论文标题

对称单峰密度的非参数贝叶斯反卷积

Nonparametric Bayesian Deconvolution of a Symmetric Unimodal Density

论文作者

Su, Ya, Bhattacharya, Anirban, Zhang, Yan, Chatterjee, Nilanjan, Carroll, Raymond J.

论文摘要

我们考虑非参数测量误差密度向卷积,但要受到异方差测量误差以及围绕零和形状约束的对称性,特别是单型。该问题是由观察到的数据估计的效应大小的应用程序的动机,其中目标是真正效应大小的分布的多个因素。我们利用了这样一个事实,即任何对称和单峰密度都可以表示为对称均匀密度的混合物,并使用dirichlet工艺粘合物的伽马分布的位置 - 混合密度对混合密度进行建模。我们在贝叶斯环境中进行计算,描述一个简单的可扩展实现,该实现在样本量中是线性的,并证明对未知目标密度的估计值是一致的。在我们的应用回归效应大小的应用上下文中,目标密度可能具有较大的概率接近零(接近无效的效应),并结合了重尾分布(实际效应)。模拟表明,与标准反卷积方法不同,我们受约束的贝叶斯反卷积方法在重建目标密度方面做得更好。基因组协会研究(GWAS)和微阵列数据的应用显示出相似的结果。

We consider nonparametric measurement error density deconvolution subject to heteroscedastic measurement errors as well as symmetry about zero and shape constraints, in particular unimodality. The problem is motivated by applications where the observed data are estimated effect sizes from regressions on multiple factors, where the target is the distribution of the true effect sizes. We exploit the fact that any symmetric and unimodal density can be expressed as a mixture of symmetric uniform densities, and model the mixing density in a new way using a Dirichlet process location-mixture of Gamma distributions. We do the computations within a Bayesian context, describe a simple scalable implementation that is linear in the sample size, and show that the estimate of the unknown target density is consistent. Within our application context of regression effect sizes, the target density is likely to have a large probability near zero (the near null effects) coupled with a heavy-tailed distribution (the actual effects). Simulations show that unlike standard deconvolution methods, our Constrained Bayesian Deconvolution method does a much better job of reconstruction of the target density. Applications to a genome-wise association study (GWAS) and microarray data reveal similar results.

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