Estimating a Structured Covariance Matrix From Multilab Measurements in High-Throughput Biology
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We consider the problem of quantifying the degree of coordination between transcription and translation, in yeast. Several studies have reported a surprising lack of coordination over the years, in organisms as different as yeast and human, using diverse technologies. However, a close look at this literature suggests that the lack of reported correlation may not reflect the biology of regulation. These reports do not control for between-study biases and structure in the measurement errors, ignore key aspects of how the data connect to the estimand, and systematically underestimate the correlation as a consequence. Here, we design a careful meta-analysis of 27 yeast data sets, supported by a multilevel model, full uncertainty quantification, a suite of sensitivity analyses and novel theory, to produce a more accurate estimate of the correlation between mRNA and protein levels-a proxy for coordination. From a statistical perspective, this problem motivates new theory on the impact of noise, model mis-specifications and non-ignorable missing data on estimates of the correlation between high dimensional responses. We find that the correlation between mRNA and protein levels is quite high under the studied conditions, in yeast, suggesting that post-transcriptional regulation plays a less prominent role than previously thought.
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We consider the joint estimation of change-point locations and the sparsity pattern of the variance-covariance matrix, which is assumed to evolve in a piecewise constant manner. By applying Group Fused LASSO and LASSO penalties to the squared Frobenius norm, we estimate both the covariance structure and the change points. Adaptive weights are incorporated into the penalty terms to enhance change-point detection and covariance estimation accuracy. We establish the conditions…
近端估计与推断
Abstract We develop a convex-analytic framework for constructing and analyzing a broad class of penalized estimators. Our method defines penalized estimators by applying proximal operators to benchmark estimators, rather than by penalizing the benchmark criterion itself. We establish general finite-sample properties, derive unified asymptotic distribution results, and provide tractable conditions for oracle selection and oracle asymptotic efficiency. We then apply the…
组间不平衡下的风险异质性稳健推断
Population-level heterogeneity is ubiquitous in biomedical data, where differences across demographic or clinical subgroups can substantially alter risk patterns. For example, in intensive care unit (ICU) studies, the mortality risk associated with specific admission diagnoses can vary across ethnic groups. Existing approaches for detecting risk heterogeneity are often sensitive to baseline model misspecification and regularization bias, both of which commonly arise in…
Wigner 矩阵时间序列的相变监测
We develop methodology and theory for the detection of a phase transition in a time-series of high-dimensional random matrices. In the model we study, at each time point \( t = 1,2,\ldots \), we observe a deformed Wigner matrix \( \mathbf{M}_t \), where the unobservable deformation represents a latent signal. This signal is detectable only in the supercritical regime, and our objective is to detect the transition to this regime in real time, as new matrix--valued…
RBF 核高斯过程最大似然估计的精确渐近理论
Gaussian processes (GPs) are widely used across machine learning, spatial statistics, time-series analysis, optimization, Bayesian statistics, and scientific applications. A central component of a GP model is its kernel, which is typically specified through a parametric family. Among the most widely used choices is the radial basis function (RBF), also known as the squared exponential or Gaussian kernel, owing to its simple form, smoothness, and flexibility. In practice, the…