Shrinkage Estimators for Uplift Regression

Author(s):  
Krzysztof Rudaś ◽  
Szymon Jaroszewicz
Keyword(s):  
2013 ◽  
Vol 37 (8) ◽  
pp. 3018-3034 ◽  
Author(s):  
Victor DeMiguel ◽  
Alberto Martin-Utrera ◽  
Francisco J. Nogales

F1000Research ◽  
2020 ◽  
Vol 8 ◽  
pp. 2024
Author(s):  
Joshua P. Zitovsky ◽  
Michael I. Love

Allelic imbalance occurs when the two alleles of a gene are differentially expressed within a diploid organism and can indicate important differences in cis-regulation and epigenetic state across the two chromosomes. Because of this, the ability to accurately quantify the proportion at which each allele of a gene is expressed is of great interest to researchers. This becomes challenging in the presence of small read counts and/or sample sizes, which can cause estimators for allelic expression proportions to have high variance. Investigators have traditionally dealt with this problem by filtering out genes with small counts and samples. However, this may inadvertently remove important genes that have truly large allelic imbalances. Another option is to use pseudocounts or Bayesian estimators to reduce the variance. To this end, we evaluated the accuracy of four different estimators, the latter two of which are Bayesian shrinkage estimators: maximum likelihood, adding a pseudocount to each allele, approximate posterior estimation of GLM coefficients (apeglm) and adaptive shrinkage (ash). We also wrote C++ code to quickly calculate ML and apeglm estimates and integrated it into the apeglm package. The four methods were evaluated on two simulations and one real data set. Apeglm consistently performed better than ML according to a variety of criteria, and generally outperformed use of pseudocounts as well. Ash also performed better than ML in one of the simulations, but in the other performance was more mixed. Finally, when compared to five other packages that also fit beta-binomial models, the apeglm package was substantially faster and more numerically reliable, making our package useful for quick and reliable analyses of allelic imbalance. Apeglm is available as an R/Bioconductor package at http://bioconductor.org/packages/apeglm.


1983 ◽  
Vol 2 (2) ◽  
pp. 88-91
Author(s):  
H. H. Lemmer

The advantages of using the very simple shrinkage estimator TL proposed by Lemmer rather than that proposed by Mehta and Srivivasan in the case of preliminary test estimators for parameters of the normal, binomial and Poisson distributions are examined.


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