Last updated: 2020-09-08
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Rmd | b7e89a3 | DongyueXie | 2018-05-01 | Start workflowr project. |
We generalize smash
(Xing and Stephens, 2016), a flexible empirical Bayes method for signal denoising, to deal with non-Gaussian data, and account for additional unknown variances.
This R package contains functions for this project, the main function is smash_gen_poiss.R
.
A list of analysis related to the project
Methods on estimating nugget effect. The final method I chose is the MLE estimate of \(\sigma^2\) in \(y\sim N(\mu,\sigma^2+s^2)\).
Other analysis includes different wavelet basis.
A summary of binomial sequence smoothing
Other analysis includes using Poisson apporximation.
Now suppose at each \(t\), \(Y_t=X_t\beta+\mu_t+\epsilon_t\), where \(\mu\) has smooth structure and \(\epsilon_t\sim N(0,\sigma^2_t)\). The structure of \(\mu\) cannot be explained by the ordinary least square so it is contained in the residual \(e\). Thus \(e\) consists of \(\mu\) and noises. Using smash.gaus
recovers \(\mu\) and estimates \(\sigma^2\).
We treat unevenly spaced data as missing and set them to 0 with corresponding standard error \(10^6\). The idea is that if standard error is very big then value of y becomes irrelevant. It doesn’t work.
In addiiton to likelihood expansion, VST is another way to make data normal dsitributed.
Some real data applications of smashgen.
The primary role of CTCF is thought to be in regulating the 3D structure of chromatin.CTCF binds together strands of DNA, thus forming chromatin loops, and anchors DNA to cellular structures like the nuclear lamina. It also defines the boundaries between active and heterochromatic DNA.
I’m focusing on reading 1. additive models(gam, gamm, spam, gspam); 2. functional data analysis(wavelet based functional mixed models, etc); 3. More on exponential family Signal denoising(vst, tf)
Not relevant to this project. Just for convenience.