The achievable performance of convex demixing

Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the constituent signals follow a generic incoherence model, this analysis leads to precise recovery guarantees. These results admit an attractive interpretation: each signal possesses an intrinsic degrees-of-freedom parameter, and demixing can succeed if and only if the dimension of the observation exceeds the total degrees of freedom present in the observation

Regularized Regression for Categorical Data

In the last two decades, regularization techniques, in particular penalty-based methods, have become very popular in statistical modelling. Driven by technological developments, most approaches have been designed for high-dimensional problems with metric variables, whereas categorical data has largely been neglected. In recent years, however, it has become clear that regularization is also very promising when modelling categorical data. A specific trait of categorical data is that many parameters are typically needed to model the underlying structure. This results in complex estimation problems that call for structured penalties which are tailored to the categorical nature of the data. This article gives a systematic overview of penalty-based methods for categorical data developed so far and highlights some issues where further research is needed. We deal with categorical predictors as well as models for categorical response variables. The primary interest of this article is to give insight into basic properties of and differences between methods that are important with respect to statistical modelling in practice, without going into technical details or extensive discussion of asymptotic properties

Associating Multi-modal Brain Imaging Phenotypes and Genetic Risk Factors via A Dirty Multi-task Learning Method

Brain imaging genetics becomes more and more important in brain science, which integrates genetic variations and brain structures or functions to study the genetic basis of brain disorders. The multi-modal imaging data collected by different technologies, measuring the same brain distinctly, might carry complementary information. Unfortunately, we do not know the extent to which the phenotypic variance is shared among multiple imaging modalities, which further might trace back to the complex genetic mechanism. In this paper, we propose a novel dirty multi-task sparse canonical correlation analysis (SCCA) to study imaging genetic problems with multi-modal brain imaging quantitative traits (QTs) involved. The proposed method takes advantages of the multi-task learning and parameter decomposition. It can not only identify the shared imaging QTs and genetic loci across multiple modalities, but also identify the modality-specific imaging QTs and genetic loci, exhibiting a flexible capability of identifying complex multi-SNP-multi-QT associations. Using the state-of-the-art multi-view SCCA and multi-task SCCA, the proposed method shows better or comparable canonical correlation coefficients and canonical weights on both synthetic and real neuroimaging genetic data. In addition, the identified modality-consistent biomarkers, as well as the modality-specific biomarkers, provide meaningful and interesting information, demonstrating the dirty multi-task SCCA could be a powerful alternative method in multi-modal brain imaging genetics

The Achievable Performance of Convex Demixing

Demixing is the problem of identifying multiple structured signals from a superimposed, undersampled, and noisy observation. This work analyzes a general framework, based on convex optimization, for solving demixing problems. When the constituent signals follow a generic incoherence model, this analysis leads to precise recovery guarantees. These results admit an attractive interpretation: each signal possesses an intrinsic degrees-of-freedom parameter, and demixing can succeed if and only if the dimension of the observation exceeds the total degrees of freedom present in the observation