468 research outputs found
Comment: Microarrays, Empirical Bayes and the Two-Group Model
Comment on ``Microarrays, Empirical Bayes and the Two-Group Model''
[arXiv:0808.0572]Comment: Published in at http://dx.doi.org/10.1214/07-STS236C the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Comment: Microarrays, Empirical Bayes and the Two-Groups Model
Comment on ``Microarrays, Empirical Bayes and the Two-Groups Model''
[arXiv:0808.0572]Comment: Published in at http://dx.doi.org/10.1214/07-STS236A the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Minimax and Adaptive Inference in Nonparametric Function Estimation
Since Stein's 1956 seminal paper, shrinkage has played a fundamental role in
both parametric and nonparametric inference. This article discusses minimaxity
and adaptive minimaxity in nonparametric function estimation. Three
interrelated problems, function estimation under global integrated squared
error, estimation under pointwise squared error, and nonparametric confidence
intervals, are considered. Shrinkage is pivotal in the development of both the
minimax theory and the adaptation theory. While the three problems are closely
connected and the minimax theories bear some similarities, the adaptation
theories are strikingly different. For example, in a sharp contrast to adaptive
point estimation, in many common settings there do not exist nonparametric
confidence intervals that adapt to the unknown smoothness of the underlying
function. A concise account of these theories is given. The connections as well
as differences among these problems are discussed and illustrated through
examples.Comment: Published in at http://dx.doi.org/10.1214/11-STS355 the Statistical
Science (http://www.imstat.org/sts/) by the Institute of Mathematical
Statistics (http://www.imstat.org
A Direct Estimation Approach to Sparse Linear Discriminant Analysis
This paper considers sparse linear discriminant analysis of high-dimensional
data. In contrast to the existing methods which are based on separate
estimation of the precision matrix \O and the difference \de of the mean
vectors, we introduce a simple and effective classifier by estimating the
product \O\de directly through constrained minimization. The
estimator can be implemented efficiently using linear programming and the
resulting classifier is called the linear programming discriminant (LPD) rule.
The LPD rule is shown to have desirable theoretical and numerical properties.
It exploits the approximate sparsity of \O\de and as a consequence allows
cases where it can still perform well even when \O and/or \de cannot be
estimated consistently. Asymptotic properties of the LPD rule are investigated
and consistency and rate of convergence results are given. The LPD classifier
has superior finite sample performance and significant computational advantages
over the existing methods that require separate estimation of \O and \de.
The LPD rule is also applied to analyze real datasets from lung cancer and
leukemia studies. The classifier performs favorably in comparison to existing
methods.Comment: 39 pages.To appear in Journal of the American Statistical Associatio
Structured Matrix Completion with Applications to Genomic Data Integration
Matrix completion has attracted significant recent attention in many fields
including statistics, applied mathematics and electrical engineering. Current
literature on matrix completion focuses primarily on independent sampling
models under which the individual observed entries are sampled independently.
Motivated by applications in genomic data integration, we propose a new
framework of structured matrix completion (SMC) to treat structured missingness
by design. Specifically, our proposed method aims at efficient matrix recovery
when a subset of the rows and columns of an approximately low-rank matrix are
observed. We provide theoretical justification for the proposed SMC method and
derive lower bound for the estimation errors, which together establish the
optimal rate of recovery over certain classes of approximately low-rank
matrices. Simulation studies show that the method performs well in finite
sample under a variety of configurations. The method is applied to integrate
several ovarian cancer genomic studies with different extent of genomic
measurements, which enables us to construct more accurate prediction rules for
ovarian cancer survival.Comment: Accepted for publication in Journal of the American Statistical
Associatio
Sharp RIP Bound for Sparse Signal and Low-Rank Matrix Recovery
This paper establishes a sharp condition on the restricted isometry property
(RIP) for both the sparse signal recovery and low-rank matrix recovery. It is
shown that if the measurement matrix satisfies the RIP condition
, then all -sparse signals can be recovered exactly
via the constrained minimization based on . Similarly, if
the linear map satisfies the RIP condition ,
then all matrices of rank at most can be recovered exactly via the
constrained nuclear norm minimization based on . Furthermore, in
both cases it is not possible to do so in general when the condition does not
hold. In addition, noisy cases are considered and oracle inequalities are given
under the sharp RIP condition.Comment: to appear in Applied and Computational Harmonic Analysis (2012
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