Cited by 1,121Statistical Methods and InferenceStatistical Methods and ApplicationsStatistical Methods and Bayesian Inference

A simple new approach to variable selection in regression, with application to genetic fine mapping

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Wang, Gao, Sarkar, Abhishek, Carbonetto, Peter, Stephens, Matthew·2020·Journal of the Royal Statistical Society Series B (Statistical Methodology)

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Abstract

Summary We introduce a simple new approach to variable selection in linear regression, with a particular focus on quantifying uncertainty in which variables should be selected. The approach is based on a new model—the ‘sum of single effects’ model, called ‘SuSiE’—which comes from writing the sparse vector of regression coefficients as a sum of ‘single-effect’ vectors, each with one non-zero element. We also introduce a corresponding new fitting procedure—iterative Bayesian stepwise selection (IBSS)—which is a Bayesian analogue of stepwise selection methods. IBSS shares the computational simplicity and speed of traditional stepwise methods but, instead of selecting a single variable at each step, IBSS computes a distribution on variables that captures uncertainty in which variable to select. We provide a formal justification of this intuitive algorithm by showing that it optimizes a variational approximation to the posterior distribution under SuSiE. Further, this approximate posterior distribution naturally yields convenient novel summaries of uncertainty in variable selection, providing a credible set of variables for each selection. Our methods are particularly well suited to settings where variables are highly correlated and detectable effects are sparse, both of which are characteristics of genetic fine mapping applications. We demonstrate through numerical experiments that our methods outperform existing methods for this task, and we illustrate their application to fine mapping genetic variants influencing alternative splicing in human cell lines. We also discuss the potential and challenges for applying these methods to generic variable-selection problems.

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  • We applied a Bayesian statistical fine-mapping method (SuSiE) that analyzes both NIM and MH SNPs in the region surrounding an associated NIM to exclude settings where the association signal at an NIM might be driven by LD with a non-introgressed variant.

    “To exclude settings where the association signal at an NIM might be driven by LD with a non-introgressed variant, we applied a Bayesian statistical fine-mapping method (SuSiE, Wang et al., 2020) that analyzes both NIM and MH SNPs in the region surrounding an associated NIM to output a set of SNPs that can explain the association signal at the region.”

    From The lingering effects of Neanderthal introgression on human complex traits (2023) · cites this paper as Wang et al., 2020

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Research works printed but not linked: 4

  1. Friedman J, Hastie T and Tibshirani R (2000) Additive logistic regression: a statistical view of boosting. Annals of Statistics, 28, 337– 407.
  2. Hazimeh H and Mazumder R (2018) Fast best subset selection: Coordinate descent and local combinatorial optimization algorithms. arXiv, 1803.01454. · arXiv
  3. Pati D, Bhattacharya A and Yang Y (2018) On statistical optimality of variational Bayes. In Proceedings of the Twenty-First International Conference on Artificial Intelligence and Statistics (eds. Storkey A and Perez-Cruz F), vol. 84, 1579– 1588. Playa Blanca, Lanzarote, Canary Islands: PMLR.
  4. Wang G, Sarkar A, Carbonetto P and Stephens M (2019) A simple new approach to variable selection in regression, with application to genetic fine-mapping. bioRxiv, 10.1101/501114. PMC10201948 37220626 · DOI

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Authors
Wang, G., Sarkar, A., Carbonetto, P., & Stephens, M.
Affiliations
University of Chicago (US)
Corresponding author
Stephens, Matthew
Venue
Journal of the Royal Statistical Society Series B (Statistical Methodology)
Published
2020-07-10
Volume
82
Issue
5
Pages
1273-1300
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
OpenAlex
W3042068575
Cited by
1,121
References
86
Citations by year
2026: 292 · 2025: 241 · 2024: 231 · 2023: 162 · 2022: 98 · 2021: 64 · 2020: 28 · 2019: 4
FWCI
66.25
Type
journal article
Language
en
Open access
Locations
  • Journal of the Royal Statistical Society Series B (Statistical Methodology) (publishedVersion, cc-by)
  • bioRxiv (Cold Spring Harbor Laboratory) (acceptedVersion, cc-by-nc-nd)
  • PubMed (publishedVersion)
  • PubMed Central (acceptedVersion)
Funders
  • Gordon and Betty Moore Foundation (GBMF4559)
  • University of Chicago
  • National Institutes of Health (HG002585)
  • National Human Genome Research Institute (R56HG002585, R01HG002585)
Topics
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Applications
  • Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
Keywords
feature selection, linear regression, Susie, variational approximation, credible sets, correlated variables, genetic fine-mapping, alternative splicing, genetic variants

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