Papers › High-dimensional sparse vine copula regression with application to genomic prediction
High-dimensional sparse vine copula regression with application to genomic prediction
Özge Sahin, Claudia Czado
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High-dimensional data sets are often available in genome-enabled predictions. Such data sets include nonlinear relationships with complex dependence structures. For such situations, vine copula based (quantile) regression is an important tool. However, the current vine copula based regression approaches do not scale up to high and ultra-high dimensions. To perform high-dimensional sparse vine copula based regression, we propose two methods. First, we show their superiority regarding computational complexity over the existing methods. Second, we define relevant, irrelevant, and redundant explanatory variables for quantile regression. Then we show our method's power in selecting relevant variables and prediction accuracy in high-dimensional sparse data sets via simulation studies. Next, we apply the proposed methods to the high-dimensional real data, aiming at the genomic prediction of maize traits. Some data-processing and feature extraction steps for the real data are further discussed. Finally, we show the advantage of our methods over linear models and quantile regression forests in simulation studies and real data applications.
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