Search arXivSearch

arXiv · 1909.07550

Multiclass classification of growth curves using random change points and heterogeneous random effects

Abstract

Faltering growth among children is a nutritional problem prevalent in low to medium income countries; it is generally defined as a slower rate of growth compared to a reference healthy population of the same age and gender. As faltering is closely associated with reduced physical, intellectual and economic productivity potential, it is important to identify faltered children and be able to characterise different growth patterns so that targeted treatments can be designed and administered. We introduce a multiclass classification model for growth trajectory that flexibly extends a current classification approach called the broken stick model, which is a piecewise linear model with breaks at fixed knot locations. Heterogeneity in growth patterns among children is captured using mixture distributed random effects, whereby the mixture components determine the classification of children into subgroups. The mixture distribution is modelled using a Dirichlet process prior, which avoids the need to choose the "true" number of mixture components, and allows this to be driven by the complexity of the data. Because children have individual differences in the onset of growth stages, we introduce child-specific random change points. Simulation results show that the random change point model outperforms the broken stick model because it has fewer restrictions on knot locations. We illustrate our model on a longitudinal birth cohort from the Healthy Birth, Growth and Development knowledge integration project funded by the Bill and Melinda Gates Foundation. Analysis reveals 9 subgroups of children within the population which exhibit varying faltering trends between birth and age one.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Vincent Chin, Jarod Y. L. Lee, Louise M. Ryan, Robert Kohn, Scott A. Sisson. 2019-09-17. Multiclass classification of growth curves using random change points and heterogeneous random effects. https://arxiv.org/abs/1909.07550

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Bias-Correction for Privacy-Protected Spatial Autoregressive Models with Application to Restaurant Network Analysis

Spatial autoregressive (SAR) models and their extensions are important tools for studying network effects. However, with an increasing emphasis on data privacy, data providers often implement protection measures that render standard SAR models inapplicable. In this study, we introduce a privacy-protected SAR model that incorporates noise into both the response and covariates to meet privacy requirements. With noise present in both components, the traditional quasi-maximum likelihood estimator becomes difficult to compute because the likelihood function cannot be directly formulated. To bypass this hurdle, we begin with a pseudo-likelihood approach, initially omitting the noise in the covariates. A Newton-Raphson algorithm is then applied to compute the estimator; however, the estimator is biased. To address this, we propose a bias-corrected Newton-Raphson-type algorithm that simultaneously accounts for noise in both the response and covariates. We further show, under appropriate regularity conditions, that the resulting estimator is consistent and asymptotically normal. To further enhance computational efficiency, we also develop a bias-corrected least squares estimator. Several extensions are discussed, and the finite-sample performance of the proposed methods is evaluated through extensive simulations. We apply the proposed methodology to restaurant transaction data from a third-party payment platform. Our method identifies a statistically significant competitive network effect among restaurants and further reveals meaningful restaurant-customer interaction patterns.

stat.ME

A variational framework for modal estimation

Multivariate mode estimation arises in many statistical problems such as inverse problems, multimodal sampling, and density-based clustering, but becomes challenging in moderate to high dimensions, especially when the underlying density is not directly evaluable. We introduce GERVE (Gibbs-measure Entropy-Regularized Variational Estimation), a sample-based method for estimating multivariate modes by approximating Gibbs distributions directly from samples, without estimating or evaluating the density. GERVE uses Gaussian-mixture variational annealing and natural-gradient optimization, producing a mixture concentrated in high-density regions whose component responsibilities also provide a clustering of the observations. We prove theoretical guarantees in two regimes: as the Gibbs temperature goes to zero, the optimal variational mixture concentrates around the global modes of the population density; at fixed positive temperature, we prove existence, consistency, and asymptotic normality of empirical maximizers and propose a bootstrap procedure for uncertainty quantification. Simulations and a real-data experiment show that GERVE accurately recovers modes and produces meaningful clusters.

stat.ME

Objective Model Prior Probabilities in Variable Selection

For many years it was routine to use equal model prior probabilities in Bayesian model uncertainty analysis. At least twenty years ago it became clear that this was problematic, leading to support of much too large models in the increasingly huge model spaces being considered in genomics and other fields. A popular replacement was to adopt a suggestion of Harold Jeffreys for the variable selection problem in which a total of $k$ possible variables are being considered for inclusion in the model: give the collection of all models containing $d$ variables ($d = 0, . . . , k$) prior probability $1/(k + 1)$ and then divide this prior probability equally among the models in the collection. Many other choices of model prior probabilities that impose severe parsimony have also been introduced. We begin by reviewing the problems with using equal model prior probabilities and then discuss some serious problems with the Jeffreys choice. Finally, we introduce and study a number of objective alternative choices of model prior probabilities, from both numerical and theoretical perspectives.

stat.ME