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Learning from a lot: Empirical Bayes for high-dimensional model-based prediction.

ABSTRACT: Empirical Bayes is a versatile approach to "learn from a lot" in two ways: first, from a large number of variables and, second, from a potentially large amount of prior information, for example, stored in public repositories. We review applications of a variety of empirical Bayes methods to several well-known model-based prediction methods, including penalized regression, linear discriminant analysis, and Bayesian models with sparse or dense priors. We discuss "formal" empirical Bayes methods that maximize the marginal likelihood but also more informal approaches based on other data summaries. We contrast empirical Bayes to cross-validation and full Bayes and discuss hybrid approaches. To study the relation between the quality of an empirical Bayes estimator and p, the number of variables, we consider a simple empirical Bayes estimator in a linear model setting. We argue that empirical Bayes is particularly useful when the prior contains multiple parameters, which model a priori information on variables termed "co-data". In particular, we present two novel examples that allow for co-data: first, a Bayesian spike-and-slab setting that facilitates inclusion of multiple co-data sources and types and, second, a hybrid empirical Bayes-full Bayes ridge regression approach for estimation of the posterior predictive interval.

SUBMITTER: van de Wiel MA

PROVIDER: S-EPMC6472625 | biostudies-literature | 2019 Mar

REPOSITORIES: biostudies-literature

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Learning from a lot: Empirical Bayes for high-dimensional model-based prediction.

van de Wiel Mark A MA Te Beest Dennis E DE Münch Magnus M MM

Scandinavian journal of statistics, theory and applications 20180601 1

Empirical Bayes is a versatile approach to "learn from a lot" in two ways: first, from a large number of variables and, second, from a potentially large amount of prior information, for example, stored in public repositories. We review applications of a variety of empirical Bayes methods to several well-known model-based prediction methods, including penalized regression, linear discriminant analysis, and Bayesian models with sparse or dense priors. We discuss "formal" empirical Bayes methods th ...[more]

PMID: 31007342

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Project description:BackgroundMicroarray data enables the high-throughput survey of mRNA expression profiles at the genomic level; however, he data presents a challenging statistical problem because of the large number of transcripts with small sample sizes that are obtained. To reduce the dimensionality, various Bayesian or empirical Bayes hierarchical models have been developed. However, because of the complexity of the microarray data, no model can explain the data fully. It is generally difficult to scrutinize the irregular patterns of expression that are not expected by the usual statistical gene by gene models.ResultsAs an extension of empirical Bayes (EB) procedures, we have developed the β-empirical Bayes (β-EB) approach based on a β-likelihood measure which can be regarded as an 'evidence-based' weighted (quasi-) likelihood inference. The weight of a transcript t is described as a power function of its likelihood, fβ(yt|θ). Genes with low likelihoods have unexpected expression patterns and low weights. By assigning low weights to outliers, the inference becomes robust. The value of β, which controls the balance between the robustness and efficiency, is selected by maximizing the predictive β₀-likelihood by cross-validation. The proposed β-EB approach identified six significant (p<10⁻⁵) contaminated transcripts as differentially expressed (DE) in normal/tumor tissues from the head and neck of cancer patients. These six genes were all confirmed to be related to cancer; they were not identified as DE genes by the classical EB approach. When applied to the eQTL analysis of Arabidopsis thaliana, the proposed β-EB approach identified some potential master regulators that were missed by the EB approach.ConclusionsThe simulation data and real gene expression data showed that the proposed β-EB method was robust against outliers. The distribution of the weights was used to scrutinize the irregular patterns of expression and diagnose the model statistically. When β-weights outside the range of the predicted distribution were observed, a detailed inspection of the data was carried out. The β-weights described here can be applied to other likelihood-based statistical models for diagnosis, and may serve as a useful tool for transcriptome and proteome studies.

Dataset Information

Learning from a lot: Empirical Bayes for high-dimensional model-based prediction.

Publications

Learning from a lot: Empirical Bayes for high-dimensional model-based prediction.

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