Journal of the American Statistical Association

Testing the equality of the means in two samples is a fundamental statistical inferential problem. Most of the existing methods are based on the sum-of-squares or supremum statistics. They are possibly powerful in some situations, but not in others, and they do not work in a unified way. Using random integration of the difference, we develop a framework that includes and extends many existing methods, especially in high-dimensional settings, without restricting the same covariance matrices or sparsity. Under a general multivariate model, we can derive the asymptotic properties of the proposed test statistic without specifying a relationship between the data dimension and sample size explicitly...

The James-Stein estimator is an estimator of the multivariate normal mean and dominates the maximum likelihood estimator (MLE) under squared error loss. The original work inspired great interest in developing shrinkage estimators for a variety of problems. Nonetheless, research on shrinkage estimation for manifold-valued data is scarce. In this article, we propose shrinkage estimators for the parameters of the Log-Normal distribution defined on the manifold of N × N symmetric positive-definite matrices...

Blind source separation (BSS) aims to separate latent source signals from their mixtures. For spatially dependent signals in high dimensional and large-scale data, such as neuroimaging, most existing BSS methods do not take into account the spatial dependence and the sparsity of the latent source signals. To address these major limitations, we propose a Bayesian spatial blind source separation (BSP-BSS) approach for neuroimaging data analysis. We assume the expectation of the observed images as a linear mixture of multiple sparse and piece-wise smooth latent source signals, for which we construct a new class of Bayesian nonparametric prior models by thresholding Gaussian processes...

In the context of a binary treatment, matching is a well-established approach in causal inference. However, in the context of a continuous treatment or exposure, matching is still underdeveloped. We propose an innovative matching approach to estimate an average causal exposure-response function under the setting of continuous exposures that relies on the generalized propensity score (GPS). Our approach maintains the following attractive features of matching: a) clear separation between the design and the analysis; b) robustness to model misspecification or to the presence of extreme values of the estimated GPS; c) straightforward assessments of covariate balance...

In this paper, we study high-dimensional multivariate logistic regression models in which a common set of covariates is used to predict multiple binary outcomes simultaneously. Our work is primarily motivated from many biomedical studies with correlated multiple responses such as the cancer cell-line encyclopedia project. We assume that the underlying regression coefficient matrix is simultaneously low-rank and row-wise sparse. We propose an intuitively appealing selection and estimation framework based on marginal model likelihood, and we develop an efficient computational algorithm for inference...

A simultaneous autoregressive score-driven model with autoregressive disturbances is developed for spatio-temporal data that may exhibit heavy tails. The model specification rests on a signal plus noise decomposition of a spatially filtered process,where the signal can be approximated by a nonlinear function of the past variables and a set of explanatory variables, while the noise follows a multivariate Student-t distribution. The key feature of the model is that the dynamics of the space-time varying signal are driven by the score of the conditional likelihood function...

In this work, we study the transfer learning problem under highdimensional generalized linear models (GLMs), which aim to improve the fit on target data by borrowing information from useful source data. Given which sources to transfer, we propose a transfer learning algorithm on GLM, and derive its ℓ 1 / ℓ 2 -estimation error bounds as well as a bound for a prediction error measure. The theoretical analysis shows that when the target and source are sufficiently close to each other, these bounds could be improved over those of the classical penalized estimator using only target data under mild conditions...

In a modern observational study based on healthcare databases, the number of observations and of predictors typically range in the order of 105 -106 and of 104 -105 . Despite the large sample size, data rarely provide sufficient information to reliably estimate such a large number of parameters. Sparse regression techniques provide potential solutions, one notable approach being the Bayesian method based on shrinkage priors. In the "large n and large p " setting, however, the required posterior computation encounters a bottleneck at repeated sampling from a high-dimensional Gaussian distribution, whose precision matrix Φ is expensive to compute and factorize...

In this paper, we leverage over-parameterization to design regularization-free algorithms for the high-dimensional single index model and provide theoretical guarantees for the induced implicit regularization phenomenon. Specifically, we study both vector and matrix single index models where the link function is nonlinear and unknown, the signal parameter is either a sparse vector or a low-rank symmetric matrix, and the response variable can be heavy-tailed. To gain a better understanding of the role played by implicit regularization without excess technicality, we assume that the distribution of the covariates is known a priori...

