High-dimensional variable selection in non-linear mixed effects models using a stochastic EM spike-and-slab
Résumé
High-dimensional data, with many more covariates than observations, such as genomic data for example, are now commonly analyzed. However, there are few tools for high-dimensional variable selection when the data are observations collected repeatedly on several individuals, and even fewer when the model is nonlinear. Thus, we develop a high-dimensional covariate selection procedure for nonlinear mixed-effects models that are natural models for analyzing this type of data. More precisely, we propose a spike-and-slab variable selection in which we fit using the stochastic approximation version of EM algorithm. Similarly to lasso regression, the set of relevant covariates is selected by exploring a grid of values for the penalization parameter. The proposed approach is much faster than a classical MCMC algorithm and shows very good selection performances on simulated data. Finally, our methodology is applied on growth biological data for selecting relevant genetic markers.
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