U-PASS: unified power analysis and forensics for qualitative traits in genetic association studies.

SUMMARY: Despite the availability of existing calculators for statistical power analysis in genetic association studies, there has not been a model-invariant and test-independent tool that allows for both planning of prospective studies and systematic review of reported findings. In this work, we develop a web-based application U-PASS (Unified Power analysis of ASsociation Studies), implementing a unified framework for the analysis of common association tests for binary qualitative traits. The application quantifies the shared asymptotic power limits of the common association tests, and visualizes the fundamental statistical trade-off between risk allele frequency and odds ratio. The application also addresses the applicability of asymptotics-based power calculations in finite samples, and provides guidelines for single-SNP-based association tests. In addition to designing prospective studies, U-PASS enables researchers to retrospectively assess the statistical validity of previously reported associations. AVAILABILITY AND IMPLEMENTATION: U-PASS is an open-source R Shiny application. A live instance is hosted at https://power.stat.lsa.umich.edu. Source is available on https://github.com/Pill-GZ/U-PASS. SUPPLEMENTARY INFORMATION: Supplementary data are available at Bioinformatics online.

Inference for dynamic and latent variable models via iterated, perturbed Bayes maps.

Iterated filtering algorithms are stochastic optimization procedures for latent variable models that recursively combine parameter perturbations with latent variable reconstruction. Previously, theoretical support for these algorithms has been based on the use of conditional moments of perturbed parameters to approximate derivatives of the log likelihood function. Here, a theoretical approach is introduced based on the convergence of an iterated Bayes map. An algorithm supported by this theory displays substantial numerical improvement on the computational challenge of inferring parameters of a partially observed Markov process.

EXTREME VALUE THEORY WITH OPERATOR NORMING.

A new approach to extreme value theory is presented for vector data with heavy tails. The tail index is allowed to vary with direction, where the directions are not necessarily along the coordinate axes. Basic asymptotic theory is developed, using operator regular variation and extremal integrals. A test is proposed to judge whether the tail index varies with direction in any given data set.