Accurate training of the Cox proportional hazards model on vertically-partitioned data while preserving privacy

Learning from vertically distributed data across multiple sites: An efficient privacy-preserving algorithm for Cox proportional hazards model with variable selection

OBJECTIVE

To develop a lossless distributed algorithm for regularized Cox proportional hazards model with variable selection to support federated learning for vertically distributed data.

METHODS

We propose a novel distributed algorithm for fitting regularized Cox proportional hazards model when data sharing among different data providers is restricted. Based on cyclical coordinate descent, the proposed algorithm computes intermediary statistics by each site and then exchanges them to update the model parameters in other sites without accessing individual patient-level data. We evaluate the performance of the proposed algorithm with (1) a simulation study and (2) a real-world data analysis predicting the risk of Alzheimer's dementia from the Religious Orders Study and Rush Memory and Aging Project (ROSMAP). Moreover, we compared the performance of our method with existing privacy-preserving models.

RESULTS

Our algorithm achieves privacy-preserving variable selection for time-to-event data in the vertically distributed setting, without degradation of accuracy compared with a centralized approach. Simulation demonstrates that our algorithm is highly efficient in analyzing high-dimensional datasets. Real-world data analysis reveals that our distributed Cox model yields higher accuracy in predicting the risk of Alzheimer's dementia than the conventional Cox model built by each data provider without data sharing. Moreover, our algorithm is computationally more efficient compared with existing privacy-preserving Cox models with or without regularization term.

CONCLUSION

The proposed algorithm is lossless, privacy-preserving and highly efficient to fit regularized Cox model for vertically distributed data. It provides a suitable and convenient approach for modeling time-to-event data in a distributed manner.

Being Bayesian in the 2020s: opportunities and challenges in the practice of modern applied Bayesian statistics

Building on a strong foundation of philosophy, theory, methods and computation over the past three decades, Bayesian approaches are now an integral part of the toolkit for most statisticians and data scientists. Whether they are dedicated Bayesians or opportunistic users, applied professionals can now reap many of the benefits afforded by the Bayesian paradigm. In this paper, we touch on six modern opportunities and challenges in applied Bayesian statistics: intelligent data collection, new data sources, federated analysis, inference for implicit models, model transfer and purposeful software products. This article is part of the theme issue 'Bayesian inference: challenges, perspectives, and prospects'.

Fast and accurate recurrent event analysis for genome-wide association studies

Many diseases recur after recovery, for example, recurrences in cancer and infections. However, research is often focused on analysing only time-to-first recurrence, thereby ignoring any subsequent recurrences that may occur after the first. Statistical models for the analysis of recurrent events are available, of which the extended Cox proportional hazards frailty model is the current state-of-the-art. However, this model is too statistically complex for computationally efficient application in high-dimensional data sets, including genome-wide association studies (GWAS). Here, we develop an application for fast and accurate recurrent event analysis in GWAS, called SPARE (SaddlePoint Approximation for Recurrent Event analysis). In SPARE, every DNA variant is tested for association with recurrence risk using a modified score statistic. A saddlepoint approximation is implemented to achieve statistical accuracy. SPARE controls the Type I error, and its statistical power is similar to existing recurrent event models, yet SPARE is significantly faster. An application of SPARE in a recurrent event GWAS on bladder cancer for 6.2 million DNA variants in 1,443 individuals required less than 15 min, whereas existing recurrent event methods would require several weeks.