Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation

We consider testing for two-sample means of high dimensional populations by thresholding. Two tests are investigated, which are designed for better power performance when the two population mean vectors differ only in sparsely populated coordinates. The first test is constructed by carrying out thresholding to remove the non-signal bearing dimensions. The second test combines data transformation via the precision matrix with the thresholding. The benefits of the thresholding and the data transformations are showed by a reduced variance of the test thresholding statistics, the improved power and a wider detection region of the tests. Simulation experiments and an empirical study are performed to confirm the theoretical findings and to demonstrate the practical implementations.Comment: 64 page

Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence

We consider two alternative tests to the Higher Criticism test of Donoho and Jin [Ann. Statist. 32 (2004) 962-994] for high-dimensional means under the sparsity of the nonzero means for sub-Gaussian distributed data with unknown column-wise dependence. The two alternative test statistics are constructed by first thresholding $L_1$ and $L_2$ statistics based on the sample means, respectively, followed by maximizing over a range of thresholding levels to make the tests adaptive to the unknown signal strength and sparsity. The two alternative tests can attain the same detection boundary of the Higher Criticism test in [Ann. Statist. 32 (2004) 962-994] which was established for uncorrelated Gaussian data. It is demonstrated that the maximal $L_2$-thresholding test is at least as powerful as the maximal $L_1$-thresholding test, and both the maximal $L_2$ and $L_1$-thresholding tests are at least as powerful as the Higher Criticism test.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1168 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Self-organization and phase transition in financial markets with multiple choices

Market confidence is essential for successful investing. By incorporating multi-market into the evolutionary minority game, we investigate the effects of investor beliefs on the evolution of collective behaviors and asset prices. When there exists another investment opportunity, market confidence, including overconfidence and under-confidence, is not always good or bad for investment. The roles of market confidence is closely related to market impact. For low market impact, overconfidence in a particular asset makes an investor become insensitive to losses and a delayed strategy adjustment leads to a decline in wealth, and thereafter, one's runaway from the market. For high market impact, under-confidence in a particular asset makes an investor over-sensitive to losses and one's too frequent strategy adjustment leads to a large fluctuation in asset prices, and thereafter, a decrease in the number of agents. At an intermediate market impact, the phase transition occurs. No matter what the market impact is, an equilibrium between different markets exists, which is reflected in the occurrence of similar price fluctuations in different markets. A theoretical analysis indicates that such an equilibrium results from the coupled effects of strategy updating and shift in investment. The runaway of the agents trading a specific asset will lead to a decline in the asset price volatility and such a decline will be inhibited by the clustering of the strategies. A uniform strategy distribution will lead to a large fluctuation in asset prices and such a fluctuation will be suppressed by the decrease in the number of agents in the market. A functional relationship between the price fluctuations and the numbers of agents is found

Technical advancements and protocol optimization of diffusion-weighted imaging (DWI) in liver

An area of rapid advancement in abdominal MRI is diffusion-weighted imaging (DWI). By measuring diffusion properties of water molecules, DWI is capable of non-invasively probing tissue properties and physiology at cellular and macromolecular level. The integration of DWI as part of abdominal MRI exam allows better lesion characterization and therefore more accurate initial diagnosis and treatment monitoring. One of the most technical challenging, but also most useful abdominal DWI applications is in liver and therefore requires special attention and careful optimization. In this article, the latest technical developments of DWI and its liver applications are reviewed with the explanations of the technical principles, recommendations of the imaging parameters, and examples of clinical applications. More advanced DWI techniques, including Intra-Voxel Incoherent Motion (IVIM) diffusion imaging, anomalous diffusion imaging, and Diffusion Kurtosis Imaging (DKI) are discussed

Observation of prolonged coherence time of the collective spin wave of atomic ensemble in a paraffin coated Rb vapor cell

We report a prolonged coherence time of the collective spin wave of a thermal 87Rb atomic ensemble in a paraffin coated cell. The spin wave is prepared through a stimulated Raman Process. The long coherence time time is achieved by prolonging the lifetime of the spins with paraffin coating and minimize dephasing with optimal experimental configuration. The observation of the long time delayed-stimulated Stokes signal in the writing process suggests the prolonged lifetime of the prepared spins; a direct measurement of the decay of anti-Stokes signal in the reading process shows the coherence time is up to 300 us after minimizing dephasing. This is one hundred times longer than the reported coherence time in the similar experiments in thermal atomic ensembles based on the Duan-Lukin-Cirac-Zoller (DLCZ) and its improved protocols. This prolonged coherence time sets the upper limit of the memory time in quantum repeaters based on such protocols, which is crucial for the realization of long-distance quantum communication. The previous reported fluorescence background in the writing process due to collision in a sample cell with buffer gas is also reduced in a cell without buffer gas.Comment: 4 pages, 4 figure