在具有测量误差的高维波桑模型上:测试非线性非形优化假设
Fei Jiang1, Yeqing Zhou2, Jianxuan Liu3
1Department of Epidemiology and Biostatistics, The University of California, San Francisco.
概括
我们开发了一种新的Poisson回归方法,使用杂的高维数据. 这种方法纠正了偏差,进行了变量选择,并为复杂的数据集提供了可靠的统计测试.
科学领域:
- 统计 统计 统计 统计
- 机器学习 机器学习
- 生物统计学 生物统计学
背景情况:
- 普森回归被广泛用于计数数据分析.
- 高维数据和协变噪声在统计建模中带来了重大挑战.
- 现有的方法在这些复杂的场景中经常与偏见和变量选择作斗争.
研究的目的:
- 开发一个强大的估计和测试框架Poisson回归与杂的,高维共变量.
- 为了解决偏差校正引入的非凸性和高维的复杂性.
- 为了在这些模型中实现准确的变量选择和假设测试.
主要方法:
- 将处罚的非凸目标函数最小化以估计回归参数.
- 为拟议的估计器推导L1和L2的收率.
- 建立参数子集的非对称正常性,包括那些增长无限缓慢的参数.
- 根据衍生出来的非对称性属性,开发Wald和得分测试.
主要成果:
- 建议的估计器实现了最佳的收率 (L1和L2).
- 已经证明了变量选择的一致性.
- 对参数子集建立了非对称的正常性,从而实现了灵活的测试.
- 模拟表明开发的测试具有强大的有限样本性能.
结论:
- 这种新方法有效地处理Poisson回归中的杂,高维共变量.
- 该框架提供可靠的估计,变量选择和假设测试功能.
- 对阿尔茨海默病神经成像计划数据的成功应用突出显示了其实用性.
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