Pub. online:4 Jan 2022Type:Statistical Data ScienceOpen Access
Journal:Journal of Data Science
Volume 20, Issue 3 (2022): Special Issue: Data Science Meets Social Sciences, pp. 303–324
Abstract
We study the importance of group structure in grouped functional time series. Due to the non-uniqueness of group structure, we investigate different disaggregation structures in grouped functional time series. We address a practical question on whether or not the group structure can affect forecast accuracy. Using a dynamic multivariate functional time series method, we consider joint modeling and forecasting multiple series. Illustrated by Japanese sub-national age-specific mortality rates from 1975 to 2016, we investigate one- to 15-step-ahead point and interval forecast accuracies for the two group structures.
Pub. online:30 Dec 2021Type:Data Science In ActionOpen Access
Journal:Journal of Data Science
Volume 21, Issue 3 (2023): Special Issue: Advances in Network Data Science, pp. 557–577
Abstract
In this study, we examine a set of primary data collected from 484 students enrolled in a large public university in the Mid-Atlantic United States region during the early stages of the COVID-19 pandemic. The data, called Ties data, included students’ demographic and support network information. The support network data comprised of information that highlighted the type of support, (i.e. emotional or educational; routine or intense). Using this data set, models for predicting students’ academic achievement, quantified by their self-reported GPA, were created using Chi-Square Automatic Interaction Detection (CHAID), a decision tree algorithm, and cforest, a random forest algorithm that uses conditional inference trees. We compare the methods’ accuracy and variation in the set of important variables suggested by each algorithm. Each algorithm found different variables important for different student demographics with some overlap. For White students, different types of educational support were important in predicting academic achievement, while for non-White students, different types of emotional support were important in predicting academic achievement. The presence of differing types of routine support were important in predicting academic achievement for cisgender women, while differing types of intense support were important in predicting academic achievement for cisgender men.
Pub. online:29 Dec 2021Type:Statistical Data ScienceOpen Access
Journal:Journal of Data Science
Volume 20, Issue 3 (2022): Special Issue: Data Science Meets Social Sciences, pp. 325–337
Abstract
We propose a method of spatial prediction using count data that can be reasonably modeled assuming the Conway-Maxwell Poisson distribution (COM-Poisson). The COM-Poisson model is a two parameter generalization of the Poisson distribution that allows for the flexibility needed to model count data that are either over or under-dispersed. The computationally limiting factor of the COM-Poisson distribution is that the likelihood function contains multiple intractable normalizing constants and is not always feasible when using Markov Chain Monte Carlo (MCMC) techniques. Thus, we develop a prior distribution of the parameters associated with the COM-Poisson that avoids the intractable normalizing constant. Also, allowing for spatial random effects induces additional variability that makes it unclear if a spatially correlated Conway-Maxwell Poisson random variable is over or under-dispersed. We propose a computationally efficient hierarchical Bayesian model that addresses these issues. In particular, in our model, the parameters associated with the COM-Poisson do not include spatial random effects (leading to additional variability that changes the dispersion properties of the data), and are then spatially smoothed in subsequent levels of the Bayesian hierarchical model. Furthermore, the spatially smoothed parameters have a simple regression interpretation that facilitates computation. We demonstrate the applicability of our approach using simulated examples, and a motivating application using 2016 US presidential election voting data in the state of Florida obtained from the Florida Division of Elections.
There is a great deal of prior knowledge about gene function and regulation in the form of annotations or prior results that, if directly integrated into individual prognostic or diagnostic studies, could improve predictive performance. For example, in a study to develop a predictive model for cancer survival based on gene expression, effect sizes from previous studies or the grouping of genes based on pathways constitute such prior knowledge. However, this external information is typically only used post-analysis to aid in the interpretation of any findings. We propose a new hierarchical two-level ridge regression model that can integrate external information in the form of “meta features” to predict an outcome. We show that the model can be fit efficiently using cyclic coordinate descent by recasting the problem as a single-level regression model. In a simulation-based evaluation we show that the proposed method outperforms standard ridge regression and competing methods that integrate prior information, in terms of prediction performance when the meta features are informative on the mean of the features, and that there is no loss in performance when the meta features are uninformative. We demonstrate our approach with applications to the prediction of chronological age based on methylation features and breast cancer mortality based on gene expression features.
