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Optimal integrative estimation for distributed precision matrices with heterogeneity adjustment

异质性调整下分布式精度矩阵的最优整合估计

Distributed learning offers a practical solution for the integrative analysis of multisource datasets, especially under privacy or communication constraints. However, addressing prospective distributional heterogeneity and ensuring communication efficiency pose significant challenges on distributed statistical analysis. In this article we focus on integrative estimation of distributed heterogeneous precision matrices, a crucial task related to joint precision matrix…

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A Decorrelating and Debiasing Approach to Simultaneous Inference for High-Dimensional Confounded Models

高维混杂模型同时推断的去相关与去偏方法

Motivated by the simultaneous association analysis with the presence of latent confounders, this article studies the large-scale hypothesis testing problem for the high-dimensional confounded linear models with both non-asymptotic and asymptotic false discovery control. Such model covers a wide range of practical settings where both the response and the predictors may be confounded. In the presence of the high-dimensional predictors and the unobservable confounders, the…

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Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data

矩阵值观测相关结构的检验与支持集恢复:股票市场应用

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore imperative to make rigorous statistical inference on correlation matrix equality between the two groups of countries. However, if the traditional vector-valued approach is undertaken, such inference is either infeasible due to limited…

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A Normality Test for High-dimensional Data Based on the Nearest Neighbor Approach

基于最近邻方法的高维正态性检验

Many statistical methodologies for high-dimensional data assume the population is normal. Although a few multivariate normality tests have been proposed, to the best of our knowledge, none of them can properly control the Type I error when the dimension is larger than the number of observations. In this work, we propose a novel nonparametric test that uses the nearest neighbor information. The proposed method guarantees the asymptotic Type I error control under the…

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Individual Data Protected Integrative Regression Analysis of High-Dimensional Heterogeneous Data

保护个体数据的高维异质研究整合回归

Evidence-based decision making often relies on meta-analyzing multiple studies, which enables more precise estimation and investigation of generalizability. Integrative analysis of multiple heterogeneous studies is, however, highly challenging in the ultra high-dimensional setting. The challenge is even more pronounced when the individual-level data cannot be shared across studies, known as DataSHIELD contraint. Under sparse regression models that are assumed to be similar…

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LAWS: A Locally Adaptive Weighting and Screening Approach to Spatial Multiple Testing

LAWS:空间多重检验的局部自适应加权与筛选方法

Exploiting spatial patterns in large-scale multiple testing promises to improve both power and interpretability of false discovery rate (FDR) analyses. This article develops a new class of locally adaptive weighting and screening (LAWS) rules that directly incorporates useful local patterns into inference. The idea involves constructing robust and structure-adaptive weights according to the estimated local sparsity levels. LAWS provides a unified framework for a broad range…

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Simultaneous Covariance Inference for Multimodal Integrative Analysis

多模态整合分析中的协方差同时推断

Multimodal integrative analysis fuses different types of data collected on the same set of experimental subjects. It is becoming a norm in many branches of scientific research, such as multi-omics and multimodal neuroimaging analysis. In this article, we address the problem of simultaneous covariance inference of associations between multiple modalities, which is of a vital interest in multimodal integrative analysis. Recognizing that there are few readily available…

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GAP: A General Framework for Information Pooling in Two-Sample Sparse Inference

GAP:两样本稀疏推断的信息汇聚通用框架

Yin Xiaa, T. Tony Caib & Wenguang Sunc*a Department of Statistics, School of Management, Fudan University, Shanghai, China; b Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA; c Department of Data Sciences and Operations, University of Southern California, Los Angeles, CAColor versions of one or more of the figures in the article can be found online at www.tandfonline.com/r/JASA.Supplementary materials for this article are available…

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Joint testing and false discovery rate control in high-dimensional multivariate regression

高维多元回归中的联合检验与错误发现率控制

Multivariate regression with high-dimensional covariates has many applications in genomic and genetic research, in which some covariates are expected to be associated with multiple responses. This paper considers joint testing for regression coefficients over multiple responses and develops simultaneous testing methods with false discovery rate control. The test statistic is based on inverse regression and bias-corrected group lasso estimates of the regression coefficients…

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Testing differential networks with applications to the detection of gene-gene interactions

差异网络检验及其在基因交互识别中的应用

Model organisms and human studies have yielded increasing empirical evidence that interactions among genes contribute broadly to genetic variation of complex traits. In the presence of gene-gene interactions, the dimensionality of the feature space becomes extremely high relative to the sample size. This poses a significant methodological challenge in the identification of gene-gene interactions. In this paper, by using a Gaussian graphical model framework, we translate the…

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Two-Sample Test of High Dimensional Means Under Dependence

变量相关情形下高维均值的两样本检验

Summary The paper considers in the high dimensional setting a canonical testing problem in multivariate analysis, namely testing the equality of two mean vectors. We introduce a new test statistic that is based on a linear transformation of the data by the precision matrix which incorporates the correlations between the variables. The limiting null distribution of the test statistic and the power of the test are analysed. It is shown that the test is particularly powerful…

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Adaptive confidence intervals for regression functions under shape constraints

形状约束下回归函数的自适应置信区间

Adaptive confidence intervals for regression functions are constructed under shape constraints of monotonicity and convexity. A natural benchmark is established for the minimum expected length of confidence intervals at a given function in terms of an analytic quantity, the local modulus of continuity. This bound depends not only on the function but also the assumed function class. These benchmarks show that the constructed confidence intervals have near minimum expected…

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Two-Sample Covariance Matrix Testing and Support Recovery in High-Dimensional and Sparse Settings

高维稀疏环境中的两样本协方差矩阵检验与支持集恢复

In the high-dimensional setting, this article considers three interrelated problems: (a) testing the equality of two covariance matrices and ; (b) recovering the support of ; and (c) testing the equality of and row by row. We propose a new test for testing the hypothesis H 0: and investigate its theoretical and numerical properties. The limiting null distribution of the test statistic is derived and the power of the test is studied. The test is shown to enjoy certain…

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