hsstan-package: Hierarchical shrinkage Stan models for biomarker selection

In hsstan: Hierarchical Shrinkage Stan Models for Biomarker Selection

Hierarchical shrinkage Stan models for biomarker selection

Description

The hsstan package provides linear and logistic regression models penalized with hierarchical shrinkage priors for selection of biomarkers. Models are fitted with Stan (Carpenter et al. (2017)), which allows to perform full Bayesian inference.

Details

The package implements the horseshoe and regularized horseshoe priors (Piironen and Vehtari (2017)), and the projection predictive selection approach to recover a sparse set of predictive biomarkers (Piironen, Paasiniemi and Vehtari (2020)).

The approach is particularly suited to selection from high-dimensional panels of biomarkers, such as those that can be measured by MSMS or similar technologies (Colombo, Valo, McGurnaghan et al. (2019), Colombo, McGurnaghan, Blackbourn et al. (2020)).

References

B. Carpenter et al. (2017), Stan: a probabilistic programming language, Journal of Statistical Software, 76 (1). \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v076.i01")}

J. Piironen and A. Vehtari (2017), Sparsity information and regularization in the horseshoe and other shrinkage priors, Electronic Journal of Statistics, 11 (2), 5018-5051. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/17-EJS1337SI")}

J. Piironen, M. Paasiniemi and A. Vehtari (2020), Projective inference in high-dimensional problems: prediction and feature selection, Electronic Journal of Statistics, 14 (1), 2155-2197. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1214/20-EJS1711")}

M. Colombo, E. Valo, S.J. McGurnaghan et al. (2019), Biomarkers associated with progression of renal disease in type 1 diabetes, Diabetologia, 62 (9), 1616-1627. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s00125-019-4915-0")}

M. Colombo, S.J. McGurnaghan, L.A.K. Blackbourn et al. (2020), Comparison of serum and urinary biomarker panels with albumin creatinin ratio in the prediction of renal function decline in type 1 diabetes, Diabetologia, 63 (4), 788-798. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s00125-019-05081-8")}

M. Colombo, A. Asadi Shehni, I. Thoma et al. (2021), Quantitative levels of serum N-glycans in type 1 diabetes and their association with kidney disease, Glycobiology, 31 (5), 613-623. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1093/glycob/cwaa106")}

hsstan documentation built on June 22, 2024, 12:19 p.m.