title: Decomposition and model selection for large contingency tables.
abstract: Large contingency tables summarizing categorical variables arise in many areas. One example is in biology, where large numbers of biomarkers are cross-tabulated according to their discrete expression level. Interactions of the variables are of great interest and are generally studied with log-linear models. The structure of a log-linear model can be visually represented by a graph from which the conditional independence structure can then be easily read off. However, since the number of parameters in a saturated model grows exponentially in the number of variables, this generally comes with a heavy computational burden. Even if we restrict ourselves to models of lower-order interactions or other sparse structures, we are faced with the problem of a large number of cells which play the role of sample size. This is in sharp contrast to high-dimensional regression or classification procedures because, in addition to a high-dimensional parameter, we also have to deal with the analogue of a huge sample size. Furthermore, high-dimensional tables naturally feature a large number of sampling zeros which often leads to the nonexistence of the maximum likelihood estimate. We therefore present a decomposition approach, where we first divide the problem into several lower-dimensional problems and then combine these to form a global solution. Our methodology is computationally feasible for log-linear interaction models with many categorical variables each or some of them having many levels. We demonstrate the proposed method on simulated data and apply it to a bio-medical problem in cancer research.
authors.affiliation: Seminar für Statistik, ETH Zürich, CH-8092 Zürich, Switzerland.
authors.forename: Corinne
authors.initials: C
authors.lastname: Dahinden
authors.forename: Markus
authors.initials: M
authors.lastname: Kalisch
authors.forename: Peter
authors.initials: P
authors.lastname: Bühlmann
mesh_terms: D001699:Biometry / Q000379:methods*; D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D008954:Models, Biological; D015233:Models, Statistical