Dataset Information

Conditional Sure Independence Screening.

ABSTRACT: Independence screening is powerful for variable selection when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or its variants. When some prior knowledge on a certain important set of variables is available, a natural assessment on the relative importance of the other predictors is their conditional contributions to the response given the known set of variables. This results in conditional sure independence screening (CSIS). CSIS produces a rich family of alternative screening methods by different choices of the conditioning set and can help reduce the number of false positive and false negative selections when covariates are highly correlated. This paper proposes and studies CSIS in generalized linear models. We give conditions under which sure screening is possible and derive an upper bound on the number of selected variables. We also spell out the situation under which CSIS yields model selection consistency and the properties of CSIS when a data-driven conditioning set is used. Moreover, we provide two data-driven methods to select the thresholding parameter of conditional screening. The utility of the procedure is illustrated by simulation studies and analysis of two real datasets.

SUBMITTER: Barut E

PROVIDER: S-EPMC5367860 | biostudies-literature | 2016

REPOSITORIES: biostudies-literature

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Publications

Conditional Sure Independence Screening.

Barut Emre E Fan Jianqing J Verhasselt Anneleen A

Journal of the American Statistical Association 20161018 515

Independence screening is powerful for variable selection when the number of variables is massive. Commonly used independence screening methods are based on marginal correlations or its variants. When some prior knowledge on a certain important set of variables is available, a natural assessment on the relative importance of the other predictors is their conditional contributions to the response given the known set of variables. This results in conditional sure independence screening (CSIS). CSI ...[more]

PMID: 28360436

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Project description:Functional connectivity concerns the correlated activity between neuronal populations in spatially segregated regions of the brain, which may be studied using functional magnetic resonance imaging (fMRI). This coupled activity is conveniently expressed using covariance, but this measure fails to distinguish between direct and indirect effects. A popular alternative that addresses this issue is partial correlation, which regresses out the signal of potentially confounding variables, resulting in a measure that reveals only direct connections. Importantly, provided the data are normally distributed, if two variables are conditionally independent given all other variables, their respective partial correlation is zero. In this paper, we propose a probabilistic generative model that allows us to estimate functional connectivity in terms of both partial correlations and a graph representing conditional independencies. Simulation results show that this methodology is able to outperform the graphical LASSO, which is the de facto standard for estimating partial correlations. Furthermore, we apply the model to estimate functional connectivity for twenty subjects using resting-state fMRI data. Results show that our model provides a richer representation of functional connectivity as compared to considering partial correlations alone. Finally, we demonstrate how our approach can be extended in several ways, for instance to achieve data fusion by informing the conditional independence graph with data from probabilistic tractography. As our Bayesian formulation of functional connectivity provides access to the posterior distribution instead of only to point estimates, we are able to quantify the uncertainty associated with our results. This reveals that while we are able to infer a clear backbone of connectivity in our empirical results, the data are not accurately described by simply looking at the mode of the distribution over connectivity. The implication of this is that deterministic alternatives may misjudge connectivity results by drawing conclusions from noisy and limited data.

Dataset Information

Conditional Sure Independence Screening.

Publications

Conditional Sure Independence Screening.

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