A general introduction and method

This is a new review and summary I wrote in Sept 2018.

Introduction and method

Intial investigation

This section contains analysis from very early stage of the project. At this stage, we assume the nugget effect is known.

We were trying to use sample mean as the initial estimate of parameter to formulate \(y_t\) and doing iterative algorithm. The problem is that the algorithm does not converge sometimes especially when there is outliers(see 2). One way to solve this is to set the finest level coefficients to zero so that the outliers are kind of removed(at least not very extreme any more). This indeed seems solving the problem but maybe this is a kind of ‘cheating’?

Another way is try to get rid of iterations and use only one iteration. But obviously it does not work well since \(\Sigma_tx_t/T\) is not a good approximation of parameters. Finally, we decided to expand around posterior mean from ash(see 5 below). The default choice is to use a grid of uniform priors on the parameter(\(\lambda\) in Poi(\(\lambda\)) and \(p\) in Binomial(n,p)).

1. review
2. Poisson nugget simulation: assume \(\sigma\) is known.
3. A robust version of smash-gen: set the highest resolution wavelet coeffs to 0.
4. One iteration version: only do 1 iteration.
5. Expanding around ash posterior mean: iterate once but the Taylor series expansion is around ash posterior mean(applying ash to Poisson data first).

Estimate nugget effect

Nugget effect is unknown in practice. To apply our smashgen method, we need to know \(\sigma^2+s_t^2\). My initial idea is that we can either estimate \(\sigma^2\) or \(\sigma^2+s_t^2\) together. The method proposed for estimating nugget effect works well as shown in 1 below. Estimating \(\sigma^2\) first then plus \(s_t^2\) gives better estimation than estimating \(\sigma^2+s_t^2\) together(\(*\)). The phenomena I observed is that though the fact \((*)\), smash.gaus gives very similar estimate of \(\mu_t\) in terms of MSE. This is because smash.gaus is sensitive to the scale of variance instead of the shape of variance. As long as n is large enough so that smash can give good estimation of scale of variance and roughly satisfactory shape, then smash.gaus can still give similar mean estimation(see 2 below).

1. Estimate nugget effect(\(\sigma\))
2. Smash robust to variance?

Poisson data with unknown nugget effect

Now we are ready to apply smashgen to Poisson data with unknown nugget effect. It’s very important to note that when the range of mean function is small, the \(SNR=\frac{sd(mu)}{mean[sd(noise)]}\) could be very large. For example, if the mean function is spike and has range [1,3]. Then the stand deviation of mean function is around 0.48 and the average of \(s_t^2=1/e^\mu_t\) is around 0.92. So even without nugget effect, the SNR is already about 0.52. Adding the nugget effect would make it smaller. SNR in this situation matters to smashgen because we are using Gaussian approximation to it so a very low SNR would make it very difficult to recover the true mean. This is the reason why smashgen performs poorly when the range of mean function is small.

From 3, when the scale of mean function is small(smallest around 0.1-0.3), smash outperforms smashgen under all the mean functions. From 4, when we increased the scale of mean function(smallest around 50, largest around 200), smashgen outperforms smash for almost all the functions except Doppler. Smashgen cannot capture the high frequency fluctuation of Doppler at the beginning. For Heavysine, Parabola, Wave and timeshifted mean functions, using symmlet8 basis outperforms using Haar basis.

In 5, we compared smash and smashgen on estimating on estimating \(\mu\) and \(\log\mu\). For step function, smashgen gives better estimate of \(\log\mu\) but worse estimation of \(\mu\). For heavysine, smash and smashgen are similar while smashgen with symmlet8 achieved lower MSE when mean function range is (50,100). For Doppler, smashgen with symmlet8 achieved lower MSE when mean function range is (50,100). For parabola, the two methods are similar. For wave, smashgen with symmlet8 won. It’s very interesting to see that though smashgen gave smaller MSE for estimating \(\log\mu\), the MSE for estimating \(\mu\) became larger, for example in step and bump functions.

1. Poisson nugget simulation(unknown \(\sigma\)): \(\sigma\) is unknown.
2. Haar vs Symmlet 8: a comparison of different wavelet basis.
3. Poisson data, wavelet basis functions: no nugget effect.
4. Poisson data, wavelet basis functions:larger mean function
5. Poisson seq, compare smash and smashgen on the estimate of \(\mu\) and \(\log\mu\)
6. Fix spike issues: updated version, 10/07/2018

Binomial data with unknown nugget effect

We extend smashgen to allow it smoothing probabilities. Simulations in 1 show that smashgen gives reasonable fits. When n is large and p is small in Binomial(n,p), we can use Poisson to approximate binomial distribution. In 2, we compared smashgen-binomial and smashgen-poi.binomial, as well as other popular smoothing methods(ti.thresh and eb.thresh). In general, smashgen-binomial outperforms the other methods. While we expect that as \(n_t\) increases smashgen-poi.binomial should give smaller MSE, this is not the case.

1. Binomial nugget effect
2. Poisson as approximate of Binomial?

Smoothing with covariates

Now suppose at each \(t\), \(Y_t=X_t\beta+\mu_t+\epsilon_t\), where \(\mu\) has smooth structure and \(\epsilon_t\sim N(0,\sigma^2_t)\). The structure of \(\mu\) cannot be explained by the ordinary least square so it is contained in the residual \(e\). Thus \(e\) consists of \(\mu\) and noises. Using smash.gaus recovers \(\mu\) and estimates \(\sigma^2\).

1. Smoothing with covariates: Gaussian
2. Smoothing with covariates: Gaussian, iterative version
3. Smoothing with covariates: glm

Unevenly spaced data

We treat unevenly spaced data as missing and set them to 0 with corresponding standard error \(10^6\). The idea is that if standard error is very big then value of y becomes irrelevant. It doesn’t work.

1. Missing data?

Chip-Exo and Chip-seq data smoothing

Some real data applications of smashgen. One problem is that the length of sequence is not a power of 2 so have to either augment or cut the sequences. For augmenting data, I tried to reflect two tails of data and for cutting data, I tried to retain the parts that are obviously not zeros. In conclusion, smashgen gives more smoothing fit in general. Two problems: is it over-smoothing? how to solve the peak problem?

The primary role of CTCF is thought to be in regulating the 3D structure of chromatin.CTCF binds together strands of DNA, thus forming chromatin loops, and anchors DNA to cellular structures like the nuclear lamina. It also defines the boundaries between active and heterochromatic DNA.

1. CTCF Chip-exo data, reflection: use symmetric reflection to extend sequence.
2. CTCF Chip-exo data, cut: cut the sequence.
3. CTCF Chip-seq data

DNA methylation data smoothing

1. BS Cancer data: DNA methylation data from normal and cancer.

Variance stabilizing transformation(vst)

1. vst smoothing
2. compare log and anscombe transform
3. vst for nugget effect?
4. iterative vst?