๐ค AI Summary
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 โexpected 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 methodโs practical utility.
๐ 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.