Decompounding discrete distributions: A nonparametric Bayesian approach

Suppose that a compound Poisson process is observed discretely in time and assume that its jump distribution is supported on the set of natural numbers. In this paper we propose a nonparametric Bayesian approach to estimate the intensity of the underlying Poisson process and the distribution of the jumps. We provide a Markov chain Monte Carlo scheme for obtaining samples from the posterior. We apply our method on both simulated and real data examples, and compare its performance with the frequentist plug-in estimator proposed by Buchmann and Grübel. On a theoretical side, we study the posterior from the frequentist point of view and prove that as the sample size n→∞, it contracts around the “true,” data-generating parameters at rate $1/\sqrt{n}$, up to a $\log n$ factor.     

Variable selection and estimation for high-dimensional spatial autoregressive models

Spatial regression models are important tools for many scientific disciplines including economics, business, and social science. In this article, we investigate postmodel selection estimators that apply least squares estimation to the model selected by penalized estimation in high-dimensional regression models with spatial autoregressive errors. We show that by separating the model selection and estimation process, the postmodel selection estimator performs at least as well as the simultaneous variable selection and estimation method in terms of the rate of convergence. Moreover, under perfect model selection, the ℓ₂ rate of convergence is the oracle rate of $\sqrt{s/n}$, compared with the convergence rate of $\text{◂√▸}\sqrt{s\log p/n}$ in the general case. Here, n is the sample size and p, s are the model dimension and number of significant covariates, respectively. We further provide the convergence rate of the estimation error in the form of $\sup$ norm, and ideally the rate can reach as fast as $\text{◂√▸}\sqrt{\log s/n}$.     

Graphon estimation via nearest-neighbour algorithm and two-dimensional fused-lasso denoising

We propose a class of methods for graphon estimation based on exploiting connections with nonparametric regression. The idea is to construct an ordering of the nodes in the network, similar in spirit to Chan & Airoldi (2014). However, rather than considering orderings based only on the empirical degree as in Chan & Airoldi (2014), we use the nearest-neighbour algorithm which is an approximative solution to the travelling salesman problem. This algorithm in turn can handle general distances $\widehat{d}$ between the nodes, allowing us to incorporate rich information from the network. Once an ordering is constructed, we formulate a two-dimensional-grid graph-denoising problem that we solve through fused-lasso regularization. For particular choices of the metric $\widehat{d}$, we show that the corresponding two-step estimator can attain competitive rates when the true model is the stochastic block model, and when the underlying graphon is piecewise Hölder or has bounded variation.     

Stochastic functional estimates in longitudinal models with interval-censored anchoring events

Timelines of longitudinal studies are often anchored by specific events. In the absence of the fully observed anchoring event times, the study timeline becomes undefined, and the traditional longitudinal analysis loses its temporal reference. In this paper, we considered an analytical situation where the anchoring events are interval censored. We demonstrated that by expressing the regression parameter estimators as stochastic functionals of a plug-in estimate of the unknown anchoring event time distribution, the standard longitudinal models could be extended to accommodate the situation of less well-defined timelines. We showed that for a broad class of longitudinal models, the functional parameter estimates are consistent and asymptotically normally distributed with a $\sqrt{n}$ convergence rate under mild regularity conditions. Applying the developed theory to linear mixed-effects models, we further proposed a hybrid computational procedure that combines the strengths of the Fisher's scoring method and the expectation-expectation (EM) algorithm for model parameter estimation. We conducted a simulation study to validate the asymptotic properties and to assess the finite sample performance of the proposed method. A real data example was used to illustrate the proposed method. The method fills in a gap in the existing longitudinal analysis methodology for data with less well-defined timelines.     

Combining evidence from clinical trials in conditional or accelerated approval

Conditional (European Medicines Agency) or accelerated (U.S. Food and Drug Administration) approval of drugs allows earlier access to promising new treatments that address unmet medical needs. Certain post-marketing requirements must typically be met in order to obtain full approval, such as conducting a new post-market clinical trial. We study the applicability of the recently developed harmonic mean ${\chi }^2$-test to this conditional or accelerated approval framework. The proposed approach can be used both to support the design of the post-market trial and the analysis of the combined evidence provided by both trials. Other methods considered are the two-trials rule, Fisher's criterion and Stouffer's method. In contrast to some of the traditional methods, the harmonic mean ${\chi }^2$-test always requires a post-market clinical trial. If the $p$-value from the pre-market clinical trial is $\ll 0.025$, a smaller sample size for the post-market clinical trial is needed than with the two-trials rule. For illustration, we apply the harmonic mean ${\chi }^2$-test to a drug which received conditional (and later full) market licensing by the EMA. A simulation study is conducted to study the operating characteristics of the harmonic mean ${\chi }^2$-test and two-trials rule in more detail. We finally investigate the applicability of these two methods to compute the power at interim of an ongoing post-market trial. These results are expected to aid in the design and assessment of the required post-market studies in terms of the level of evidence required for full approval.     

