Smooth Estimation of a Monotone Density

We investigate the interplay of smoothness and monotonicity assumptions when estimating a density from a sample of observations. The nonparametric maximum likelihood estimator of a decreasing density on the positive half line attains a rate of convergence at a fixed point if the density has a negative derivative. The same rate is obtained by a kernel estimator, but the limit distributions are different. If the density is both differentiable and known to be monotone, then a third estimator is obtained by isotonization of a kernel estimator. We show that this again attains the rate of convergence and compare the limit distributors of the three types of estimators. It is shown that both isotonization and smoothing lead to a more concentrated limit distribution and we study the dependence on the proportionality constant in the bandwidth. We also show that isotonization does not change the limit behavior of a kernel estimator with a larger bandwidth, in the case that the density is known to have more than one derivative.

LIKELIHOOD ESTIMATION OF CONJUGACY RELATIONSHIPS IN LINEAR MODELS WITH APPLICATIONS TO HIGH-THROUGHPUT GENOMICS

In the simultaneous estimation of a large number of related quantities, multilevel models provide a formal mechanism for efficiently making use of the ensemble of information for deriving individual estimates. In this article we investigate the ability of the likelihood to identify the relationship between signal and noise in multilevel linear mixed models. Specifically, we consider the ability of the likelihood to diagnose conjugacy or independence between the signals and noises. Our work was motivated by the analysis of data from high-throughput experiments in genomics. The proposed model leads to a more flexible family. However, we further demonstrate that adequately capitalizing on the benefits of a well fitting fully-specified likelihood in the terms of gene ranking is difficult.

A MULTILEVEL MODEL TO ADDRESS BATCH EFFECTS IN COPY NUMBER ESTIMATION USING SNP ARRAYS

Submicroscopic changes in chromosomal DNA copy number dosage are common and have been implicated in many heritable diseases and cancers. Recent high-throughput technologies have a resolution that permits the detection of segmental changes in DNA copy number that span thousands of basepairs across the genome. Genome-wide association studies (GWAS) may simultaneously screen for copy number-phenotype and SNP-phenotype associations as part of the analytic strategy. However, genome-wide array analyses are particularly susceptible to batch effects as the logistics of preparing DNA and processing thousands of arrays often involves multiple laboratories and technicians, or changes over calendar time to the reagents and laboratory equipment. Failure to adjust for batch effects can lead to incorrect inference and requires inefficient post-hoc quality control procedures that exclude regions that are associated with batch. Our work extends previous model-based approaches for copy number estimation by explicitly modeling batch effects and using shrinkage to improve locus-specific estimates of copy number uncertainty. Key features of this approach include the use of diallelic genotype calls from experimental data to estimate batch- and locus-specific parameters of background and signal without the requirement of training data. We illustrate these ideas using a study of bipolar disease and a study of chromosome 21 trisomy. The former has batch effects that dominate much of the observed variation in quantile-normalized intensities, while the latter illustrates the robustness of our approach to datasets where as many as 25% of the samples have altered copy number. Locus-specific estimates of copy number can be plotted on the copy-number scale to investigate mosaicism and guide the choice of appropriate downstream approaches for smoothing the copy number as a function of physical position. The software is open source and implemented in the R package CRLMM available at Bioconductor (http:www.bioconductor.org).