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Published on: July 3, 2020
Incorporating spatial structure into inclusion probabilities for Bayesian variable selection in generalized linear
Justin M Leach1, Inmaculada Aban1, Nengjun Yi1
1Department of Biostatistics, University of Alabama at Birmingham, School of Public Health, 1665 University Blvd, Birmingham, AL 35233, United States of America.
This study introduces a new spatial spike-and-slab lasso method for analyzing complex data. By incorporating spatial relationships, it improves model accuracy in variable selection for imaging and genomics applications.
Area of Science:
- Statistics
- Computational Biology
- Neuroimaging
Background:
- Spike-and-slab priors are used for variable selection in statistical modeling.
- Existing methods like spike-and-slab lasso (SSL) for Generalized Linear Models (GLM) do not fully leverage spatial correlations in data.
- Incorporating spatial structure can enhance model performance, especially with imaging or spatial data.
Purpose of the Study:
- To develop a novel spatial spike-and-slab method for variable selection.
- To integrate spatial information into the prior probabilities of parameter inclusion.
- To improve model fitness and accuracy by accounting for spatial dependencies.
Main Methods:
- Proposed a spatial spike-and-slab approach using intrinsic autoregressive priors on logit prior probabilities of inclusion.
- Adapted a computationally efficient coordinate-descent-based EM algorithm for model fitting, avoiding computationally intensive MCMC.
- Validated the method through a simulation study and an application to Alzheimer's Disease imaging data.
Main Results:
- The proposed spatial method demonstrated improved model fitness compared to non-spatial approaches.
- Incorporating spatial information led to more effective variable selection by considering parameter clustering.
- The adapted EM algorithm provided an efficient way to fit the complex Bayesian models.
Conclusions:
- Integrating spatial information into spike-and-slab priors is beneficial for variable selection in models with spatial data.
- The developed method offers improved accuracy and efficiency for analyzing complex datasets, particularly in neuroimaging and genomics.
- This approach enhances the utility of spike-and-slab methods for spatially correlated data.
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