Inference on the Significance of Modalities in Multimodal Generalized Linear Models

๐Ÿ“… 2026-01-22
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This study addresses the lack of effective statistical inference methods for assessing the significance of individual modalities in high-dimensional multimodal generalized linear models. The authors propose a novel measure, termed โ€œexpected relative entropy,โ€ to quantify the information gain contributed by a specific modality after adjusting for others, and develop a bias-corrected test statistic based on this quantity. For the first time in the high-dimensional multimodal setting, the method provides computable confidence intervals and p-values. Theoretical analysis establishes that the proposed estimator is consistent and asymptotically follows a non-central chi-squared distribution. Extensive simulations demonstrate favorable finite-sample performance, and application to real multimodal neuroimaging data successfully identifies significant modalities, confirming the methodโ€™s practical utility.

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๐Ÿ“ Abstract
Despite the popular of multimodal statistical models, there lacks rigorous statistical inference tools for inferring the significance of a single modality within a multimodal model, especially in high-dimensional models. For high-dimensional multimodal generalized linear models, we propose a novel entropy-based metric, called the expected relative entropy, to quantify the information gain of one modality in addition to all other modalities in the model. We propose a deviance-based statistic to estimate the expected relative entropy, prove that it is consistent and its asymptotic distribution can be approximated by a non-central chi-squared distribution. That enables the calculation of confidence intervals and p-values to assess the significance of the expected relative entropy for a given modality. We numerically evaluate the empirical performance of our proposed inference tool by simulations and apply it to a multimodal neuroimaging dataset to demonstrate its good performance on various high-dimensional multimodal generalized linear models.
Problem

Research questions and friction points this paper is trying to address.

multimodal
statistical inference
significance
high-dimensional
generalized linear models
Innovation

Methods, ideas, or system contributions that make the work stand out.

expected relative entropy
multimodal generalized linear models
statistical inference
deviance-based statistic
non-central chi-squared distribution
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