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Genome-wide association analysis by lasso penalized logistic regression

TLDR
The performance of lasso penalized logistic regression in case-control disease gene mapping with a large number of SNPs (single nucleotide polymorphisms) predictors is evaluated and coeliac disease results replicate the previous SNP results and shed light on possible interactions among the SNPs.
Abstract
Motivation: In ordinary regression, imposition of a lasso penalty makes continuous model selection straightforward. Lasso penalized regression is particularly advantageous when the number of predictors far exceeds the number of observations. Method: The present article evaluates the performance of lasso penalized logistic regression in case–control disease gene mapping with a large number of SNPs (single nucleotide polymorphisms) predictors. The strength of the lasso penalty can be tuned to select a predetermined number of the most relevant SNPs and other predictors. For a given value of the tuning constant, the penalized likelihood is quickly maximized by cyclic coordinate ascent. Once the most potent marginal predictors are identified, their two-way and higher order interactions can also be examined by lasso penalized logistic regression. Results: This strategy is tested on both simulated and real data. Our findings on coeliac disease replicate the previous SNP results and shed light on possible interactions among the SNPs. Availability: The software discussed is available in Mendel 9.0 at the UCLA Human Genetics web site. Contact: klange@ucla.edu Supplementary information: Supplementary data are available at Bioinformatics online.

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References
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Controlling the false discovery rate: a practical and powerful approach to multiple testing

TL;DR: In this paper, a different approach to problems of multiple significance testing is presented, which calls for controlling the expected proportion of falsely rejected hypotheses -the false discovery rate, which is equivalent to the FWER when all hypotheses are true but is smaller otherwise.
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Regression Shrinkage and Selection via the Lasso

TL;DR: A new method for estimation in linear models called the lasso, which minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients being less than a constant, is proposed.
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Regularization Paths for Generalized Linear Models via Coordinate Descent

TL;DR: In comparative timings, the new algorithms are considerably faster than competing methods and can handle large problems and can also deal efficiently with sparse features.
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Atomic Decomposition by Basis Pursuit

TL;DR: Basis Pursuit (BP) is a principle for decomposing a signal into an "optimal" superposition of dictionary elements, where optimal means having the smallest l1 norm of coefficients among all such decompositions.
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An Iterative Thresholding Algorithm for Linear Inverse Problems with a Sparsity Constraint

TL;DR: It is proved that replacing the usual quadratic regularizing penalties by weighted 𝓁p‐penalized penalties on the coefficients of such expansions, with 1 ≤ p ≤ 2, still regularizes the problem.
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