The New England Journal of Statistics in Data Science

Supervised dimension reduction (SDR) has been a topic of growing interest in data science, as it enables the reduction of high-dimensional covariates while preserving the functional relation with certain response variables of interest. However, existing SDR methods are not suitable for analyzing datasets collected from case-control studies. In this setting, the goal is to learn and exploit the low-dimensional structure unique to or enriched by the case group, also known as the foreground group. While some unsupervised techniques such as the contrastive latent variable model and its variants have been developed for this purpose, they fail to preserve the functional relationship between the dimension-reduced covariates and the response variable. In this paper, we propose a supervised dimension reduction method called contrastive inverse regression (CIR) specifically designed for the contrastive setting. CIR introduces an optimization problem defined on the Stiefel manifold with a non-standard loss function. We prove the convergence of CIR to a local optimum using a gradient descent-based algorithm, and our numerical study empirically demonstrates the improved performance over competing methods for high-dimensional data.

Fair Machine Learning endeavors to prevent unfairness arising in the context of machine learning applications embedded in society. To this end, several mathematical fairness notions have been proposed. The most known and used notions turn out to be expressed in terms of statistical independence, which is taken to be a primitive and unambiguous notion. However, two choices remain (and are largely unexamined to date): what exactly is the meaning of statistical independence and what are the groups to which we ought to be fair? We answer both questions by leveraging Richard Von Mises’ theory of probability, which starts with data, and then builds the machinery of probability from the ground up. In particular, his theory places a relative definition of randomness as statistical independence at the center of statistical modelling. Much in contrast to the classically used, absolute i.i.d.-randomness, which turns out to be “orthogonal” to his conception. We show how Von Mises’ frequential modeling approach fits well to the problem of fair machine learning and show how his theory (suitably interpreted) demonstrates the equivalence between the contestability of the choice of groups in the fairness criterion and the contestability of the choice of relative randomness. We thus conclude that the problem of being fair in machine learning is precisely as hard as the problem of defining what is meant by being random. In both cases there is a consequential choice, yet there is no universal “right” choice possible.

Variable rate irrigation (VRI) seeks to increase the efficiency of irrigation by spatially adjusting water output within an agricultural field. Central to the success of VRI technology is establishing homogeneous irrigation zones. In this research, we propose a fusion of statistical modeling and deep learning by using artificial neural networks to map irrigation zones from simple-to-measure predictors. We further couple our neural network model with spatial correlation to capture smooth variations in the irrigation zones. We demonstrate the effectiveness of our model to define irrigation zones for a farm of winter wheat crop in Rexburg, Idaho.

Growth curve analysis (GCA) has a wide range of applications in various fields where growth trajectories need to be modeled. Heteroscedasticity is often present in the error term, which can not be handled with sufficient flexibility by standard linear fixed or mixed-effects models. One situation that has been addressed is where the error variance is characterized by a linear predictor with certain covariates. A frequently encountered scenario in GCA, however, is one in which the variance is a smooth function of the mean with known shape restrictions. A naive application of standard linear mixed-effects models would underestimate the variance of the fixed effects estimators and, consequently, the uncertainty of the estimated growth curve. We propose to model the variance of the response variable as a shape-restricted (increasing/decreasing; convex/concave) function of the marginal or conditional mean using shape-restricted splines. A simple iteratively reweighted fitting algorithm that takes advantage of existing software for linear mixed-effects models is developed. For inference, a parametric bootstrap procedure is recommended. Our simulation study shows that the proposed method gives satisfactory inference with moderate sample sizes. The utility of the method is demonstrated using two real-world applications.

Cure models are gaining more and more popularity for modeling time-to-event data for different forms of cancer, for which a considerable proportion of patients are considered “cured.” Two types of cure models are widely used, the mixture cure model (MCM) and the promotion time cure model (PTCM). In this article, we propose a unified estimand Δ for comparing treatment and control groups under the survival models with cure fraction, which focuses on whether the treatment extends survival for patients. In addition, we introduce a general framework of Bayesian inference under the cure models. Simulation studies demonstrate that regardless of whether the model is correctly specified, the inference of the unified estimand Δ yields desirable empirical performance. We analyze the ECOG’s melanoma cancer data E1684 via the unified estimand Δ under different models to further demonstrate the proposed methodology.

The purpose of this paper is to develop a practical framework for the analysis of the linear mixed-effects models for censored or missing data with serial correlation errors, using the multivariate Student’s t-distribution, being a flexible alternative to the use of the corresponding normal distribution. We propose an efficient ECM algorithm for computing the maximum likelihood estimates for these models with standard errors of the fixed effects and likelihood function as a by-product. This algorithm uses closed-form expressions at the E-step, which relies on formulas for the mean and variance of a truncated multivariate Student’s t-distribution. In order to illustrate the usefulness of the proposed new methodology, artificial and a real dataset are analyzed. The proposed algorithm and methods are implemented in the R package ARpLMEC.

Categorical data are prevalent in almost all research fields and business applications. Their statistical analysis and inference often rely on probit/logistic regression models. For these common models, however, there is no universally adopted measure for performing goodness-of-fit analysis. To this end, [26] proposed a so-called surrogate ${R^{2}}$ that resembles the ordinary least square (OLS) ${R^{2}}$ for linear regression models. The surrogate ${R^{2}}$ used the notion of surrogacy, namely, generating a continuous response S and using it as a surrogate of the original categorical response Y [24, 25, 8]. In this paper, we develop an R package $\mathbf{SurrogateRsq}$ to implement the surrogate ${R^{2}}$ method [43]. The package is compatible with existing model fitting functions (e.g., glm(), polr(), clm(), and vglm()), and its features are exhibited in a wine rating analysis. Our package can be used jointly with other R packages developed for variable selection and model diagnostics so as to form a complete model development process. This process is summarized and demonstrated in a categorical-data-modeling workflow that practitioners can follow. To exemplify an extended utility of the surrogate-${R^{2}}$-based goodness-of-fit analysis, we also use this package to illustrate how to compare different empirical models trained from different samples in the wine rating analysis. The result suggests that the package allows us to evaluate comparability across multiple samples/models/studies that address the same or similar scientific or business questions.