Bachelor-Arbeit Univ. St. Gallen, 2006.

Zugl.: Wien, University, Diss., 2004.

University, Diss., 2003--Freiburg (Breisgau).

Es ist wohlbekannt, dass der Kleinste-Quadrate-Schätzer im Falle vorhandener Multikollinearität eine große Varianz besitzt. Eine Möglichkeit dieses Problem zu umgehen, besteht in der Verwendung von verzerrten Schätzern, z.B den Ridge-Schätzer. In dieser Arbeit wird ein neues Schätzverfahren vorgestellt, dass auf Addition einer kleinen Konstanten omega auf die Regressoren beruht. Der dadurch erzeugte Schätzer wird in Abhängigkeit von omega beschrieben und es wird gezeigt, dass dessen Mean Squared Error kleiner ist als der des Kleinste-Quadrate-Schätzers im Falle von stark korrelierten Regressoren. / It is well known, that the least squares estimator performs poorly in the presence of multicollinearity. One way to overcome this problem is using biased estimators, e.g. ridge regression estimators. In this study an estimation procedure is proposed based on adding a small quantity omega on some or each regressor. The resulting biased estimator is described in dependence of omega and furthermore it is shown that its mean squared error is smaller than the one corresponding to the least squares estimator in the case of highly correlated regressors.

In this thesis, we address the identification of biomarkers in high-dimensional omics data. The identification of valid biomarkers is especially relevant for personalized medicine that depends on accurate prediction rules. Moreover, biomarkers elucidate the provenance of disease, or molecular changes related to disease. From a statistical point of view the identification of biomarkers is best cast as variable selection. In particular, we refer to variables as the molecular attributes under investigation, e.g. genes, genetic variation, or metabolites; and we refer to observations as the specific samples whose attributes we investigate, e.g. patients and controls. Variable selection in high-dimensional omics data is a complicated challenge due to the characteristic structure of omics data. For one, omics data is high-dimensional, comprising cellular information in unprecedented details. Moreover, there is an intricate correlation structure among the variables due to e.g internal cellular regulation, or external, latent factors. Variable selection for uncorrelated data is well established. In contrast, there is no consensus on how to approach variable selection under correlation. Here, we introduce a multivariate framework for variable selection that explicitly accounts for the correlation among markers. In particular, we present two novel quantities for variable importance: the correlation-adjusted t (CAT) score for classification, and the correlation-adjusted (marginal) correlation (CAR) score for regression. The CAT score is defined as the Mahalanobis-decorrelated t-score vector, and the CAR score as the Mahalanobis-decorrelated correlation between the predictor variables and the outcome. We derive the CAT and CAR score from a predictive point of view in linear discriminant analysis and regression; both quantities assess the weight of a decorrelated and standardized variable on the prediction rule. Furthermore, we discuss properties of both scores and relations to established quantities. Above all, the CAT score decomposes Hotelling’s T 2 and the CAR score the proportion of variance explained. Notably, the decomposition of total variance into explained and unexplained variance in the linear model can be rewritten in terms of CAR scores. To render our approach applicable on high-dimensional omics data we devise an efficient algorithm for shrinkage estimates of the CAT and CAR score. Subsequently, we conduct extensive simulation studies to investigate the performance of our novel approaches in ranking and prediction under correlation. Here, CAT and CAR scores consistently improve over marginal approaches in terms of more true positives selected and a lower model error. Finally, we illustrate the application of CAT and CAR score on real omics data. In particular, we analyze genomics, transcriptomics, and metabolomics data. We ascertain that CAT and CAR score are competitive or outperform state of the art techniques in terms of true positives detected and prediction error.

Techn. Hochsch., Diss., 2005--Aachen.

In this thesis, we address the identification of biomarkers in high-dimensional omics data. The identification of valid biomarkers is especially relevant for personalized medicine that depends on accurate prediction rules. Moreover, biomarkers elucidate the provenance of disease, or molecular changes related to disease. From a statistical point of view the identification of biomarkers is best cast as variable selection. In particular, we refer to variables as the molecular attributes under investigation, e.g. genes, genetic variation, or metabolites; and we refer to observations as the specific samples whose attributes we investigate, e.g. patients and controls. Variable selection in high-dimensional omics data is a complicated challenge due to the characteristic structure of omics data. For one, omics data is high-dimensional, comprising cellular information in unprecedented details. Moreover, there is an intricate correlation structure among the variables due to e.g internal cellular regulation, or external, latent factors. Variable selection for uncorrelated data is well established. In contrast, there is no consensus on how to approach variable selection under correlation. Here, we introduce a multivariate framework for variable selection that explicitly accounts for the correlation among markers. In particular, we present two novel quantities for variable importance: the correlation-adjusted t (CAT) score for classification, and the correlation-adjusted (marginal) correlation (CAR) score for regression. The CAT score is defined as the Mahalanobis-decorrelated t-score vector, and the CAR score as the Mahalanobis-decorrelated correlation between the predictor variables and the outcome. We derive the CAT and CAR score from a predictive point of view in linear discriminant analysis and regression; both quantities assess the weight of a decorrelated and standardized variable on the prediction rule. Furthermore, we discuss properties of both scores and relations to established quantities. Above all, the CAT score decomposes Hotelling’s T 2 and the CAR score the proportion of variance explained. Notably, the decomposition of total variance into explained and unexplained variance in the linear model can be rewritten in terms of CAR scores. To render our approach applicable on high-dimensional omics data we devise an efficient algorithm for shrinkage estimates of the CAT and CAR score. Subsequently, we conduct extensive simulation studies to investigate the performance of our novel approaches in ranking and prediction under correlation. Here, CAT and CAR scores consistently improve over marginal approaches in terms of more true positives selected and a lower model error. Finally, we illustrate the application of CAT and CAR score on real omics data. In particular, we analyze genomics, transcriptomics, and metabolomics data. We ascertain that CAT and CAR score are competitive or outperform state of the art techniques in terms of true positives detected and prediction error.

Prior evidence suggests that sensorimotor regions play a crucial role in habit formation. Yet, whether and how their global functional network properties might contribute to a more comprehensive characterization of habit formation still remains unclear. Capitalizing on advances in Elastic Net regression and predictive modeling, we examined whether learning-related functional connectivity alterations distributed across the whole brain could predict individual habit strength. Using the leave-one-subject-out cross-validation strategy, we found that the habit strength score of the novel unseen subjects could be successfully predicted. We further characterized the contribution of both, individual large-scale networks and individual brain regions by calculating their predictive weights. This highlighted the pivotal role of functional connectivity changes involving the sensorimotor network and the cingulo–opercular network in subject-specific habit strength prediction. These results contribute to the understanding the neural basis of human habit formation by demonstrating the importance of global functional network properties especially also for predicting the observable behavioral expression of habits.