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Least-Squares Fitting of Multidimensional Spectra to Kubo Line-Shape Models.

ABSTRACT: We report a comprehensive study of the efficacy of least-squares fitting of multidimensional spectra to generalized Kubo line-shape models and introduce a novel least-squares fitting metric, termed the scale invariant gradient norm (SIGN), that enables a highly reliable and versatile algorithm. The precision of dephasing parameters is between 8× and 50× better for nonlinear model fitting compared to that for the centerline-slope (CLS) method, which effectively increases data acquisition efficiency by 1-2 orders of magnitude. Whereas the CLS method requires sequential fitting of both the nonlinear and linear spectra, our model fitting algorithm only requires nonlinear spectra but accurately predicts the linear spectrum. We show an experimental example in which the CLS time constants differ by 60% for independent measurements of the same system, while the Kubo time constants differ by only 10% for model fitting. This suggests that model fitting is a far more robust method of measuring spectral diffusion than the CLS method, which is more susceptible to structured residual signals that are not removable by pure solvent subtraction. Statistical analysis of the CLS method reveals a fundamental oversight in accounting for the propagation of uncertainty by Kubo time constants in the process of fitting to the linear absorption spectrum. A standalone desktop app and source code for the least-squares fitting algorithm are freely available, with example line-shape models and data. We have written the MATLAB source code in a generic framework where users may supply custom line-shape models. Using this application, a standard desktop fits a 12-parameter generalized Kubo model to a 10⁶ data-point spectrum in a few minutes.

SUBMITTER: Robben KC

PROVIDER: S-EPMC8630800 | biostudies-literature |

REPOSITORIES: biostudies-literature

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Project description:Fitting Cox models in a big data context -on a massive scale in terms of volume, intensity, and complexity exceeding the capacity of usual analytic tools-is often challenging. If some data are missing, it is even more difficult. We proposed algorithms that were able to fit Cox models in high dimensional settings using extensions of partial least squares regression to the Cox models. Some of them were able to cope with missing data. We were recently able to extend our most recent algorithms to big data, thus allowing to fit Cox model for big data with missing values. When cross-validating standard or extended Cox models, the commonly used criterion is the cross-validated partial loglikelihood using a naive or a van Houwelingen scheme -to make efficient use of the death times of the left out data in relation to the death times of all the data. Quite astonishingly, we will show, using a strong simulation study involving three different data simulation algorithms, that these two cross-validation methods fail with the extensions, either straightforward or more involved ones, of partial least squares regression to the Cox model. This is quite an interesting result for at least two reasons. Firstly, several nice features of PLS based models, including regularization, interpretability of the components, missing data support, data visualization thanks to biplots of individuals and variables -and even parsimony or group parsimony for Sparse partial least squares or sparse group SPLS based models, account for a common use of these extensions by statisticians who usually select their hyperparameters using cross-validation. Secondly, they are almost always featured in benchmarking studies to assess the performance of a new estimation technique used in a high dimensional or big data context and often show poor statistical properties. We carried out a vast simulation study to evaluate more than a dozen of potential cross-validation criteria, either AUC or prediction error based. Several of them lead to the selection of a reasonable number of components. Using these newly found cross-validation criteria to fit extensions of partial least squares regression to the Cox model, we performed a benchmark reanalysis that showed enhanced performances of these techniques. In addition, we proposed sparse group extensions of our algorithms and defined a new robust measure based on the Schmid score and the R coefficient of determination for least absolute deviation: the integrated R Schmid Score weighted. The R-package used in this article is available on the CRAN, http://cran.r-project.org/web/packages/plsRcox/index.html. The R package bigPLS will soon be available on the CRAN and, until then, is available on Github https://github.com/fbertran/bigPLS.

Dataset Information

Least-Squares Fitting of Multidimensional Spectra to Kubo Line-Shape Models.

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