More Powerful Selective Inference for the Graph Fused Lasso.
Changepoint detection
Hypothesis testing
Penalized regression
Piecewise constant
Journal
Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America
ISSN: 1061-8600
Titre abrégé: J Comput Graph Stat
Pays: United States
ID NLM: 101470926
Informations de publication
Date de publication:
2023
2023
Historique:
medline:
22
1
2024
pubmed:
22
1
2024
entrez:
22
1
2024
Statut:
ppublish
Résumé
The graph fused lasso-which includes as a special case the one-dimensional fused lasso-is widely used to reconstruct signals that are piecewise constant on a graph, meaning that nodes connected by an edge tend to have identical values. We consider testing for a difference in the means of two connected components estimated using the graph fused lasso. A naive procedure such as a z-test for a difference in means will not control the selective Type I error, since the hypothesis that we are testing is itself a function of the data. In this work, we propose a new test for this task that controls the selective Type I error, and conditions on less information than existing approaches, leading to substantially higher power. We illustrate our approach in simulation and on datasets of drug overdose death rates and teenage birth rates in the contiguous United States. Our approach yields more discoveries on both datasets. Supplementary materials for this article are available online.
Identifiants
pubmed: 38250478
doi: 10.1080/10618600.2022.2097246
pmc: PMC10798806
doi:
Types de publication
Journal Article
Langues
eng
Pagination
577-587Déclaration de conflit d'intérêts
Disclosure Statement The authors report there are no competing interests to declare.