Estimating False Discovery Proportion Under Arbitrary Covariance Dependence

Multiple hypothesis testing is a fundamental problem in high dimensional inference, with wide applications in many scientific fields. In genome-wide association studies, tens of thousands of tests are performed simultaneously to find if any SNPs are associated with some traits and those tests are correlated. When test statistics are correlated, false discovery control becomes very challenging under arbitrary dependence. In the current paper, we propose a novel method based on principal factor approximation, which successfully subtracts the common dependence and weakens significantly the correlation structure, to deal with an arbitrary dependence structure. We derive an approximate expression for false discovery proportion (FDP) in large scale multiple testing when a common threshold is used and provide a consistent estimate of realized FDP. This result has important applications in controlling FDR and FDP. Our estimate of realized FDP compares favorably with Efron (2007)'s approach, as demonstrated in the simulated examples. Our approach is further illustrated by some real data applications. We also propose a dependence-adjusted procedure, which is more powerful than the fixed threshold procedure.Comment: 51 pages, 7 figures. arXiv admin note: substantial text overlap with arXiv:1012.439

A semi-proximal-based strictly contractive Peaceman-Rachford splitting method

The Peaceman-Rachford splitting method is very efficient for minimizing sum of two functions each depends on its variable, and the constraint is a linear equality. However, its convergence was not guaranteed without extra requirements. Very recently, He et al. (SIAM J. Optim. 24: 1011 - 1040, 2014) proved the convergence of a strictly contractive Peaceman-Rachford splitting method by employing a suitable underdetermined relaxation factor. In this paper, we further extend the so-called strictly contractive Peaceman-Rachford splitting method by using two different relaxation factors, and to make the method more flexible, we introduce semi-proximal terms to the subproblems. We characterize the relation of these two factors, and show that one factor is always underdetermined while the other one is allowed to be larger than 1. Such a flexible conditions makes it possible to cover the Glowinski's ADMM whith larger stepsize. We show that the proposed modified strictly contractive Peaceman-Rachford splitting method is convergent and also prove $O(1/t)$ convergence rate in ergodic and nonergodic sense, respectively. The numerical tests on an extensive collection of problems demonstrate the efficiency of the proposed method

Matching Theory for Future Wireless Networks: Fundamentals and Applications

The emergence of novel wireless networking paradigms such as small cell and cognitive radio networks has forever transformed the way in which wireless systems are operated. In particular, the need for self-organizing solutions to manage the scarce spectral resources has become a prevalent theme in many emerging wireless systems. In this paper, the first comprehensive tutorial on the use of matching theory, a Nobelprize winning framework, for resource management in wireless networks is developed. To cater for the unique features of emerging wireless networks, a novel, wireless-oriented classification of matching theory is proposed. Then, the key solution concepts and algorithmic implementations of this framework are exposed. Then, the developed concepts are applied in three important wireless networking areas in order to demonstrate the usefulness of this analytical tool. Results show how matching theory can effectively improve the performance of resource allocation in all three applications discussed

Relation Networks for Object Detection

Although it is well believed for years that modeling relations between objects would help object recognition, there has not been evidence that the idea is working in the deep learning era. All state-of-the-art object detection systems still rely on recognizing object instances individually, without exploiting their relations during learning. This work proposes an object relation module. It processes a set of objects simultaneously through interaction between their appearance feature and geometry, thus allowing modeling of their relations. It is lightweight and in-place. It does not require additional supervision and is easy to embed in existing networks. It is shown effective on improving object recognition and duplicate removal steps in the modern object detection pipeline. It verifies the efficacy of modeling object relations in CNN based detection. It gives rise to the first fully end-to-end object detector