distinguish large signals from a multitude of very small effects. A rule is defined to be asymptotically Bayes optimal under sparsity (ABOS), if within our chosen asymptotic framework the ratio of its Bayes risk and that of the Bayes oracle (a rule which minimizes the Bayes risk) converges to one. Our main interest is in the asymptotic scheme where the proportion p of "true" alternatives converges to zero. We fully characterize the class of fixed threshold multiple testing rules which are ABOS, and hence derive conditions for the asymptotic optimality of rules controlling the Bayesian False Discovery Rate (BFDR). We finally provide conditions under which the popular Benjamini-Hochberg (BH) and Bonferroni procedures are ABOS and show that for a wide class of sparsity levels, the threshold of the former can be approximated by a nonrandom threshold.Comment: Published in at http://dx.doi.org/10.1214/10-AOS869 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Time Irreversibility in Quantum Mechanical Systems

In meiner Doktorarbeit wird das Problem der Zeitirreversibilität in quantenmechanischen Systemen anhand von offenen Quantensystemen untersucht. Nach einer kurzen Zusamenfassung der Resultate im Bereich der klassischen Physik, welche zur Boltzmanngleichung führen, wird die Theorie der offenen Quantensysteme vorgestellt. Der erste Hauptteil der Arbeit widmet sich der mathematisch rigorosen Untersuchung eines Modells von Caldeira und Legett. Dieses wohl einfachste Modell eines offenen Quantensystems behandelt ein Teilchen, welches linear an ein aus harmonischen Oszillatoren bestehendes Reservoir gekoppelt ist. Es wird angenommen, daß sich das Reservoir ursprünglich im thermischen Gleichgewicht befindet. Da der genaue Zustand des Reservoir eigentlich nicht von Interesse ist, werden die entsprechenden Koordinaten durch Spurbildung reduziert. Anschließend führen Caldeira und Legett verschiedene Grenzübergänge durch, um schließlich im Limes eine Fokker-Planck Gleichung herzuleiten. Das Hauptziel unserer Untersuchung besteht darin, sowohl physikalisch als auch mathematisch den Mechanismus, der Dissipativität in das Modell bringt, exakt zu verstehen. Dabei stellt sich heraus, daß der ursprüngliche Zugang von Caldeira und Legett sowohl aus mathematischer als auch aus physikalischer Sicht einige Fragen aufwirft und wir geben eine genaue Analyse der betreffenden Problematik. Zur Klärung der Situation behandeln wir das ursprüngliche Modell mathematisch exakt unter Verwendung des Wignerformalismus und wir besprechen, warum der Grund für die darin auftretende Diffusion nicht realistisch erscheint. Anschließend geben wir zwei andere Möglichkeiten, unter sinnvolleren Bedingungen dissipative Gleichungen herzuleiten. Im abschließenden Kapitel besprechen wir, inwiefern zumindest im Bereich der Modellierung von Elektronen in harmonischen Kristallgittern der Annahme der linearen Kopplung problematisch erscheint. Ferner untersuchen wir ein wesentlich komplizierteres Modell eines offenen Quantensystems, das auf diese Annahme verzichtet. Wir beschreiben wiederum ein System bestehend aus einem Elektron und einem Reservoir, allerdings verwenden wir nun zur Beschreibung des Phononenbades den Formalismus der zweiten Quantisierung. Als wesentlichen Bestandteil der Modellierung nehmen wir an, daß das Elektron und das Reservoir nur schwach interagieren. Wie arbeiten wieder im Wignerformalismus und bilden die Spur bezüglich der Koordinaten des Reservoirs, unter der Annahme der schwachen Interaktion leiten wir asymptotisch eine kinetische Gleichung mit kompliziertem Streuterm her und weisen auf den Zusammenhang zur Barker-Ferry Gleichung hin. Schließlich führen verschiedene Skalierungen im Limes wieder zu Fokker-Planck Gleichungen.In this work the question of time irreversibility in quantum mechanical systems is approached by studying open quantum systems. After giving a short summary of the results in classical mechanics, leading to Boltzmann's equation, the theory of open quantum systems is introduced. The first major part is then the rigorous mathematical investigation of such a model given by Caldeira and Legett. Here some particle is coupled linearly to a reservoir of harmonic oscillators, giving thus probably the simplest model of an open quantum system. The reservoir is assumed to be initially in thermal equilibrium. After taking the partial trace on the Hilbert space of the reservoir, several limiting procedures are taken in the original work of Caldeira Legett, giving rise to a dissipative limiting equation, more exactly leading to a Fokker-Planck like equation called Quantum Langevin equation. The main goal of our investigation is to understand physically and mathematically how exactly diffusion enters the model. It turns out that the work of Caldeira and Legett raises several questions (both physically and mathematically) and we discuss the ocurring problems in great detail. To clear the situation, we treat the original limit given by Caldeira-Leggett mathematically rigorously by using the Wigner formalism, and we discuss why we feel that the source of diffusion in their approach seems to be be not too realistic. In contrast we are able to derive Fokker-Planck like limiting equations in two different ways, where the mechanisms leading to diffusion seem to be much more satisfying. In the final chapter we briefly state some general criticism of the linear coupling assumption, at least in the context of describing an electron in a harmonic ionic lattice. We thus study a much more envolved model of an open quantum system, introducing the formalism of second quantization. We are describing an electron interacting with a system of phonons by means of a Fr"ohlich Hamiltonian. Again working in the Wigner-formalism, we apply some asymptotic analysis with respect to a small electron-phonon coupling parameter and by tracing out the phonons we obtain a still time reversible kinetic limiting equation. We show the relationship of this equation to the Barker-Ferry equation and finally we give some scaling limits again leading to Fokker-Planck equations

Quantitative analysis of mutant subclones in chronic myeloid leukemia : comparison of different methodological approaches

Identification and quantitative monitoring of mutant BCR-ABL1 subclones displaying resistance to tyrosine kinase inhibitors (TKIs) have become important tasks in patients with Ph-positive leukemias. Different technologies have been established for patient screening. Various next-generation sequencing (NGS) platforms facilitating sensitive detection and quantitative monitoring of mutations in the ABL1-kinase domain (KD) have been introduced recently, and are expected to become the preferred technology in the future. However, broad clinical implementation of NGS methods has been hampered by the limited accessibility at different centers and the current costs of analysis which may not be regarded as readily affordable for routine diagnostic monitoring. It is therefore of interest to determine whether NGS platforms can be adequately substituted by other methodological approaches. We have tested three different techniques including pyrosequencing, LD (ligation-dependent)-PCR and NGS in a series of peripheral blood specimens from chronic myeloid leukemia (CML) patients carrying single or multiple mutations in the BCR-ABL1 KD. The proliferation kinetics of mutant subclones in serial specimens obtained during the course of TKI-treatment revealed similar profiles via all technical approaches, but individual specimens showed statistically significant differences between NGS and the other methods tested. The observations indicate that different approaches to detection and quantification of mutant subclones may be applicable for the monitoring of clonal kinetics, but careful calibration of each method is required for accurate size assessment of mutant subclones at individual time points