论文标题
通过总变化正则化的图形融合多元回归
Graph-Fused Multivariate Regression via Total Variation Regularization
论文作者
论文摘要
在本文中,我们通过总变异正则化提出了融合了融合的多元回归(GFMR),这是一种估计一维或多维阵列结果与标量预测变量之间关联的新方法。虽然我们受到来自神经影像和体育活动跟踪的数据的动机,但该方法的设计和呈现为可推广的格式,并且适用于许多其他科学研究领域。估计器是惩罚回归问题的解决方案,其中目标是正方形误差的总和以及对所有受试者的预测平均值的总变化(TV)正则化。我们提出了一种用于参数估计的算法,该算法在分布式计算平台中是有效且可扩展的。提供了算法收敛的证明,并通过Oracle不等式介绍了估算器的统计一致性。我们提出1D和2D仿真结果,并证明GFMR在大多数情况下都优于现有方法。我们还通过两个真实的数据示例证明了该方法的一般适用性,包括分析基于社区的大型社区研究的1D加速度测定子样本,以及对注意力缺陷/超级活跃(ADHD)200联盟的3D MRI数据的分析。
In this paper, we propose the Graph-Fused Multivariate Regression (GFMR) via Total Variation regularization, a novel method for estimating the association between a one-dimensional or multidimensional array outcome and scalar predictors. While we were motivated by data from neuroimaging and physical activity tracking, the methodology is designed and presented in a generalizable format and is applicable to many other areas of scientific research. The estimator is the solution of a penalized regression problem where the objective is the sum of square error plus a total variation (TV) regularization on the predicted mean across all subjects. We propose an algorithm for parameter estimation, which is efficient and scalable in a distributed computing platform. Proof of the algorithm convergence is provided, and the statistical consistency of the estimator is presented via an oracle inequality. We present 1D and 2D simulation results and demonstrate that GFMR outperforms existing methods in most cases. We also demonstrate the general applicability of the method by two real data examples, including the analysis of the 1D accelerometry subsample of a large community-based study for mood disorders and the analysis of the 3D MRI data from the attention-deficient/hyperactive deficient (ADHD) 200 consortium.