High-dimensional covariance matrix estimation using a low-rank and diagonal decomposition

We study high-dimensional covariance/precision matrix estimation under the assumption that the covariance/precision matrix can be decomposed into a low-rank component $L$ and a diagonal component $D$. The rank of $L$ can either be chosen to be small or controlled by a penalty function. Under moderate conditions on the population covariance/precision matrix itself and on the penalty function, we prove some consistency results for our estimators. A block-wise coordinate descent algorithm, which iteratively updates $L$ and $D$, is then proposed to obtain the estimator in practice. Finally, various numerical experiments are presented; using simulated data, we show that our estimator performs quite well in terms of the Kullback–Leibler loss; using stock return data, we show that our method can be applied to obtain enhanced solutions to the Markowitz portfolio selection problem. The Canadian Journal of Statistics 48: 308–337; 2020 © 2019 Statistical Society of Canada     

Direct estimation of differential networks under high-dimensional nonparanormal graphical models

In genomics, it is often of interest to study the structural change of a genetic network between two phenotypes. Under Gaussian graphical models, the problem can be transformed to estimating the difference between two precision matrices, and several approaches have been recently developed for this task such as joint graphical lasso and fused graphical lasso. However, the multivariate Gaussian assumptions made in the existing approaches are often violated in reality. For instance, most RNA-Seq data follow non-Gaussian distributions even after log-transformation or other variance-stabilizing transformations. In this work, we consider the problem of directly estimating differential networks under a flexible semiparametric model, namely the nonparanormal graphical model, where the random variables are assumed to follow a multivariate Gaussian distribution after a set of monotonically increasing transformations. We propose to use a novel rank-based estimator to directly estimate the differential network, together with a parametric simplex algorithm for fast implementation. Theoretical properties of the new estimator are established under a high-dimensional setting where $p$ grows with $n$ almost exponentially fast. In particular, we show that the proposed estimator is consistent in both parameter estimation and support recovery. Both synthetic data and real genomic data are used to illustrate the promise of the new approach. The Canadian Journal of Statistics 48: 187–203; 2020 © 2019 Statistical Society of Canada     

Alone,together: On the benefits of Bayesian borrowing in a meta-analytic setting

It is common practice to use hierarchical Bayesian model for the informing of a pediatric randomized controlled trial (RCT) by adult data, using a prespecified borrowing fraction parameter (BFP). This implicitly assumes that the BFP is intuitive and corresponds to the degree of similarity between the populations. Generalizing this model to any $K\ge 1$ historical studies, naturally leads to empirical Bayes meta-analysis. In this paper we calculate the Bayesian BFPs and study the factors that drive them. We prove that simultaneous mean squared error reduction relative to an uninformed model is always achievable through application of this model. Power and sample size calculations for a future RCT, designed to be informed by multiple external RCTs, are also provided. Potential applications include inference on treatment efficacy from independent trials involving either heterogeneous patient populations or different therapies from a common class.     

A fiducial approach for testing the non-inferiority of proportion difference in matched-pairs design

The non-inferiority of one treatment/drug to another is a common and important issue in medical and pharmaceutical fields. This study explored a fiducial approach for testing the non-inferiority of proportion difference in matched-pairs design. Approximate tests constructed using fiducial quantities with a combination of different parameters were proposed. Four simulation studies were employed to compare the performance of fiducial tests by comparing their type I errors and powers. The results showed that fiducial quantities with parameter $0.6\le w_1\le 0.8$ performed satisfactorily from small to large samples. Therefore, the fiducial tests could be recommended for practical applications. The recommended fiducial tests might be a competitive alternative to other available tests. Three real data sets were analyzed to illustrate the proposed methods were competitive or even better than other tests.     

