The New England Journal of Statistics in Data Science

In diagnostic imaging drug developments, the imaging scan read data in controlled imaging drug clinical trials includes test positive and test negative. Broadly speaking, the standard of reference data are either presence or absence of a disease or clinical condition. Together, these data are used to assess the diagnostic performance of an investigational imaging drug in a controlled imaging drug clinical trial. For those imaging scan read data that cannot be called positive/negative, the “indeterminate” category is commonly used to cover imaging results that may be considered intermediate, indeterminate, or uninterpretable. Similarly, for those standard of reference data that cannot be categorized into presence/absence including uncollected or unavailable reference standard data, the “indeterminate” category may be used. Historically, little attention has been paid to the indeterminate imaging scan read data as they are generally rare or considered irrelevant though they are related to scanned subjects and can be informative. Subjects lack the standard of reference are simply excluded as such the study only reports the analysis results in subjects with available standard of reference data, known as completer analysis, similar to evaluable subjects seen in controlled trials for drug developments.

Designing longitudinal studies is generally a very challenging problem because of the complex optimization problems. We show the popular nature-inspired metaheuristic algorithm, Particle Swarm Optimization (PSO), can find different types of optimal exact designs for longitudinal studies with different correlation structures for different types of models. In particular, we demonstrate PSO-generated D-optimal longitudinal studies for the widely used Michaelis-Menten model with various correlation structures agree with the reported analytically derived locally D-optimal designs in the literature when there are only 2 observations per subject, and their numerical D-optimal designs when there are 3 and 4 observations per subject. We further show the usefulness of PSO by applying it to generate new locally D-optimal designs to estimate model parameters when there are 5 or more observations per subject. Additionally, we find various optimal longitudinal designs for a growth curve model commonly used in animal studies and for a nonlinear HIV dynamic model for studying T-cells in AIDS subjects. In particular, c-optimal exact designs for estimating one or more functions of model parameters (c-optimality) were found, along with other types of multiple objectives optimal designs.

The continuation-ratio (CR) model is frequently used in dose response studies to model a three-category outcome as the dose levels vary. Design issues for a CR model defined on an unrestricted dose interval have been discussed for estimating model parameters or a selected function of the model parameters. This paper uses metaheuristics to address design issues for a CR model defined on any compact dose interval when there are one or more objectives in the study and some are more important than others. Specifically, we use an exemplary nature-inspired metaheuristic algorithm called particle swarm optimization (PSO) to find locally optimal designs for estimating a few interesting functions of the model parameters, such as the most effective dose ($MED$), the maximum tolerated dose ($MTD$) and for estimating all parameters in a CR model. We demonstrate that PSO can efficiently find locally multiple-objective optimal designs for a CR model on various dose intervals and a small simulation study shows it tends to outperform the popular deterministic cocktail algorithm (CA) and another competitive metaheuristic algorithm called differential evolutionary (DE). We also discuss hybrid algorithms and their flexible applications to design early Phase 2 trials or tackle biomedical problems, such as different strategies for handling the recent pandemic.

Approximate confidence distribution computing (ACDC) offers a new take on the rapidly developing field of likelihood-free inference from within a frequentist framework. The appeal of this computational method for statistical inference hinges upon the concept of a confidence distribution, a special type of estimator which is defined with respect to the repeated sampling principle. An ACDC method provides frequentist validation for computational inference in problems with unknown or intractable likelihoods. The main theoretical contribution of this work is the identification of a matching condition necessary for frequentist validity of inference from this method. In addition to providing an example of how a modern understanding of confidence distribution theory can be used to connect Bayesian and frequentist inferential paradigms, we present a case to expand the current scope of so-called approximate Bayesian inference to include non-Bayesian inference by targeting a confidence distribution rather than a posterior. The main practical contribution of this work is the development of a data-driven approach to drive ACDC in both Bayesian or frequentist contexts. The ACDC algorithm is data-driven by the selection of a data-dependent proposal function, the structure of which is quite general and adaptable to many settings. We explore three numerical examples that both verify the theoretical arguments in the development of ACDC and suggest instances in which ACDC outperform approximate Bayesian computing methods computationally.

