HDMAADMM
ADMM for High-Dimensional Mediation Models
Pei-Shan Yen, Ching-Chuan Chen
Last update: 29 November 2023
Software version identifier: 0.0.1
Copyright license: MIT license, File License
We use the Alternating Direction Method of Multipliers (ADMM) for parameter estimation in high-dimensional, single-modality mediation models. To improve the sensitivity and specificity of estimated mediation effects, we offer the sure independence screening (SIS) function for dimension reduction. The available penalty options include Lasso, Elastic Net, Pathway Lasso, and Network-constrained Penalty. The methods employed in the package are based on Boyd, S., Parikh, N., Chu, E., Peleato, B., & Eckstein, J. (2011). <doi:10.1561/2200000016>, Fan, J., & Lv, J. (2008) <doi:10.1111/j.1467-9868.2008.00674.x>, Li, C., & Li, H. (2008) <doi:10.1093/bioinformatics/btn081>, Tibshirani, R. (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>, Zhao, Y., & Luo, X. (2022) <doi:10.4310/21-sii673>, and Zou, H., & Hastie, T. (2005) <doi:10.1111/j.1467-9868.2005.00503.x>.
- Sure Independence Screening for Ultrahigh Dimensional Feature Space
- Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
- Regression Shrinkage and Selection Via the Lasso
- Regularization and Variable Selection Via the Elastic Net
- Pathway Lasso: pathway estimation and selection with high-dimensional mediators
- Network-constrained regularization and variable selection for analysis of genomic data
