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High-dimensional longitudinal classification with the multinomial fused lasso.
Monday,2019-03-11 12:03 America/Los_Angeles — ecterry
| Title | High-dimensional longitudinal classification with the multinomial fused lasso. |
| Publication Type | Journal Article |
| Year of Publication | 2019 |
| Authors | Adhikari, S, Lecci, F, Becker, JT, Junker, BW, Kuller, LH, Lopez, OL, Tibshirani, RJ |
| Journal | Stat Med |
| Date Published | 2019 Jan 30 |
| ISSN | 1097-0258 |
| Abstract | <p>We study regularized estimation in high-dimensional longitudinal classification problems, using the lasso and fused lasso regularizers. The constructed coefficient estimates are piecewise constant across the time dimension in the longitudinal problem, with adaptively selected change points (break points). We present an efficient algorithm for computing such estimates, based on proximal gradient descent. We apply our proposed technique to a longitudinal data set on Alzheimer's disease from the Cardiovascular Health Study Cognition Study. Using data analysis and a simulation study, we motivate and demonstrate several practical considerations such as the selection of tuning parameters and the assessment of model stability. While race, gender, vascular and heart disease, lack of caregivers, and deterioration of learning and memory are all important predictors of dementia, we also find that these risk factors become more relevant in the later stages of life.</p> |
| DOI | 10.1002/sim.8100 |
| Alternate Journal | Stat Med |
| PubMed ID | 30701586 |
| Grant List | HHSN268201200036C / / National Heart, Lung, and Blood Institute / HHSN268200800007C / / National Heart, Lung, and Blood Institute / HHSN268201800001C / / National Heart, Lung, and Blood Institute / N01HC55222 / / National Heart, Lung, and Blood Institute / N01HC85079 / / National Heart, Lung, and Blood Institute / N01HC85080 / / National Heart, Lung, and Blood Institute / N01HC85081 / / National Heart, Lung, and Blood Institute / N01HC85082 / / National Heart, Lung, and Blood Institute / N01HC85083 / / National Heart, Lung, and Blood Institute / N01HC85086 / / National Heart, Lung, and Blood Institute / U01HL080295 / / National Heart, Lung, and Blood Institute / U01HL130114 / / National Heart, Lung, and Blood Institute / / / National Institute of Neurological Disorders and Stroke / R01AG023629 / / National Institute on Aging / |
ePub date:
19/01