We consider the problem of estimating common community structures in multi-layer stochastic block models, where each single layer may not have sufficient signal strength to recover the full community structure. In order to efficiently aggregate signal across different layers, we argue that the sum-of-squared adjacency matrices contain sufficient signal even when individual layers are very sparse. Our method uses a bias-removal step that is necessary when the squared noise matrices may overwhelm the signal in the very sparse regime...

Transfer learning has attracted increasing attention in recent years for adaptively borrowing information across different data cohorts in various settings. Cancer registries have been widely used in clinical research because of their easy accessibility and large sample size. Our method is motivated by the question of how to utilize cancer registry data as a complement to improve the estimation precision of individual risks of death for inflammatory breast cancer (IBC) patients at The University of Texas MD Anderson Cancer Center...

We aim at modeling the appearance of distinct tags in a sequence of labeled objects. Common examples of this type of data include words in a corpus or distinct species in a sample. These sequential discoveries are often summarized via accumulation curves, which count the number of distinct entities observed in an increasingly large set of objects. We propose a novel Bayesian method for species sampling modeling by directly specifying the probability of a new discovery, therefore, allowing for flexible specifications...

No abstract text is available yet for this article.

Digital technologies (e.g., mobile phones) can be used to obtain objective, frequent, and real-world digital phenotypes from individuals. However, modeling these data poses substantial challenges since observational data are subject to confounding and various sources of variabilities. For example, signals on patients' underlying health status and treatment effects are mixed with variation due to the living environment and measurement noises. The digital phenotype data thus shows extensive variabilities between- and within-patient as well as across different health domains (e...

The recent work by Krivitsky, Coletti & Hens [KCH] provides an important new contribution to the Exponential-Family Random Graph Models [ERGMs], a start-to-finish approach to dealing with multi-network ERGMs. Although multi-network ERGMs have been around for a while (mostly in the form of block-diagonal models and multi-level ERGMs, see Duxbury and Wertsching (2023), Wang et al. (2013), Slaughter and Koehly (2016)), not much care has been given to the estimation and post-estimation steps. In their paper, Krivitsky, Coletti & Hens give a detailed layout of how to build, estimate, and analyze multi-ERGMs with heterogeneous data sources...

We propose a sparse reduced rank Huber regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained nonconvex optimization problem, which is then solved using a block coordinate descent and an alternating direction method of multipliers algorithm. We establish nonasymptotic estimation error bounds under both Frobenius and nuclear norms in the high-dimensional setting. This is a major contribution over existing results in reduced rank regression, which mainly focus on rank selection and prediction consistency...

There have been increased concerns that the use of statins, one of the most commonly prescribed drugs for treating coronary artery disease, is potentially associated with the increased risk of new-onset Type II diabetes (T2D). Nevertheless, to date, there is no robust evidence supporting as to whether and what kind of populations are indeed vulnerable for developing T2D after taking statins. In this case study, leveraging the biobank and electronic health record data in the Partner Health System, we introduce a new data analysis pipeline and a novel statistical methodology that address existing limitations by (i) designing a rigorous causal framework that systematically examines the causal effects of statin usage on T2D risk in observational data, (ii) uncovering which patient subgroup is most vulnerable for developing T2D after taking statins, and (iii) assessing the replicability and statistical significance of the most vulnerable subgroup via a bootstrap calibration procedure...

Understanding how microbes interact with each other is key to revealing the underlying role that microorganisms play in the host or environment and to identifying microorganisms as an agent that can potentially alter the host or environment. For example, understanding how the microbial interactions associate with parasitic infection can help resolve potential drug or diagnostic test for parasitic infection. To unravel the microbial interactions, existing tools often rely on graphical models to infer the conditional dependence of microbial abundances to represent their interactions...

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied. The target GGM is estimated by incorporating the data from similar and related auxiliary studies, where the similarity between the target graph and each auxiliary graph is characterized by the sparsity of a divergence matrix. An estimation algorithm, Trans-CLIME, is proposed and shown to attain a faster convergence rate than the minimax rate in the single-task setting. Furthermore, we introduce a universal debiasing method that can be coupled with a range of initial graph estimators and can be analytically computed in one step...

Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses both the mean and the precision matrix of a Gaussian graphical model on covariates. In the context of co-expression quantitative trait locus (QTL) studies, our method can determine how genetic variants and clinical conditions modulate the subject-level network structures, and recover both the population-level and subject-level gene networks...