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.

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.