Regularized estimation of linear functionals of precision matrices for high-dimensional time series

This paper studies a Dantzig-selector type regularized estimator for linear functionals of high-dimensional linear processes. Explicit rates of convergence of the proposed estimator are obtained and they cover the broad regime from i.i.d. samples to long-range dependent time series and from sub-Gaussian innovations to those with mild polynomial moments. It is shown that the convergence rates depend on the degree of temporal dependence and the moment conditions of the underlying linear processes. The Dantzig-selector estimator is applied to the sparse Markowitz portfolio allocation and the optimal linear prediction for time series, in which the ratio consistency when compared with an oracle estimator is established. The effect of dependence and innovation moment conditions is further illustrated in the simulation study. Finally, the regularized estimator is applied to classify the cognitive states on a real fMRI dataset and to portfolio optimization on a financial dataset.Comment: 44 pages, 4 figure

L2L^2 Asymptotics for High-Dimensional Data

We develop an asymptotic theory for $L^2$ norms of sample mean vectors of high-dimensional data. An invariance principle for the $L^2$ norms is derived under conditions that involve a delicate interplay between the dimension $p$, the sample size $n$ and the moment condition. Under proper normalization, central and non-central limit theorems are obtained. To facilitate the related statistical inference, we propose a plug-in calibration method and a re-sampling procedure to approximate the distributions of the $L^2$ norms. Our results are applied to multiple tests and inference of covariance matrix structures.Comment: 3

Factors Affecting College Students' Intention to Use English U-learning in Sichuan, China

Purpose: This research aimed to evaluate the effects of perceived ease of use, social influence, service quality, perceived usefulness, satisfaction, and attitude toward using and intention to use English u-learning on college students.  Research design, data and methodology: This study was a quantitative study and the researcher obtained data for analysis by distributing questionnaires to the target population. the index of Item–Objective Congruence (IOC), pilot test, Confirmatory Factor Analysis (CFA) and Structural Equation Model (SEM) were methods utilized to analyze the data and test research hypotheses proposed. Results: The results showed that perceived ease of use and perceived usefulness of English u-learning, social influence, service quality, and satisfaction had positive direct and/or indirect effect on college students’ intention to use English u-learning. Satisfaction exerted the most significant influence on intention to use English u-learning. However, attitude showed no causal relationship with intention to use English u-learning. Conclusions: For English u-learning system developers, they should focus on improving perceived ease of use, perceived usefulness, and service quality of the system. For system promoters and management of education institutions, they ought to increase social influence of English u-learning and raise students’ satisfaction to improve their intention to use English u-learning

Estimation of dynamic networks for high-dimensional nonstationary time series

This paper is concerned with the estimation of time-varying networks for high-dimensional nonstationary time series. Two types of dynamic behaviors are considered: structural breaks (i.e., abrupt change points) and smooth changes. To simultaneously handle these two types of time-varying features, a two-step approach is proposed: multiple change point locations are first identified based on comparing the difference between the localized averages on sample covariance matrices, and then graph supports are recovered based on a kernelized time-varying constrained $L_1$-minimization for inverse matrix estimation (CLIME) estimator on each segment. We derive the rates of convergence for estimating the change points and precision matrices under mild moment and dependence conditions. In particular, we show that this two-step approach is consistent in estimating the change points and the piecewise smooth precision matrix function, under certain high-dimensional scaling limit. The method is applied to the analysis of network structure of the S\&P 500 index between 2003 and 2008

Stochastic simulation and statistical inference platform for visualization and estimation of transcriptional kinetics

Recent advances in single-molecule fluorescent imaging have enabled quantitative measurements of transcription at a single gene copy, yet an accurate understanding of transcriptional kinetics is still lacking due to the difficulty of solving detailed biophysical models. Here we introduce a stochastic simulation and statistical inference platform for modeling detailed transcriptional kinetics in prokaryotic systems, which has not been solved analytically. The model includes stochastic two-state gene activation, mRNA synthesis initiation and stepwise elongation, release to the cytoplasm, and stepwise co-transcriptional degradation. Using the Gillespie algorithm, the platform simulates nascent and mature mRNA kinetics of a single gene copy and predicts fluorescent signals measurable by time-lapse single-cell mRNA imaging, for different experimental conditions. To approach the inverse problem of estimating the kinetic parameters of the model from experimental data, we develop a heuristic optimization method based on the genetic algorithm and the empirical distribution of mRNA generated by simulation. As a demonstration, we show that the optimization algorithm can successfully recover the transcriptional kinetics of simulated and experimental gene expression data. The platform is available as a MATLAB software package at https://data.caltech.edu/records/1287

Deep Learning for Person Reidentification Using Support Vector Machines

© 2017 Mengyu Xu et al. Due to the variations of viewpoint, pose, and illumination, a given individual may appear considerably different across different camera views. Tracking individuals across camera networks with no overlapping fields is still a challenging problem. Previous works mainly focus on feature representation and metric learning individually which tend to have a suboptimal solution. To address this issue, in this work, we propose a novel framework to do the feature representation learning and metric learning jointly. Different from previous works, we represent the pairs of pedestrian images as new resized input and use linear Support Vector Machine to replace softmax activation function for similarity learning. Particularly, dropout and data augmentation techniques are also employed in this model to prevent the network from overfitting. Extensive experiments on two publically available datasets VIPeR and CUHK01 demonstrate the effectiveness of our proposed approach