Classification Using Generalized Partial Least Squares

The advances in computational biology have made simultaneous monitoring of thousands of features possible. The high throughput technologies not only bring about a much richer information context in which to study various aspects of gene functions but they also present challenge of analyzing data with large number of covariates and few samples. As an integral part of machine learning, classification of samples into two or more categories is almost always of interest to scientists. In this paper, we address the question of classification in this setting by extending partial least squares (PLS), a popular dimension reduction tool in chemometrics, in the context of generalized linear regression based on a previous approach, Iteratively ReWeighted Partial Least Squares, i.e. IRWPLS (Marx, 1996). We compare our results with two-stage PLS (Nguyen and Rocke, 2002A; Nguyen and Rocke, 2002B) and other classifiers. We show that by phrasing the problem in a generalized linear model setting and by applying bias correction to the likelihood to avoid (quasi)separation, we often get lower classification error rates.

Gauss-Seidel Estimation of Generalized Linear Mixed Models with Application to Poisson Modeling of Spatially Varying Disease Rates

Generalized linear mixed models (GLMMs) provide an elegant framework for the analysis of correlated data. Due to the non-closed form of the likelihood, GLMMs are often fit by computational procedures like penalized quasi-likelihood (PQL). Special cases of these models are generalized linear models (GLMs), which are often fit using algorithms like iterative weighted least squares (IWLS). High computational costs and memory space constraints often make it difficult to apply these iterative procedures to data sets with very large number of cases. This paper proposes a computationally efficient strategy based on the Gauss-Seidel algorithm that iteratively fits sub-models of the GLMM to subsetted versions of the data. Additional gains in efficiency are achieved for Poisson models, commonly used in disease mapping problems, because of their special collapsibility property which allows data reduction through summaries. Convergence of the proposed iterative procedure is guaranteed for canonical link functions. The strategy is applied to investigate the relationship between ischemic heart disease, socioeconomic status and age/gender category in New South Wales, Australia, based on outcome data consisting of approximately 33 million records. A simulation study demonstrates the algorithm's reliability in analyzing a data set with 12 million records for a (non-collapsible) logistic regression model.

Kernel Estimation of Rate Function for Recurrent Event Data

Recurrent event data are largely characterized by the rate function but smoothing techniques for estimating the rate function have never been rigorously developed or studied in statistical literature. This paper considers the moment and least squares methods for estimating the rate function from recurrent event data. With an independent censoring assumption on the recurrent event process, we study statistical properties of the proposed estimators and propose bootstrap procedures for the bandwidth selection and for the approximation of confidence intervals in the estimation of the occurrence rate function. It is identified that the moment method without resmoothing via a smaller bandwidth will produce curve with nicks occurring at the censoring times, whereas there is no such problem with the least squares method. Furthermore, the asymptotic variance of the least squares estimator is shown to be smaller under regularity conditions. However, in the implementation of the bootstrap procedures, the moment method is computationally more efficient than the least squares method because the former approach uses condensed bootstrap data. The performance of the proposed procedures is studied through Monte Carlo simulations and an epidemiological example on intravenous drug users.