Adaptive Lasso for Cox's proportional hazards model

We investigate the variable selection problem for Cox's proportionalhazards model, and propose a unified model selection and estimationprocedure with desired theoretical properties and computationalconvenience. The new method is based on a penalized log partiallikelihood with the adaptively weighted L₁ penalty on regressioncoefficients, providing what we call the adaptive Lasso estimator.The method incorporates different penalties for different coefficients:unimportant variables receive larger penalties than importantones, so that important variables tend to be retained in theselection process, whereas unimportant variables are more likelyto be dropped. Theoretical properties, such as consistency andrate of convergence of the estimator, are studied. We also showthat, with proper choice of regularization parameters, the proposedestimator has the oracle properties. The convex optimizationnature of the method leads to an efficient algorithm. Both simulatedand real examples show that the method performs competitively.     

A note on path-based variable selection in the penalized proportional hazards model

We propose an efficient and adaptive shrinkage method for variableselection in the Cox model. The method constructs a piecewise-linearregularization path connecting the maximum partial likelihoodestimator and the origin. Then a model is selected along thepath. We show that the constructed path is adaptive in the sensethat, with a proper choice of regularization parameter, thefitted model works as well as if the true underlying submodelwere given in advance. A modified algorithm of the least-angle-regressiontype efficiently computes the entire regularization path ofthe new estimator. Furthermore, we show that, with a properchoice of shrinkage parameter, the method is consistent in variableselection and efficient in estimation. Simulation shows thatthe new method tends to outperform the lasso and the smoothly-clipped-absolute-deviationestimators with moderate samples. We apply the methodology todata concerning nursing homes.     

A stimulus-dependent connectivity analysis of neuronal networks

We present an analysis of interactions among neurons in stimulus-driven networks that is designed to control for effects from unmeasured neurons. This work builds on previous connectivity analyses that assumed connectivity strength to be constant with respect to the stimulus. Since unmeasured neuron activity can modulate with the stimulus, the effective strength of common input connections from such hidden neurons can also modulate with the stimulus. By explicitly accounting for the resulting stimulus-dependence of effective interactions among measured neurons, we are able to remove ambiguity in the classification of causal interactions that resulted from classification errors in the previous analyses. In this way, we can more reliably distinguish causal connections among measured neurons from common input connections that arise from hidden network nodes. The approach is derived in a general mathematical framework that can be applied to other types of networks. We illustrate the effects of stimulus-dependent connectivity estimates with simulations of neurons responding to a visual stimulus. This research was supported by the National Science Foundation grants DMS-0415409 and DMS-0748417.     

A Penalized Multinomial Approach to Smoothed Estimation of Disease Incidence

Raw estimates of disease rates over a geographical region are frequently quite variable, even though one may reasonably expect adjacent communities to have similar true rates. Smoother estimates are obtained by incorporating a penalty into a multinomial likelihood estimation procedure. For each pair of locations, this penalty increases with the difference between the rates and decreases with the distance between the two sites. The resulting estimates have smaller mean squared error than the raw estimates. Expansions are developed which demonstrate the contributions of the smoothing constant, spatial configuration, risk population and raw estimates to the amount of smoothing. Simulations and an example involving gastric cancer data illustrate the proposed method.     

Joint frailty models for recurring events and death using maximum penalized likelihood estimation: application on cancer events

The observation of repeated events for subjects in cohort studies could be terminated by loss to follow-up, end of study, or a major failure event such as death. In this context, the major failure event could be correlated with recurrent events, and the usual assumption of noninformative censoring of the recurrent event process by death, required by most statistical analyses, can be violated. Recently, joint modeling for 2 survival processes has received considerable attention because it makes it possible to study the joint evolution over time of 2 processes and gives unbiased and efficient parameters. The most commonly used estimation procedure in the joint models for survival events is the expectation maximization algorithm. We show how maximum penalized likelihood estimation can be applied to nonparametric estimation of the continuous hazard functions in a general joint frailty model with right censoring and delayed entry. The simulation study demonstrates that this semiparametric approach yields satisfactory results in this complex setting. As an illustration, such an approach is applied to a prospective cohort with recurrent events of follicular lymphomas, jointly modeled with death.