In this paper, we propose a method for wavelet denoising of signals contaminated with Gaussian noise when prior information about the ${L^{2}}$-energy of the signal is available. Assuming the independence model, according to which the wavelet coefficients are treated individually, we propose simple, level-dependent shrinkage rules that turn out to be Γ-minimax for a suitable class of priors.

The crossover models and interference models are frequently used in clinical trials, agriculture studies, social studies, etc. While some theoretical optimality results are available, it is still challenging to apply these results in practice. The available theoretical results, due to the complexity of exact optimal designs, typically require some specific combinations of the number of treatments (t), periods (p), and subjects (n). A more flexible method is to build integer programming based on theories in approximate design theory, which can handle general cases of $(t,p,n)$. Nonetheless, those results are generally derived for specific models or design problems and new efforts are needed for new problems. These obstacles make the application of the theoretical results rather difficult. Here we propose a new algorithm, a revision of the optimal weight exchange algorithm by [1]. It provides efficient crossover designs quickly under various situations, for different optimality criteria, different parameters of interest, different configurations of $(t,p,n)$, as well as arbitrary dropout scenarios. To facilitate the usage of our algorithm, the corresponding R package and an R Shiny app as a more user-friendly interface has been developed.

Variable selection is widely used in all application areas of data analytics, ranging from optimal selection of genes in large scale micro-array studies, to optimal selection of biomarkers for targeted therapy in cancer genomics to selection of optimal predictors in business analytics. A formal way to perform this selection under the Bayesian approach is to select the model with highest posterior probability. The problem may be thought as an optimization problem over the model space where the objective function is the posterior probability of model. We propose to carry out this optimization using simulated annealing and we illustrate its feasibility in high dimensional problems. By means of various simulation studies, this new approach has been shown to be efficient. Theoretical justifications are provided and applications to high dimensional datasets are discussed. The proposed method is implemented in an R package sahpm for general use and is made available on R CRAN.

Tail probability plays an important part in the extreme value theory. Sometimes the conclusions from two approaches for estimating the tail probability of extreme events, the Bayesian and the frequentist methods, can differ a lot. In 1999, a rainfall that caused more than 30,000 deaths in Venezuela was not captured by the simple frequentist extreme value techniques. However, this catastrophic rainfall was not surprising if the Bayesian inference was used to allow for parameter uncertainty and the full available data was exploited [4].

Double generalized linear models provide a flexible framework for modeling data by allowing the mean and the dispersion to vary across observations. Common members of the exponential dispersion family including the Gaussian, Poisson, compound Poisson-gamma (CP-g), Gamma and inverse-Gaussian are known to admit such models. The lack of their use can be attributed to ambiguities that exist in model specification under a large number of covariates and complications that arise when data display complex spatial dependence. In this work we consider a hierarchical specification for the CP-g model with a spatial random effect. The spatial effect is targeted at performing uncertainty quantification by modeling dependence within the data arising from location based indexing of the response. We focus on a Gaussian process specification for the spatial effect. Simultaneously, we tackle the problem of model specification for such models using Bayesian variable selection. It is effected through a continuous spike and slab prior on the model parameters, specifically the fixed effects. The novelty of our contribution lies in the Bayesian frameworks developed for such models. We perform various synthetic experiments to showcase the accuracy of our frameworks. They are then applied to analyze automobile insurance premiums in Connecticut, for the year of 2008.

Subdata selection from big data is an active area of research that facilitates inferences based on big data with limited computational expense. For linear regression models, the optimal design-inspired Information-Based Optimal Subdata Selection (IBOSS) method is a computationally efficient method for selecting subdata that has excellent statistical properties. But the method can only be used if the subdata size, k, is at last twice the number of regression variables, p. In addition, even when $k\ge 2p$, under the assumption of effect sparsity, one can expect to obtain subdata with better statistical properties by trying to focus on active variables. Inspired by recent efforts to extend the IBOSS method to situations with a large number of variables p, we introduce a method called Combining Lasso And Subdata Selection (CLASS) that, as shown, improves on other proposed methods in terms of variable selection and building a predictive model based on subdata when the full data size n is very large and the number of variables p is large. In terms of computational expense, CLASS is more expensive than recent competitors for moderately large values of n, but the roles reverse under effect sparsity for extremely large values of n.