Search

Understanding how microbes interact with each other is key to revealing the underlying role that microorganisms play in the host or environment and to identifying microorganisms as an agent that can potentially alter the host or environment. For example, understanding how the microbial interactions associate with parasitic infection can help resolve potential drug or diagnostic test for parasitic infection. To unravel the microbial interactions, existing tools often rely on graphical models to infer the conditional dependence of microbial abundances to represent their interactions. However, current methods do not simultaneously account for the discreteness, compositionality, and heterogeneity inherent to microbiome data. Thus, we build a new approach called "compositional graphical lasso" upon existing tools by incorporating the above characteristics into the graphical model explicitly. We illustrate the advantage of compositional graphical lasso over current methods under a variety of simulation scenarios and on a benchmark study, the Tara Oceans Project. Moreover, we present our results from the analysis of a dataset from the Zebrafish Parasite Infection Study, which aims to gain insight into how the gut microbiome and parasite burden covary during infection, thus uncovering novel putative methods of disrupting parasite success. Our approach identifies changes in interaction degree between infected and uninfected individuals for three taxa, Photobacterium, Gemmobacter, and Paucibacter, which are inversely predicted by other methods. Further investigation of these method-specific taxa interaction changes reveals their biological plausibility. In particular, we speculate on the potential pathobiotic roles of Photobacterium and Gemmobacter in the zebrafish gut, and the potential probiotic role of Paucibacter. Collectively, our analyses demonstrate that compositional graphical lasso provides a powerful means of accurately resolving interactions between microbiota and can thus drive novel biological discovery.

Time series data are often subject to measurement error, usually the result of needing to estimate the variable of interest. Although it is often reasonable to assume that the measurement error is additive (i.e., the estimator is conditionally unbiased for the missing true value), the measurement error variances often vary as a result of changes in the population/process over time and/or changes in sampling effort. In this article we address estimation of the parameters in linear autoregressive models in the presence of additive and uncorrelated measurement errors, allowing heteroscedasticity in the measurement error variances. We establish the asymptotic properties of naive estimators that ignore measurement error and propose an estimator based on correcting the Yule-Walker estimating equations. We also examine a pseudolikelihood method based on normality assumptions and computed using the Kalman filter. We review other techniques that have been proposed, including two that require no information about the measurement error variances, and compare the various estimators both theoretically and via simulations. The estimator based on corrected estimating equations is easy to obtain and readily accommodates (and is robust to) unequal measurement error variances. Asymptotic calculations and finite-sample simulations show that it is often relatively efficient. KEY WORDS: Error in variables; Estimating equation; Heteroscedasticity; Kalman filter; State-space; Time series.

Proactive management of web server farms requires accurate prediction of workload. An exemplary measure of workload is the amount of service requests per unit time. As a time series, the workload exhibits not only short-term random fluctuations, but also prominent periodic (daily) patterns that evolve randomly from one period to another. A hierarchical framework with multiple time scales is proposed to model such time series. This framework leads to an adaptive procedure that provides both long-term (in days) and short-term (in minutes) predictions with simultaneous confidence bands that accommodate not only serial correlation, but also heavy tailedness, heteroscedasticity, and nonstationarity of the data. KEY WORDS: Adaptive; Autoregressive; Computer network; Filterbank; Heavy tail; Heteroscedasticity; Non-Gaussian; Nonstationary; Seasonal time series; Utility computing; Web traffic.

This article analyses the statistical properties of that general class of conditional heteroscedasticity models in which the conditional variance is a linear function of squared lags of the process. GARCH, [...]

Many modern serial dilution assays are based on fluorescence intensity (FI) readouts. We study optimal transformation model choice for fitting five parameter logistic curves (5PL) to FI-based serial dilution assay data. We first develop a generalized least squares-pseudolikelihood type algorithm for fitting heteroscedastic logistic models. Next we show that the 5PL and log 5PL functions can approximate each other well. We then compare four 5PL models with different choices of log transformation and variance modeling through a Monte Carlo study and real data. Our findings are that the optimal choice depends on the intended use of the fitted curves.

We develop a test statistic for testing the equality of two population mean vectors in the "large-p-small-n" setting. Such a test must surmount the rank-deficiency of the sample covariance matrix, which breaks down the classic Hotelling T 2 components admit a logical ordering such that the dependence between components is related to their displacement. The test is shown to be competitive with other recently developed methods under ARMA and long-range dependence structures and to achieve superior power for heavy-tailed data. The test does not assume equality of covariance matrices between the two populations, is robust to heteroscedasticity in the component variances, and requires very little computation time, which allows its use in settings with very large p components admit a logical ordering such that the dependence between components is related to their displacement. The test is shown to be competitive with other recently developed methods under ARMA and long-range dependence structures and to achieve superior power for heavy-tailed data. The test does not assume equality of covariance matrices between the two populations, is robust to heteroscedasticity in the component variances, and requires very little computation time, which allows its use in settings with very large p . An analysis of mitochondrial calcium concentration in mouse cardiac muscles over time and of copy number variations in a glioblastoma multiforme data set from The Cancer Genome Atlas are carried out to illustrate the test.

Hierarchical models are extensively studied and widely used in statistics and many other scientific areas. They provide an effective tool for combining information from similar resources and achieving partial pooling of inference. Since the seminal work by James and Stein (1961) and Stein (1962), shrinkage estimation has become one major focus for hierarchical models. For the homoscedastic normal model, it is well known that shrinkage estimators, especially the James-Stein estimator, have good risk properties. The heteroscedastic model, though more appropriate for practical applications, is less well studied, and it is unclear what types of shrinkage estimators are superior in terms of the risk. We propose in this paper a class of shrinkage estimators based on Stein's unbiased estimate of risk (SURE). We study asymptotic properties of various common estimators as the number of means to be estimated grows ( p → ∞). We establish the asymptotic optimality property for the SURE estimators. We then extend our construction to create a class of semi-parametric shrinkage estimators and establish corresponding asymptotic optimality results. We emphasize that though the form of our SURE estimators is partially obtained through a normal model at the sampling level, their optimality properties do not heavily depend on such distributional assumptions. We apply the methods to two real data sets and obtain encouraging results.