Bayesian clinical classification from high-dimensional data: Signatures versus variability. (February 2018)

• Record Type: Journal Article
• Authors: Shalabi, Akram; Inoue, Masato; Watkins, Johnathan; De Rinaldis, Emanuele; Coolen, Anthony CC
• Is Part Of: Statistical methods in medical research. Volume 27:Number 2(2018)
• Page Start: 336
• Page End: 351
• Publication Date: 2018-02
• Subjects: Discriminant analysis -- Bayesian classification -- overfitting -- curse of dimensionality -- outcome prediction; Medicine -- Research -- Statistical methods -- Periodicals; Research -- Periodicals; Review Literature -- Periodicals; Statistics -- methods -- Periodicals; Médecine -- Recherche -- Méthodes statistiques -- Périodiques; 610.727
• DOI: 10.1177/0962280216628901
• Languages: English
• ISSNs: 0962-2802

Abstract

When data exhibit imbalance between a large number d of covariates and a small number n of samples, clinical outcome prediction is impaired by overfitting and prohibitive computation demands. Here we study two simple Bayesian prediction protocols that can be applied to data of any dimension and any number of outcome classes. Calculating Bayesian integrals and optimal hyperparameters analytically leaves only a small number of numerical integrations, and CPU demands scale as O(nd) . We compare their performance on synthetic and genomic data to the mclustDA method of Fraley and Raftery. For small d they perform as well as mclustDA or better. For d = 10, 000 or more mclustDA breaks down computationally, while the Bayesian methods remain efficient. This allows us to explore phenomena typical of classification in high-dimensional spaces, such as overfitting and the reduced discriminative effectiveness of signatures compared to intra-class variability.