Screening methods for linear errors-in-variables models in high dimensions

Linh Nghiem; Francis K. C. Hui; Samuel Mueller; A. H. Welsh

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arXiv · 2104.09812

Screening methods for linear errors-in-variables models in high dimensions

Linh Nghiem·Francis K. C. Hui·Samuel Mueller·A. H. Welsh

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Abstract

Microarray studies, in order to identify genes associated with an outcome of interest, usually produce noisy measurements for a large number of gene expression features from a small number of subjects. One common approach to analyzing such high-dimensional data is to use linear errors-in-variables models; however, current methods for fitting such models are computationally expensive. In this paper, we present two efficient screening procedures, namely corrected penalized marginal screening and corrected sure independence screening, to reduce the number of variables for final model building. Both screening procedures are based on fitting corrected marginal regression models relating the outcome to each contaminated covariate separately, which can be computed efficiently even with a large number of features. Under mild conditions, we show that these procedures achieve screening consistency and reduce the number of features considerably, even when the number of covariates grows exponentially with the sample size. Additionally, if the true covariates are weakly correlated, corrected penalized marginal screening can achieve full variable selection consistency. Through simulation studies and an analysis of gene expression data for bone mineral density of Norwegian women, we demonstrate that the two new screening procedures make estimation of linear errors-in-variables models computationally scalable in high dimensional settings, and improve finite sample estimation and selection performance compared with estimators that do not employ a screening stage.

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BibTeX RIS

Linh Nghiem, Francis K. C. Hui, Samuel Mueller, A. H. Welsh. 2021-04-20. Screening methods for linear errors-in-variables models in high dimensions. https://arxiv.org/abs/2104.09812

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