King's College London

Research portal

Bayesian clinical classification from high-dimensional data: Signatures versus variability

Research output: Contribution to journalArticlepeer-review

Akram Sharef Said Shalabi, Masato Inoue, Johnathan Watkins, Emanuele de Rinaldis, Anthonius Clara Caspar Coolen

Original languageEnglish
Pages (from-to)336-351
JournalStatistical Methods in Medical Research
Issue number2
Early online date16 Mar 2016
E-pub ahead of print16 Mar 2016
Published1 Feb 2018

King's Authors


When data exhibit imbalance between a large number d of covariates and a small number n of samples, clinical outcome prediction is impaired by overfitting and prohibitive computation demands. Here we study two simple Bayesian prediction protocols that can be applied to data of any dimension and any number of outcome classes. Calculating Bayesian integrals and optimal hyperparameters analytically leaves only a small number of numerical integrations, and CPU demands scale as O(nd). We compare their performance on synthetic and genomic data to the mclustDA method of Fraley and Raftery. For small d they perform as well as mclustDA or better. For d = 10,000 or more mclustDA breaks down computationally, while the Bayesian methods remain efficient. This allows us to explore phenomena typical of classification in high-dimensional spaces, such as overfitting and the reduced discriminative effectiveness of signatures compared to intra-class variability.

View graph of relations

© 2020 King's College London | Strand | London WC2R 2LS | England | United Kingdom | Tel +44 (0)20 7836 5454