Browsing by Author "Benner, Axel"

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    Simulation study to evaluate when Plasmode simulation is superior to parametric simulation in comparing classification methods on high-dimensional data
    (Public Library of Science (PLOS), 2025) Stolte, Marieka; Schreck, Nicholas; Slynko, Alla; Saadati, Maral; Benner, Axel; Rahnenfuhrer, Jorg; Bommert, Andrea
    Simulation studies, especially neutral comparison studies, are crucial for evaluating and comparing statistical methods as they investigate whether methods work as intended and can guide an appropriate method choice. Typically, the term simulation refers to parametric simulation, i.e. computer experiments using pseudo-random numbers. For these, the full data-generating process (DGP) and outcome-generating model (OGM) are known within the simulation. However, the specification of realistic DGPs might be difficult in practice leading to oversimplified assumptions. The problem is more severe for higher-dimensional data as the number of parameters to specify typically increases with the number of variables in the data. Plasmode simulation, which is a combination of resampling covariates from a real-life dataset from the DGP of interest together with a specified OGM is often claimed to solve this problem since no explicit specification of the DGP is necessary. However, this claim is not well supported by empirical results. Here, parametric and Plasmode simulations are compared in the context of a method comparison study for binary classification methods. We focus on studies conducted with some specific data type or application in mind whose true, unknown data-generating mechanism is mimicked. The performance of Plasmode and parametric comparison studies for estimating classifier performance is compared as well as their ability to reproduce the true method ranking. The influence of misspecifications of the DGP on the results of parametric simulation and of misspecifications of the OGM on the results of parametric and Plasmode simulation are investigated. Moreover, different resampling strategies are compared for Plasmode comparison studies. The study finds that misspecifications of the DGP and OGM negatively influence the ability of the comparison studies to estimate the classification performances and method rankings. The best choice of the resampling strategy in Plasmode simulation depends on the concrete scenario.
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    Simulation study to evaluate when Plasmode simulation is superior to parametric simulation in estimating the mean squared error of the least squares estimator in linear regression
    (Public Library of Science (PLOS), 2024) Stolte, Marieke; Schreck, Nicholas; Slynko, Alla; Saadati, Maral; Benner, Axel; Rahnenfuhrer, Jorg; Bommert, Andrea
    Simulation is a crucial tool for the evaluation and comparison of statistical methods. How to design fair and neutral simulation studies is therefore of great interest for both researchers developing new methods and practitioners confronted with the choice of the most suitable method. The term simulation usually refers to parametric simulation, that is, computer experiments using artificial data made up of pseudo-random numbers. Plasmode simulation, that is, computer experiments using the combination of resampling feature data from a real-life dataset and generating the target variable with a known user-selected outcome-generating model, is an alternative that is often claimed to produce more realistic data. We compare parametric and Plasmode simulation for the example of estimating the mean squared error (MSE) of the least squares estimator (LSE) in linear regression. If the true underlying data-generating process (DGP) and the outcome-generating model (OGM) were known, parametric simulation would obviously be the best choice in terms of estimating the MSE well. However, in reality, both are usually unknown, so researchers have to make assumptions: in Plasmode simulation studies for the OGM, in parametric simulation for both DGP and OGM. Most likely, these assumptions do not exactly reflect the truth. Here, we aim to find out how assumptions deviating from the true DGP and the true OGM affect the performance of parametric and Plasmode simulations in the context of MSE estimation for the LSE and in which situations which simulation type is preferable. Our results suggest that the preferable simulation method depends on many factors, including the number of features, and on how and to what extent the assumptions of a parametric simulation differ from the true DGP. Also, the resampling strategy used for Plasmode influences the results. In particular, subsampling with a small sampling proportion can be recommended.