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On High-Dimensional Constrained Maximum Likelihood Inference.

ABSTRACT: Inference in a high-dimensional situation may involve regularization of a certain form to treat overparameterization, imposing challenges to inference. The common practice of inference uses either a regularized model, as in inference after model selection, or bias-reduction known as "debias." While the first ignores statistical uncertainty inherent in regularization, the second reduces the bias inbred in regularization at the expense of increased variance. In this article, we propose a constrained maximum likelihood method for hypothesis testing involving unspecific nuisance parameters, with a focus of alleviating the impact of regularization on inference. Particularly, for general composite hypotheses, we unregularize hypothesized parameters whereas regularizing nuisance parameters through a L 0-constraint controlling the degree of sparseness. This approach is analogous to semiparametric likelihood inference in a high-dimensional situation. On this ground, for the Gaussian graphical model and linear regression, we derive conditions under which the asymptotic distribution of the constrained likelihood ratio is established, permitting parameter dimension increasing with the sample size. Interestingly, the corresponding limiting distribution is the chi-square or normal, depending on if the co-dimension of a test is finite or increases with the sample size, leading to asymptotic similar tests. This goes beyond the classical Wilks phenomenon. Numerically, we demonstrate that the proposed method performs well against it competitors in various scenarios. Finally, we apply the proposed method to infer linkages in brain network analysis based on MRI data, to contrast Alzheimer's disease patients against healthy subjects. Supplementary materials for this article are available online.

SUBMITTER: Zhu Y

PROVIDER: S-EPMC7418862 | biostudies-literature | 2020

REPOSITORIES: biostudies-literature

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On High-Dimensional Constrained Maximum Likelihood Inference.

Zhu Yunzhang Y Shen Xiaotong X Pan Wei W

Journal of the American Statistical Association 20190411 529

Inference in a high-dimensional situation may involve regularization of a certain form to treat overparameterization, imposing challenges to inference. The common practice of inference uses either a regularized model, as in inference after model selection, or bias-reduction known as "debias." While the first ignores statistical uncertainty inherent in regularization, the second reduces the bias inbred in regularization at the expense of increased variance. In this article, we propose a constrain ...[more]

PMID: 32788818

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Project description:Despite intense work, incorporating constraints on protein native structures into the mathematical models of molecular evolution remains difficult, because most models and programs assume that protein sites evolve independently, whereas protein stability is maintained by interactions between sites. Here, we address this problem by developing a new mean-field substitution model that generates independent site-specific amino acid distributions with constraints on the stability of the native state against both unfolding and misfolding. The model depends on a background distribution of amino acids and one selection parameter that we fix maximizing the likelihood of the observed protein sequence. The analytic solution of the model shows that the main determinant of the site-specific distributions is the number of native contacts of the site and that the most variable sites are those with an intermediate number of native contacts. The mean-field models obtained, taking into account misfolded conformations, yield larger likelihood than models that only consider the native state, because their average hydrophobicity is more realistic, and they produce on the average stable sequences for most proteins. We evaluated the mean-field model with respect to empirical substitution models on 12 test data sets of different protein families. In all cases, the observed site-specific sequence profiles presented smaller Kullback-Leibler divergence from the mean-field distributions than from the empirical substitution model. Next, we obtained substitution rates combining the mean-field frequencies with an empirical substitution model. The resulting mean-field substitution model assigns larger likelihood than the empirical model to all studied families when we consider sequences with identity larger than 0.35, plausibly a condition that enforces conservation of the native structure across the family. We found that the mean-field model performs better than other structurally constrained models with similar or higher complexity. With respect to the much more complex model recently developed by Bordner and Mittelmann, which takes into account pairwise terms in the amino acid distributions and also optimizes the exchangeability matrix, our model performed worse for data with small sequence divergence but better for data with larger sequence divergence. The mean-field model has been implemented into the computer program Prot_Evol that is freely available at http://ub.cbm.uam.es/software/Prot_Evol.php.

Dataset Information

On High-Dimensional Constrained Maximum Likelihood Inference.

Publications

On High-Dimensional Constrained Maximum Likelihood Inference.

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