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Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors

Author

Listed:
  • Lee Anthony

    (University of Oxford)

  • Caron Francois

    (INRIA Bordeaux)

  • Doucet Arnaud

    (University of Oxford)

  • Holmes Chris

    (University of Oxford)

Abstract

We explore the use of generalized t priors on regression coefficients to help understand the nature of association signal within hit regions of genome-wide association studies. The particular generalized t distribution we adopt is a Student distribution on the absolute value of its argument. For low degrees of freedom, we show that the generalized t exhibits sparsity-prior properties with some attractive features over other common forms of sparse priors and includes the well known double-exponential distribution as the degrees of freedom tends to infinity. We pay particular attention to graphical representations of posterior statistics obtained from sparsity-path-analysis (SPA) where we sweep over the setting of the scale (shrinkage/precision) parameter in the prior to explore the space of posterior models obtained over a range of complexities, from very sparse models with all coefficient distributions heavily concentrated around zero, to models with diffuse priors and coefficients distributed around their maximum likelihood estimates. The SPA plots are akin to LASSO plots of maximum a posteriori (MAP) estimates but they characterise the complete marginal posterior distributions of the coefficients plotted as a function of the precision of the prior. Generating posterior distributions over a range of prior precisions is computationally challenging but naturally amenable to sequential Monte Carlo (SMC) algorithms indexed on the scale parameter. We show how SMC simulation on graphic-processing-units (GPUs) provides very efficient inference for SPA. We also present a scale-mixture representation of the generalized t prior that leads to an expectation-maximization (EM) algorithm to obtain MAP estimates should only these be required.

Suggested Citation

  • Lee Anthony & Caron Francois & Doucet Arnaud & Holmes Chris, 2012. "Bayesian Sparsity-Path-Analysis of Genetic Association Signal using Generalized t Priors," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 11(2), pages 1-31, January.
  • Handle: RePEc:bpj:sagmbi:v:11:y:2012:i:2:n:5
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    References listed on IDEAS

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    1. Fan J. & Li R., 2001. "Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties," Journal of the American Statistical Association, American Statistical Association, vol. 96, pages 1348-1360, December.
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    Cited by:

    1. Susanne Konrath & Ludwig Fahrmeir & Thomas Kneib, 2015. "Bayesian accelerated failure time models based on penalized mixtures of Gaussians: regularization and variable selection," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 99(3), pages 259-280, July.

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