Asymptotic approximation of the likelihood of stationary determinantal point processes

Continuous determinantal point processes (DPPs) are a class of repulsive point processes on ${ℝ}^d$ with many statistical applications. Although an explicit expression of their density is known, it is too complicated to be used directly for maximum likelihood estimation. In the stationary case, an approximation using Fourier series has been suggested, but it is limited to rectangular observation windows and no theoretical results support it. In this contribution, we investigate a different way to approximate the likelihood by looking at its asymptotic behavior when the observation window grows toward ${ℝ}^d$. This new approximation is not limited to rectangular windows, is faster to compute than the previous one, does not require any tuning parameter, and some theoretical justifications are provided. It moreover provides an explicit formula for estimating the asymptotic variance of the associated estimator. The performances are assessed in a simulation study on standard parametric models on ${ℝ}^d$ and compare favorably to common alternative estimation methods for continuous DPPs.     

Modelling columnarity of pyramidal cells in the human cerebral cortex

For modelling the location of pyramidal cells in the human cerebral cortex, we suggest a hierarchical point process in that exhibits anisotropy in the form of cylinders extending along the z-axis. The model consists first of a generalised shot noise Cox process for the xy-coordinates, providing cylindrical clusters, and next of a Markov random field model for the z-coordinates conditioned on the xy-coordinates, providing either repulsion, aggregation or both within specified areas of interaction. Several cases of these hierarchical point processes are fitted to two pyramidal cell data sets, and of these a final model allowing for both repulsion and attraction between the points seem adequate. We discuss how the final model relates to the so-called minicolumn hypothesis in neuroscience.     

Optimal adaptive sequential designs for crossover bioequivalence studies

In prior works, this group demonstrated the feasibility of valid adaptive sequential designs for crossover bioequivalence studies. In this paper, we extend the prior work to optimize adaptive sequential designs over a range of geometric mean test/reference ratios (GMRs) of 70–143% within each of two ranges of intra‐subject coefficient of variation (10–30% and 30–55%). These designs also introduce a futility decision for stopping the study after the first stage if there is sufficiently low likelihood of meeting bioequivalence criteria if the second stage were completed, as well as an upper limit on total study size. The optimized designs exhibited substantially improved performance characteristics over our previous adaptive sequential designs. Even though the optimized designs avoided undue inflation of type I error and maintained power at 80%, their average sample sizes were similar to or less than those of conventional single stage designs. Copyright © 2015 John Wiley & Sons, Ltd.     

Joint probability of statistical success of multiple phase III trials

In drug development, after completion of phase II proof‐of‐concept trials, the sponsor needs to make a go/no‐go decision to start expensive phase III trials. The probability of statistical success (PoSS) of the phase III trials based on data from earlier studies is an important factor in that decision‐making process. Instead of statistical power, the predictive power of a phase III trial, which takes into account the uncertainty in the estimation of treatment effect from earlier studies, has been proposed to evaluate the PoSS of a single trial. However, regulatory authorities generally require statistical significance in two (or more) trials for marketing licensure. We show that the predictive statistics of two future trials are statistically correlated through use of the common observed data from earlier studies. Thus, the joint predictive power should not be evaluated as a simplistic product of the predictive powers of the individual trials. We develop the relevant formulae for the appropriate evaluation of the joint predictive power and provide numerical examples. Our methodology is further extended to the more complex phase III development scenario comprising more than two (K > 2) trials, that is, the evaluation of the PoSS of at least k₀ () trials from a program of K total trials. Copyright © 2013 John Wiley & Sons, Ltd.     

Two-dimensional projection uniformity for space-filling designs

We investigate a space-filling criterion based on $L_2$-type discrepancies, namely the uniform projection criterion, aiming at improving designs' two-dimensional projection uniformity. Under a general reproducing kernel, we establish a formula for the uniform projection criterion function, which builds a connection between rows and columns of the design. For the commonly used discrepancies, we further use this formula to represent the two-dimensional projection uniformity in terms of the $L_p$-distances of U-type designs. These results generalize existing works and reveal new links between the two seemingly unrelated criteria of projection uniformity and the maximin $L_p$-distance for U-type designs. We also apply the obtained results to study several families of space-filling designs with appealing projection uniformity. Because of good projected space-filling properties, these designs are well adapted for computer experiments, especially for the case where not all the input factors are active.     

Daisee: Adaptive importance sampling by balancing exploration and exploitation

We study adaptive importance sampling (AIS) as an online learning problem and argue for the importance of the trade-off between exploration and exploitation in this adaptation. Borrowing ideas from the online learning literature, we propose Daisee, a partition-based AIS algorithm. We further introduce a notion of regret for AIS and show that Daisee has $𝒪(\sqrt{T}{(\log T)}^{\frac{3}{4}})$ cumulative pseudo-regret, where $T$ is the number of iterations. We then extend Daisee to adaptively learn a hierarchical partitioning of the sample space for more efficient sampling and confirm the performance of both algorithms empirically.