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Indiana University-Purdue University Indianapolis (IUPUI) / The successful treatment and potential eradication of many complex diseases, such as cancer, begins with elucidating the convoluted mapping of molecular profiles to phenotypical manifestation. Our observed molecular profiles (e.g., genomics, transcriptomics, epigenomics) are often high-dimensional and are collected from patient samples falling into heterogeneous disease subtypes. Interpretable learning from such data calls for sparsity-driven models. This dissertation addresses the high dimensionality, sparsity, and heterogeneity issues when analyzing multiple-omics data, where each method is implemented with a concomitant R package. First, we examine challenges in submatrix identification, which aims to find subgroups of samples that behave similarly across a subset of features. We resolve issues such as two-way sparsity, non-orthogonality, and parameter tuning with an adaptive thresholding procedure on the singular vectors computed via orthogonal iteration. We validate the method with simulation analysis and apply it to an Alzheimer’s disease dataset. The second project focuses on modeling relationships between large, matched datasets. Exploring regressional structures between large data sets can provide insights such as the effect of long-range epigenetic influences on gene expression. We present a high-dimensional version of mixture multivariate regression to detect patient clusters, each with different correlation structures of matched-omics datasets. Results are validated via simulation and applied to matched-omics data sets. In the third project, we introduce a novel approach to modeling spatial transcriptomics (ST) data with a spatially penalized multinomial model of the expression counts. This method solves the low-rank structures of zero-inflated ST data with spatial smoothness constraints. We validate the model using manual cell structure annotations of human brain samples. We then applied this technique to additional ST datasets. / 2025-05-22

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For a linear regression, the traditional technique deals with a case where the number of observations n more than the number of predictor variables p (n > p). In the case n < p, the classical method fails to estimate the coefficients. A solution of the problem is the case of correlated predictors is provided in this thesis. A new regularization and variable selection is proposed under the name of Sparse Ridge Fusion (SRF). In the case of highly correlated predictor, the simulated examples and a real data show that the SRF always outperforms the lasso, eleastic net, and the S-Lasso, and the results show that the SRF selects more predictor variables than the sample size n while the maximum selected variables by lasso is n size.