The Function-on-Scalar LASSO with Applications to Longitudinal GWAS
arXiv:1610.07403
Abstract
We present a new methodology for simultaneous variable selection and parameter estimation in function-on-scalar regression with an ultra-high dimensional predictor vector. We extend the LASSO to functional data in both the functional setting and the functional setting. We provide theoretical guarantees which allow for an exponential number of predictor variables. Simulations are carried out which illustrate the methodology and compare the sparse/functional methods. Using the Framingham Heart Study, we demonstrate how our tools can be used in genome-wide association studies, finding a number of genetic mutations which affect blood pressure and are therefore important for cardiovascular health.
References in corpus (8)
- Simultaneous analysis of Lasso and Dantzig selector
- Uniform convergence rates for nonparametric regression and principal component analysis in functional/longitudinal data
- Functional linear regression that's interpretable
- Functional additive regression
- Lasso Screening Rules via Dual Polytope Projection
- The lower tail of random quadratic forms, with applications to ordinary least squares and restricted eigenvalue properties
- Functional response additive model estimation with online virtual stock markets
- A tail inequality for quadratic forms of subgaussian random vectors