中文

Tree-aggregated regression for compositional data with measurement errors

统计方法学 2026-05-18 v1

摘要

High-dimensional compositional covariates, often derived from count data, are subject to measurement error and are frequently analyzed after aggregation along a prespecified tree to improve interpretability in applications such as microbiome studies. Existing approaches typically handle either tree-guided compositional regression or errors-in-variables correction, but they do not account for the hierarchical contamination induced by their interaction. We show that tree aggregation turns leaf-level measurement error into level-dependent, correlated contamination across aggregated nodes, which inflates bias, weakens concentration rates for corrected estimating quantities, and leads to unstable variable selection for naive approaches. We propose Tree-Aggregated Regression with Correction for Observation Error (TARCO), which integrates bias-corrected estimating quantities with a tree-aware positive semidefinite stabilization and sparse regularization, with tuning selected by cross-validation based on the corrected objective. The resulting convex program can be solved with scalable algorithms. We establish finite-sample bounds for prediction and estimation errors and prove sign consistency under conditions that explicitly reflect tree heterogeneity. The guarantees persist when the measurement-error covariance is replaced by a consistent estimator. Simulations across multiple tree depths and a microbiome application demonstrate improved estimation accuracy, support recovery, and aggregation-level interpretability compared with methods that ignore the interaction between tree aggregation and measurement error.

关键词

引用

@article{arxiv.2605.15469,
  title  = {Tree-aggregated regression for compositional data with measurement errors},
  author = {Zhenghan Li and Tianying Wang},
  journal= {arXiv preprint arXiv:2605.15469},
  year   = {2026}
}