SGD Paper 
Daye ZJ, et al. (2012) A Sparse Structured Shrinkage Estimator for Nonparametric Varying-Coefficient Model with an Application in Genomics. J Comput Graph Stat 21(1):110-133
Abstract: Many problems in genomics are related to variable selection where high-dimensional genomic data are treated as covariates. Such genomic covariates often have certain structures and can be represented as vertices of an undirected graph. Biological processes also vary as functions depending upon some biological state, such as time. High-dimensional variable selection where covariates are graph-structured and underlying model is nonparametric presents an important but largely unaddressed statistical challenge. Motivated by the problem of regression-based motif discovery, we consider the problem of variable selection for high-dimensional nonparametric varying-coefficient models and introduce a sparse structured shrinkage (SSS) estimator based on basis function expansions and a novel smoothed penalty function. We present an efficient algorithm for computing the SSS estimator. Results on model selection consistency and estimation bounds are derived. Moreover, finite-sample performances are studied via simulations, and the effects of high-dimensionality and structural information of the covariates are especially highlighted. We apply our method to motif finding problem using a yeast cell-cycle gene expression dataset and word counts in genes' promoter sequences. Our results demonstrate that the proposed method can result in better variable selection and prediction for high-dimensional regression when the underlying model is nonparametric and covariates are structured. Supplemental materials for the article are available online.
| Status: Published | Type: Journal Article | PubMed ID: 22904608 |
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| Topics | Topics not linked to Genes |
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| Computational analysis | 
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| Omics |
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