Troy P. Wixson | Search arXiv

arXiv2026

A Proxy-likelihood Estimator for Multivariate Extremes Models with Intractable Likelihoods

Many multivariate extremes models have intractable likelihoods requiring practitioners to use alternative fitting methods. The tail pairwise dependence is a summary measure of the dependence in the tail of any multivariate regular variation model. We develop an objective function for model fitting that relies on the tail pairwise dependence as the link between our desired model (that does not have a likelihood) and a proxy model (that has a likelihood). We employ the bivariate Hüsler-Reiss distribution as the proxy model and show that there is a one-to-one relationship between the dependence parameter and the tail pairwise dependence value. Our proxy-likelihood estimator is fully developed for the transformed linear extremes time series (TLETS) models of Mhatre and Cooley (2024) and is applied to the wildfire weather data of Wixson and Cooley (2023). Simulations demonstrate that the proxy-likelihood is a competitive TPD estimator, is better at fitting TLETS models than existing methods, and is amenable to likelihood-based model selection techniques. Our estimator has smaller bias when tail dependence is weak than existing estimators reducing the need for bias adjustments. Without these adjustments, we note an increase in the tail dependence in weather-related wildfire risk between past and present climates.

stat.ME↗

arXiv2026

A Three-groups Non-local Model for Combining Heterogeneous Data Sources to Identify Genes Associated with Parkinson's Disease

We seek to identify genes involved in Parkinson's Disease (PD) by combining information across different experiment types. Each experiment, taken individually, may contain too little information to distinguish some important genes from incidental ones. However, when experiments are combined using the proposed statistical framework, additional power emerges. The fundamental building block of the family of statistical models that we propose is a hierarchical three-group mixture of distributions. Each gene is modeled probabilistically as belonging to either a null group that is unassociated with PD, a deleterious group, or a beneficial group. This three-group formalism has two key features. By apportioning prior probability of group assignments with a Dirichlet distribution, the resultant posterior group probabilities automatically account for the multiplicity inherent in analyzing many genes simultaneously. By building models for experimental outcomes conditionally on the group labels, any number of data modalities may be combined in a single coherent probability model, allowing information sharing across experiment types. These two features result in parsimonious inference with few false positives, while simultaneously enhancing power to detect signals. Simulations show that our three-groups approach performs at least as well as commonly-used tools for GWAS and RNA-seq, and in some cases it performs better. We apply our proposed approach to publicly-available GWAS and RNA-seq datasets, discovering novel genes that are potential therapeutic targets.

stat.AP↗