Bayesian Variable Selection Utilizing Posterior Probability Credible Intervals

In recent years, there has been growing interest in the problem of model selection in the Bayesian framework. Current approaches include methods based on computing model probabilities such as Stochastic Search Variable Selection (SSVS) and Bayesian LASSO and methods based on model choice criteria, such as the Deviance Information Criterion (DIC). Methods in the first group compute the posterior probabilities of models or model parameters often using a Markov Chain Monte Carlo (MCMC) technique, and select a subset of the variables based on a prespecified threshold on the posterior probability. However, these methods rely heavily on the prior choices of parameters and the results can be highly sensitive when priors are changed. DIC is a Bayesian generalization of the Akaike’s Information Criterion (AIC) that penalizes for large number of parameters, it has the advantage that can be used for selection of mixed effect models but tends to prefer overparameterized models. We propose a novel variable selection algorithm that utilizes the parameters credible intervals to select the variables to be kept in the model. We show in a simulation study and a real-world example that this algorithm on average performs better than DIC and produces more parsimonious models.

Improving Practices for Selecting a Subset of Important Predictors in Psychology: An Application to Predicting Pain

Frequently, researchers in psychology are faced with the challenge of narrowing down a large set of predictors to a smaller subset. There are a variety of ways to do this, but commonly it is done by choosing predictors with the strongest bivariate correlations with the outcome. However, when predictors are correlated, bivariate relationships may not translate into multivariate relationships. Further, any attempts to control for multiple testing are likely to result in extremely low power. Here we introduce a Bayesian variable-selection procedure frequently used in other disciplines, stochastic search variable selection (SSVS). We apply this technique to choosing the best set of predictors of the perceived unpleasantness of an experimental pain stimulus from among a large group of sociocultural, psychological, and neurobiological (functional MRI) individual-difference measures. Using SSVS provides information about which variables predict the outcome, controlling for uncertainty in the other variables of the model. This approach yields new, useful information to guide the choice of relevant predictors. We have provided Web-based open-source software for performing SSVS and visualizing the results.

BayICE: A hierarchical Bayesian deconvolution model with stochastic search variable selection

Gene expression deconvolution is a powerful tool for exploring the microenvironment of complex tissues comprised of multiple cell groups using transcriptomic data. Characterizing cell activities for a particular condition has been regarded as a primary mission against diseases. For example, cancer immunology aims to clarify the role of the immune system in the progression and development of cancer through analyzing the immune cell components of tumors. To that end, many deconvolution methods have been proposed for inferring cell subpopulations within tissues. Nevertheless, two problems limit the practicality of current approaches. First, all approaches use external purified data to preselect cell type-specific genes that contribute to deconvolution. However, some types of cells cannot be found in purified profiles and the genes specifically over- or under-expressed in them cannot be identified. This is particularly a problem in cancer studies. Hence, a preselection strategy that is independent from deconvolution is inappropriate. The second problem is that existing approaches do not recover the expression profiles of unknown cells present in bulk tissues, which results in biased estimation of unknown cell proportions. Furthermore, it causes the shift-invariant property of deconvolution to fail, which then affects the estimation performance. To address these two problems, we propose a novel deconvolution approach, BayICE, which employs hierarchical Bayesian modeling with stochastic search variable selection. We develop a comprehensive Markov chain Monte Carlo procedure through Gibbs sampling to estimate cell proportions, gene expression profiles, and signature genes. Simulation and validation studies illustrate that BayICE outperforms existing deconvolution approaches in estimating cell proportions. Subsequently, we demonstrate an application of BayICE in the RNA sequencing of patients with non-small cell lung cancer. The model is implemented in the R package “BayICE” and the algorithm is available for download.

Improving Practices for Selecting a Subset of Important Predictors in Psychology: An Application to Predicting Pain

In this paper we address the problem of selecting important predictors from some larger set of candidate predictors. Standard techniques are limited by lack of power and high false positive rates. A Bayesian variable selection approach used widely in biostatistics, stochastic search variable selection, can be used instead to combat these issues by accounting for uncertainty in the other predictors of the model. In this paper we present Bayesian variable selection to aid researchers facing this common scenario, along with an online application (https://ssvsforpsych.shinyapps.io/ssvsforpsych/) to perform the analysis and visualize the results. Using an application to predict pain ratings, we demonstrate how this approach quickly identifies reliable predictors, even when the set of possible predictors is larger than the sample size. This technique is widely applicable to research questions that may be relatively data-rich, but with limited information or theory to guide variable selection.