2019
DOI: 10.1214/18-aoas1222
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Variable prioritization in nonlinear black box methods: A genetic association case study

Abstract: The central aim in this paper is to address variable selection questions in nonlinear and nonparametric regression. Motivated by statistical genetics, where nonlinear interactions are of particular interest, we introduce a novel and interpretable way to summarize the relative importance of predictor variables. Methodologically, we develop the "RelATive cEntrality" (RATE) measure to prioritize candidate genetic variants that are not just marginally important, but whose associations also stem from significant co… Show more

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Cited by 30 publications
(48 citation statements)
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“…To estimate the model in Equation (4), we use an elliptical slice sampling Markov chain Monte Carlo (MCMC) algorithm (Supplementary Note Section 1.1). This allows samples from the approximate posterior distribution of f (given the data), and also allows for the computation of an effect size analog for each topological summary statistic [5355] where ( X Τ X ) † is the generalized inverse of ( X Τ X ).…”
Section: Methodsmentioning
confidence: 99%
See 3 more Smart Citations
“…To estimate the model in Equation (4), we use an elliptical slice sampling Markov chain Monte Carlo (MCMC) algorithm (Supplementary Note Section 1.1). This allows samples from the approximate posterior distribution of f (given the data), and also allows for the computation of an effect size analog for each topological summary statistic [5355] where ( X Τ X ) † is the generalized inverse of ( X Τ X ).…”
Section: Methodsmentioning
confidence: 99%
“…SINATRA uses these weights and assigns a measure of relative centrality to each summary statistic (first panel Fig. 1(c)) [55]. This criterion evaluates how much information in classifying each shape is lost when a particular topological feature is removed from the model.…”
Section: Methodsmentioning
confidence: 99%
See 2 more Smart Citations
“…Unfortunately, the classic statistical idea of variable selection and hypothesis testing is lost within machine learning methods since they do not naturally produce interpretable significance measures (e.g., P -values or PIPs) like traditional LMMs [33,35].…”
Section: Introductionmentioning
confidence: 99%