More Powerful Selective Inference for the Graph Fused Lasso

DOI10.1080/10618600.2022.2097246OpenAlexW3199978136MaRDI QIDQ6094086FDOQ6094086

Authors: Yiqun Chen, Sean Jewell, Daniela M. Witten 

Publication date: 9 October 2023

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Abstract: The graph fused lasso -- which includes as a special case the one-dimensional fused lasso -- is widely used to reconstruct signals that are piecewise constant on a graph, meaning that nodes connected by an edge tend to have identical values. We consider testing for a difference in the means of two connected components estimated using the graph fused lasso. A naive procedure such as a z-test for a difference in means will not control the selective Type I error, since the hypothesis that we are testing is itself a function of the data. In this work, we propose a new test for this task that controls the selective Type I error, and conditions on less information than existing approaches, leading to substantially higher power. We illustrate our approach in simulation and on datasets of drug overdose death rates and teenage birth rates in the contiguous United States. Our approach yields more discoveries on both datasets.

Full work available at URL: https://arxiv.org/abs/2109.10451

zbMATH Keywords

hypothesis testingchangepoint detectionpenalized regressionpiecewise constant

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (1)

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