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Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Whole Genome Prediction Using Penalized 
Regression 
Bayesian Lasso 
Jinseob Kim, MD, MPH 
GSPH, SNU 
February 27, 2014 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Contents 
1 Limitation of GWAS or Linkage analysis 
2 Introduction of WGP 
© 
3 Lasso estimation 
4 Bayesian inference of Lasso 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Limitation 
1 GWAS & Linkage : No consistent result ! poor prediction. 
2 Complex traits : Overall eect (e.g:cardiovascular, cancer, 
etc..). 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Example of GWAS 
GWASÐ ìì genetic informationD  ¨Ð ìhܤ” 
ƒ@ ˆ¥. 
1 1 trait VS 1 locus ! SNP /Ì| µÄÉ lä. 
2 Ș ´ SNP informationD à$t| XÀ multiple 
comparison p-value| t©XŒ ä. (ex: p-value cuto- 
5  108) 
3 Signi
cant SNPÌD Á ¨D l1 or combine 
information via Genetic Risk Score 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Problem 
1 Multiple comparison ! Power... 
2 SNP X˜) trait@ „ ! LD information... 
3 What is Genetic Risk Score??? €U À.. 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Why this problem? 
øå ä #à ŒÀ„Xt H L??? 
1 Multicolinearity issue!!! ! LD: similar allele information 
2 n  p issue: ‰, ¬Œôä À(SNP)/ Ît 
ŒÀÄ ”t H(. 
ŒÀÄX „°(variance)t 4 äÄä..... ”ˆ.. 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Why?
”ÉX unbiaseness| ì0XÀ JX0 L8tä. 
Variance-bias trade-o!! 
(a) (b) 
Figure : Summary of variance-bias tradeo 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Variance-bias tradeo 
Y = f (x) + ,   N(0; e ), ^f : estimate of f | L 
Err (x) = E[(Y  ^f (x))2] (1) 
Err (x) = (E[^f (x)  f (x)])2 + E[^f (x)  E[^f (x)]]2 + e (2) 
Err (x) = Bias2 + Variance + Irreducible error (3) 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
© 
Core context of WGP
unbiased estimator „D ì0ä!!! 
1 WGP can use all available markers to regress phenotype onto 
genomic information. 
Ridge regression 
Lasso (Least absolute shrinkage and selection operator) 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
© 
1 Lasso@ Bayesian inferenceX uì Ь@ Dt´Ì Lt 
ä. 
2 Lasso (¤À| t©X0  pt0 ¬| `  ˆä. 
3 „@  ÙT !  Ltü ø¼ Ý1. 
4 Data@ phenotype …% ! |8Ð ]` Ltü ø¼!! 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Ridge VS Lasso 
Ridge regression 
minimize (~y  X
)T (~y  X
) s.t 
Xp 
j=1
2 
j  t 
$ minimize (~y  X
)T (~y  X
) +  
Xp 
j=1
2 
j 
(4) 
Lasso 
minimize (~y  X
)T (~y  X
) s.t 
Xp 
j=1 
j
j j  t 
$ minimize (~y  X
)T (~y  X
) +  
Xp 
j=1 
j
j j 
(5) 
Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
Limitation of GWAS or Linkage analysis 
Introduction of WGP 
Lasso estimation 
Bayesian inference of Lasso 
Ridge VS Lasso(2) 
1 P )• ¨P Î@ betaäD 0 ô¸ä. äõ 1 
t°, LD information . 
2 Square(
2) VS Abs(j
j) 
3 0.04 VS 0.2 : ñt ôä ‘@

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Whole Genome Regression using Bayesian Lasso

  • 1. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Whole Genome Prediction Using Penalized Regression Bayesian Lasso Jinseob Kim, MD, MPH GSPH, SNU February 27, 2014 Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 2. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Contents 1 Limitation of GWAS or Linkage analysis 2 Introduction of WGP © 3 Lasso estimation 4 Bayesian inference of Lasso Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 3. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Limitation 1 GWAS & Linkage : No consistent result ! poor prediction. 2 Complex traits : Overall eect (e.g:cardiovascular, cancer, etc..). Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 4. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Example of GWAS GWASÐ ìì genetic informationD ¨Ð ìhܤ” ƒ@ ˆ¥. 1 1 trait VS 1 locus ! SNP /Ì| µÄÉ lä. 2 Ș ´ SNP informationD à$t| XÀ multiple comparison p-value| t©XŒ ä. (ex: p-value cuto- 5 108) 3 Signi
  • 5. cant SNPÌD Á ¨D l1 or combine information via Genetic Risk Score Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 6. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Problem 1 Multiple comparison ! Power... 2 SNP X˜) trait@ „ ! LD information... 3 What is Genetic Risk Score??? €U À.. Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 7. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Why this problem? øå ä #à ŒÀ„Xt H L??? 1 Multicolinearity issue!!! ! LD: similar allele information 2 n p issue: ‰, ¬Œôä À(SNP)/ Ît ŒÀÄ ”t H(. ŒÀÄX „°(variance)t 4 äÄä..... ”ˆ.. Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 8. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Why?
