Uncertainty quantification in high-dimensional linear models incorporating graphical structures with applications to
Xiangyong Tan1, Xiao Zhang2, Yuehua Cui3
1School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang 330013, China.
This study introduces a new graph-constrained desparsified LASSO (GCDL) method to quantify gene uncertainty in high-dimensional models. The GCDL estimator provides accurate confidence intervals and P-values, even with highly correlated predictors.
Area of Science:
- Genomics and Bioinformatics
- Statistical Genetics
- High-Dimensional Data Analysis
Background:
- Gene functions in biological networks are often correlated due to functional connectivity.
- Existing variable selection methods incorporate network information but lack uncertainty quantification for individual genes.
- High dimensionality and strong predictor correlations pose challenges in statistical modeling of gene-trait associations.
Purpose of the Study:
- To develop a method for quantifying the uncertainty of individual genes within network-informed variable selection.
- To construct confidence intervals (CIs) and P-values for parameters in high-dimensional linear models with graphical structures.
- To address the limitations of existing methods in handling highly correlated predictors and providing uncertainty estimates.
Main Methods:
- Proposed a graph-constrained desparsified LASSO (GCDL) estimator for high-dimensional linear models.
- Incorporated graphical network information into the LASSO framework to improve variable selection.
- Developed theoretical guarantees for the GCDL estimator, including asymptotic normality and uniform convergence.
Main Results:
- The GCDL estimator demonstrated reduced influence from highly correlated predictors compared to standard desparsified LASSO.
- Theoretical analysis confirmed the asymptotic normality and uniform convergence properties of the GCDL estimator.
- Extensive simulations showed that the GCDL estimator and its derived uniform confidence intervals perform well, even with strong predictor correlations.
Conclusions:
- The proposed GCDL method effectively quantifies gene uncertainty in network-based high-dimensional models.
- The method offers improved accuracy and computational efficiency over existing approaches.
- An R package is available for implementing the GCDL method, facilitating its application in genetic studies.
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