A standard competing risks set-up requires both time to event and cause of failure to be fully observable for all subjects. However, in application, the cause of failure may not always be observable, thus impeding the risk assessment. In some extreme cases, none of the causes of failure is observable. In the case of a recurrent episode of Plasmodium vivax malaria following treatment, the patient may have suffered a relapse from a previous infection or acquired a new infection from a mosquito bite. In this case, the time to relapse cannot be modeled when a competing risk, a new infection, is present. The efficacy of a treatment for preventing relapse from a previous infection may be underestimated when the true cause of infection cannot be classified. In this paper, we developed a novel method for classifying the latent cause of failure under a competing risks set-up, which uses not only time to event information but also transition likelihoods between covariates at the baseline and at the time of event occurrence. Our classifier shows superior performance under various scenarios in simulation experiments. The method was applied to Plasmodium vivax infection data to classify recurrent infections of malaria.
Predictor envelopes model the response variable by using a subspace of dimension d extracted from the full space of all p input variables. Predictor envelopes have a close connection to partial least squares and enjoy improved estimation efficiency in theory. As such, predictor envelopes have become increasingly popular in Chemometrics. Often, d is much smaller than p, which seemingly enhances the interpretability of the envelope model. However, the process of estimating the envelope subspace adds complexity to the final fitted model. To better understand the complexity of predictor envelopes, we study their effective degrees of freedom (EDF) in a variety of settings. We find that in many cases a d-dimensional predictor envelope model can have far more than $d+1$ EDF and often has close to $p+1$. However, the EDF of a predictor envelope depend heavily on the structure of the underlying data-generating model and there are settings under which predictor envelopes can have substantially reduced model complexity.
In omics studies, different sources of information about the same set of genes are often available. When the group structure (e.g., gene pathways) within the genes are of interests, we combine the normal hierarchical model with the stochastic block model, through an integrative clustering framework, to model gene expression and gene networks jointly. The integrative framework provides higher accuracy in extensive simulation studies when one or both of the data sources contain noises or when different data sources provide complementary information. An empirical guideline in the choice between integrative versus separate clustering models is proposed. The integrative clustering method is illustrated on the mouse embryo single cell RNAseq and bulk cell microarray data, which identified not only the gene sets shared by both data sources but also the gene sets unique in one data source.
Regression methods, including the proportional rates model and additive rates model, have been proposed to evaluate the effect of covariates on the risk of recurrent events. These two models have different assumptions on the form of the covariate effects. A more flexible model, the additive-multiplicative rates model, is considered to allow the covariates to have both additive and multiplicative effects on the marginal rate of recurrent event process. However, its use is limited to the cases where the time-dependent covariates are monitored continuously throughout the follow-up time. In practice, time-dependent covariates are often only measured intermittently, which renders the current estimation method for the additive-multiplicative rates model inapplicable. In this paper, we propose a semiparametric estimator for the regression coefficients of the additive-multiplicative rates model to allow intermittently observed time-dependent covariates. We present the simulation results for the comparison between the proposed method and the simple methods, including last covariate carried forward and linear interpolation, and apply the proposed method to an epidemiologic study aiming to evaluate the effect of time-varying streptococcal infections on the risk of pharyngitis among school children. The R package implementing the proposed method is available at www.github.com/TianmengL/rectime.
A recent trend in medical research is to develop prediction models aiming to improve patient care and health outcomes. While statisticians and data scientists are well-trained in the methods and process of developing a prediction model, their role post-model-development is less clear. This paper covers the critical scientific reasoning step in the prediction pipeline after a model is developed. Working collaboratively with domain experts, statisticians and data scientists should critically evaluate models, carefully implement models into practice, and assess the model’s impact in real world settings. Constructs from implementation science are discussed in the context of prediction modeling. The paper focuses on clinical prediction models, but these ideas apply to other domains as well.
Ensemble techniques have been gaining strength among machine learning models, considering supervised tasks, due to their great predictive capacity when compared with some traditional approaches. The random forest is considered to be one of the off-the-shelf algorithms due to its flexibility and robust performance to both regression and classification tasks. In this paper, the random machines method is applied over simulated data sets and benchmarking datasets in order to be compared with the consolidated random forest models. The results from simulated models show that the random machines method has a better predictive performance than random forest in most of the investigated data sets. Three real data situations demonstrate that the random machines may be used to solve real-world problems with competitive payoff.