  • 9. ”ÉX unbiaseness| ì0XÀ JX0 L8tä. Variance-bias trade-o!! (a) (b) Figure : Summary of variance-bias tradeo Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 10. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Variance-bias tradeo Y = f (x) + , N(0; e ), ^f : estimate of f | L Err (x) = E[(Y ^f (x))2] (1) Err (x) = (E[^f (x) f (x)])2 + E[^f (x) E[^f (x)]]2 + e (2) Err (x) = Bias2 + Variance + Irreducible error (3) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 11. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso © Core context of WGP
  • 12. unbiased estimator „D ì0ä!!! 1 WGP can use all available markers to regress phenotype onto genomic information. Ridge regression Lasso (Least absolute shrinkage and selection operator) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 13. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso © 1 Lasso@ Bayesian inferenceX uì Ь@ Dt´Ì Lt ä. 2 Lasso (¤À| t©X0 pt0 ¬| ` ˆä. 3 „@ ÙT ! Ltü ø¼ Ý1. 4 Data@ phenotype …% ! |8Ð ]` Ltü ø¼!! Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 14. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Ridge VS Lasso Ridge regression minimize (~y X
  • 15. )T (~y X
  • 16. ) s.t Xp j=1
  • 17. 2 j t $ minimize (~y X
  • 18. )T (~y X
  • 19. ) + Xp j=1
  • 20. 2 j (4) Lasso minimize (~y X
  • 21. )T (~y X
  • 22. ) s.t Xp j=1 j
  • 23. j j t $ minimize (~y X
  • 24. )T (~y X
  • 25. ) + Xp j=1 j
  • 26. j j (5) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 27. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Ridge VS Lasso(2) 1 P )• ¨P Î@ betaäD 0 ô¸ä. äõ 1 t°, LD information . 2 Square(
  • 29. j) 3 0.04 VS 0.2 : ñt ôä ‘@
  • 30. D 0 T ˜ ô¸ä. 4 t T pt, ‰ T Î@
  • 31. äD 0 ô¸ä. 5 Lasso ridgeôä T Î@
  • 32. äD 0 ô¸ä. Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 33. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Ridge VS Lasso(3) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 34. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Choosing K-fold cross validation pt0Ð k € n käD Àà Modeling Ä tƒD kX sampleÐ ©Xì error l Ä øƒäD ä Éà ƒD CV error| ä. CV erroräX ÉàD ŒT X” lä. (CV error)() = E((CV error)() k ) (6) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 35. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso 10 fold CV Figure : 10 fold CV Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 36. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Bayesian inference Introduction ! ThinkBayes X] gogo!! Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 37. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Lasso ! Bayesian Lasso
  • 38. i j2 2 ej
  • 39. i j= : Laplace prior 1 The Laplacian prior assigns more weight to regions near zero than the normal prior. 2 Interpretated as mixture of the hierarchical priors (Normal + exponential) a2 eajzj = R 1 0 p1 2s ez2=2s a2 2 eas2=2ds, a 0 Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 40. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Laplace prior Figure : Normal VS Laplace prior Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 41. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Example: Continuous case Whole model i = + XJ j=1 xij j + XL l=1 zlj
  • 42. j (7) Likelihood p(yi ji ; 2) = (22)1 2 expf (yi i )2 22 g (8) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 43. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Likelihood p(yj; ;
  • 44. ; 2) = Y N(yi ji + XJ j=1 xij j + XL l=1 zij
  • 45. j ; 2) (9) y = fyig; = f jg;
  • 46. = f
  • 47. lg Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 48. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Prior construction: hierarchial model 1 Intercept() sex, smoking, BMI( ) : vague prior(non-informative) 2 Residual variance - standard assumption of bayesian regression : scaled-inverse Chi-square density 2(2jdf ; S) 3 marker eect - bayesian Lasso p(
  • 49. ; Q 2; 2jH; 2) = p(
  • 50. j 22)p( 2j2)p(2jr ; s) = f L l=1 N(
  • 51. l j0; 2 l 2)Exp( 2 l j2)gG(2jr ; s) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 52. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Prior p(; ; 2;
  • 53. ; 2; 2jH) / 2(2jdf ; S)f YL l=1 N(
  • 54. l j0; 2 l 2)Exp( 2 l j2)gG(2jr ; s) (10) H = fdf = 5; S = 170; = 1 104; s = 2g : For priors with small in uences on predictions Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 55. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Posterior p(; ; 2;
  • 56. ; 2; 2jy) / Y N(yi ji + XJ j=1 xij j + XL l=1 zij
  • 57. j ; 2) YL 2(2jdf ; S)f l=1 N(
  • 58. l j0; 2 l 2)Exp( 2 l j2)gG(2jr ; s) (11) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 59. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Implementation 1 BLR(Bayesian Linear Regression) package in R 2 bayesm, splines and SuppDists for sampler ! BGLR(Bayesian Generalized Linear Regression) package in R Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 60. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso Goodness of
  • 61. t, DIC Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 62. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso äµ BGLR package äµ : continuous trait (TG) binomial traint (hyperTG) Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 63. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso üX¬m 1 ø¬ À1È(conti VS categorial) À. 2 Lasso ø À(genotype)@ øå À(age)| l„ 3 t` Lasso Ð ä´ xä@ ¨P T´| ä.  Àt õÉXŒ !´| X0 L8tä. Ș allele count” 4pt 0,1,2tÀ ÁÆL. 4 Missingt Æ´| ä. GWAS” Missing |à LD Ä°tüÀÌ BGLR@ øÀ Jä. Œä prediction modeltÀ TT± xÐ missing Æ´| h: Imputation or mean allele count. Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 64. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso üX¬m2 Validation ` ƒt|t 1 P SetX õµ SNPÌ !¨ l1Xì| ä. 2 P SetX allele count reference Ù|Xì| ä. 3 P SetÐ ¨P tù traitt ˆ´| ä. Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression
  • 65. Limitation of GWAS or Linkage analysis Introduction of WGP Lasso estimation Bayesian inference of Lasso ] HP: 010-9192-5385 E-mail: secondmath85@gmail.com Jinseob Kim, MD, MPH Whole Genome Prediction Using Penalized Regression