Search arXivSearch

arXiv · 2402.05231

Estimating Fold Changes from Partially Observed Outcomes with Applications in Microbial Metagenomics

Abstract

We consider the problem of estimating fold-changes in the expected value of a multivariate outcome observed with unknown sample-specific and category-specific perturbations. This challenge arises in high-throughput sequencing studies of the abundance of microbial taxa because microbes are systematically over- and under-detected relative to their true abundances. Our model admits a partially identifiable estimand, and we establish full identifiability by imposing interpretable parameter constraints. To reduce bias and guarantee the existence of estimators in the presence of sparse observations, we apply an asymptotically negligible and constraint-invariant penalty to our estimating function. We develop a fast coordinate descent algorithm for estimation, and an augmented Lagrangian algorithm for estimation under null hypotheses. We construct a model-robust score test and demonstrate valid inference even for small sample sizes and violated distributional assumptions. The flexibility of the approach and comparisons to related methods are illustrated through a meta-analysis of microbial associations with colorectal cancer.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

David S Clausen, Sarah Teichman, Amy D Willis. 2025-03-14. Estimating Fold Changes from Partially Observed Outcomes with Applications in Microbial Metagenomics. https://doi.org/10.1093/biomet%2Fasag009

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