scholarly journals Bayesian adaptive Lasso Tobit regression

Author(s):  
Haider Kadhim Abbas ◽  
Rahim Jabbar Thaher

      In this paper, we introduce a new procedure for model selection in Tobit regression, we suggest the Bayesian adaptive Lasso Tobit regression (BALTR) for variable selection (VS) and coefficient estimation.  We submitted a Bayesian hierarchical model and Gibbs sampler (GS) for our procedure. Our proposed procedure is clarified by means of simulations and a real data analysis. Results demonstrate our procedure performs well in comparison to further procedures.  

2015 ◽  
Vol 2015 ◽  
pp. 1-9
Author(s):  
Zean Li ◽  
Weihua Zhao

Thetdistribution is a useful extension of the normal distribution, which can be used for statistical modeling of data sets with heavy tails, and provides robust estimation. In this paper, in view of the advantages of Bayesian analysis, we propose a new robust coefficient estimation and variable selection method based on Bayesian adaptive Lassotregression. A Gibbs sampler is developed based on the Bayesian hierarchical model framework, where we treat thetdistribution as a mixture of normal and gamma distributions and put different penalization parameters for different regression coefficients. We also consider the Bayesiantregression with adaptive group Lasso and obtain the Gibbs sampler from the posterior distributions. Both simulation studies and real data example show that our method performs well compared with other existing methods when the error distribution has heavy tails and/or outliers.


2019 ◽  
Author(s):  
Abhay Hukku ◽  
Corbin Quick ◽  
Francesca Luca ◽  
Roger Pique-Regi ◽  
Xiaoquan Wen

AbstractGene set enrichment analysis has been shown to be effective in identifying relevant biological pathways underlying complex diseases. Existing approaches lack the ability to quantify the enrichment levels accurately, hence preventing the enrichment information to be further utilized in both upstream and downstream analyses. A modernized and rigorous approach for gene set enrichment analysis that emphasizes both hypothesis testing and enrichment estimation is much needed. We propose a novel computational method, Bayesian Analysis of Gene Set Enrichment (BAGSE), for gene set enrichment analysis. BAGSE is built on a Bayesian hierarchical model and fully accounts for the uncertainty embedded in the association evidence of individual genes. We adopt an empirical Bayes inference framework to fit the proposed hierarchical model by implementing an efficient EM algorithm. Through simulation studies, we illustrate that BAGSE yields accurate enrichment quantification while achieving similar power as the state-of-the-art methods. Further simulation studies show that BAGSE can effectively utilize the enrichment information to improve the power in gene discovery. Finally, we demonstrate the application of BAGSE in analyzing real data from a differential expression experiment and a Transcriptome-wide Association Study (TWAS). Our results indicate that the proposed statistical framework is effective in aiding the discovery of potentially causal pathways and gene networks. BAGSE is implemented using the C++ programming language and is freely available from https://github.com/xqwen/bagse/. Simulated and real data used in this paper are also available at the Github repository for reproducibility purposes.


Author(s):  
Haider Kadhim Abbas

In the present research, we have proposed a new approach for model selection in Tobit regression. The new technique uses Bayesian Lasso in Tobit regression (BLTR). It has many features that give optimum estimation and variable selection property. Specifically, we introduced a new hierarchal model. Then, a new Gibbs sampler is introduced.We also extend the new approach by adding the ridge parameter inside the variance covariance matrix to avoid the singularity in the case of multicollinearity or in case the number of predictors greater than the number of observations. A comparison was made with other previous techniques applying the simulation examples and real data. It is worth mentioning, that the obtained results were promising and encouraging, giving better results compared to the previous methods.


2019 ◽  
Vol 36 (6) ◽  
pp. 1689-1695 ◽  
Author(s):  
Abhay Hukku ◽  
Corbin Quick ◽  
Francesca Luca ◽  
Roger Pique-Regi ◽  
Xiaoquan Wen

Abstract Motivation Gene set enrichment analysis has been shown to be effective in identifying relevant biological pathways underlying complex diseases. Existing approaches lack the ability to quantify the enrichment levels accurately, hence preventing the enrichment information to be further utilized in both upstream and downstream analyses. A modernized and rigorous approach for gene set enrichment analysis that emphasizes both hypothesis testing and enrichment estimation is much needed. Results We propose a novel computational method, Bayesian Analysis of Gene Set Enrichment (BAGSE), for gene set enrichment analysis. BAGSE is built on a Bayesian hierarchical model and fully accounts for the uncertainty embedded in the association evidence of individual genes. We adopt an empirical Bayes inference framework to fit the proposed hierarchical model by implementing an efficient EM algorithm. Through simulation studies, we illustrate that BAGSE yields accurate enrichment quantification while achieving similar power as the state-of-the-art methods. Further simulation studies show that BAGSE can effectively utilize the enrichment information to improve the power in gene discovery. Finally, we demonstrate the application of BAGSE in analyzing real data from a differential expression experiment and a transcriptome-wide association study. Our results indicate that the proposed statistical framework is effective in aiding the discovery of potentially causal pathways and gene networks. Availability and implementation BAGSE is implemented using the C++ programing language and is freely available from https://github.com/xqwen/bagse/. Simulated and real data used in this paper are also available at the Github repository for reproducibility purposes. Supplementary information Supplementary data are available at Bioinformatics online.


2020 ◽  
pp. 215-222
Author(s):  
Saja Aljanabi ◽  
Rahim Alhamzawi

In this paper, we propose a new approach of regularization for the left censored data (Tobit). Specifically, we propose a new Bayesian group Bridge for left-censored regression ( BGBRLC). We developed a new Bayesian hierarchical model and we suggest a new Gibbs sampler for posterior sampling. The results show that the new approach performs very well compared to some existing approaches.


Sign in / Sign up

Export Citation Format

Share Document