Low-rank regression models for multiple binary responses and their applications to cancer cell-line encyclopedia data

In this paper, we study high-dimensional multivariate logistic regression models in which a common set of covariates is used to predict multiple binary outcomes simultaneously. Our work is primarily motivated from many biomedical studies with correlated multiple responses such as the cancer cell-line encyclopedia project. We assume that the underlying regression coefficient matrix is simultaneously low-rank and row-wise sparse. We propose an intuitively appealing selection and estimation framework based on marginal model likelihood, and we develop an efficient computational algorithm for inference. We establish a novel high-dimensional theory for this nonlinear multivariate regression. Our theory is general, allowing for potential correlations between the binary responses. We propose a new type of nuclear norm penalty using the smooth clipped absolute deviation, filling the gap in the related non-convex penalization literature. We theoretically demonstrate that the proposed approach improves estimation accuracy by considering multiple responses jointly through the proposed estimator when the underlying coefficient matrix is low-rank and row-wise sparse. In particular, we establish the non-asymptotic error bounds, and both rank and row support consistency of the proposed method. Moreover, we develop a consistent rule to simultaneously select the rank and row dimension of the coefficient matrix. Furthermore, we extend the proposed methods and theory to a joint Ising model, which accounts for the dependence relationships. In our analysis of both simulated data and the cancer cell line encyclopedia data, the proposed methods outperform the existing methods in better predicting responses.

Modeling Massive Spatial Datasets Using a Conjugate Bayesian Linear Modeling Framework

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models have been proposed that can be easily embedded within a hierarchical modeling framework to carry out Bayesian inference. While the focus of statistical research has mostly been directed toward innovative and more complex model development, relatively limited attention has been accorded to approaches for easily implementable scalable hierarchical models for the practicing scientist or spatial analyst. This article discusses how point-referenced spatial process models can be cast as a conjugate Bayesian linear regression that can rapidly deliver inference on spatial processes. The approach allows exact sampling directly (avoids iterative algorithms such as Markov chain Monte Carlo) from the joint posterior distribution of regression parameters, the latent process and the predictive random variables, and can be easily implemented on statistical programming environments such as R.