FarmTest: Factor-Adjusted Robust Multiple Testing with Approximate False Discovery Control

Large-scale multiple testing with correlated and heavy-tailed data arises in a wide range of research areas from genomics, medical imaging to finance. Conventional methods for estimating the false discovery proportion (FDP) often ignore the effect of heavy-tailedness and the dependence structure among test statistics, and thus may lead to inefficient or even inconsistent estimation. Also, the commonly imposed joint normality assumption is arguably too stringent for many applications. To address these challenges, in this paper we propose a Factor-Adjusted Robust Multiple Testing (FarmTest) procedure for large-scale simultaneous inference with control of the false discovery proportion. We demonstrate that robust factor adjustments are extremely important in both controlling the FDP and improving the power. We identify general conditions under which the proposed method produces consistent estimate of the FDP. As a byproduct that is of independent interest, we establish an exponential-type deviation inequality for a robust $U$-type covariance estimator under the spectral norm. Extensive numerical experiments demonstrate the advantage of the proposed method over several state-of-the-art methods especially when the data are generated from heavy-tailed distributions. The proposed procedures are implemented in the R-package FarmTest.Comment: 52 pages, 9 figure

Revisiting the distance, environment and supernova properties of SNR G57.2+0.8 that hosts SGR 1935+2154

We have performed a multi-wavelength study of supernova remnant (SNR) G57.2+0.8 and its environment. The SNR hosts the magnetar SGR 1935+2154, which emitted an extremely bright ms-duration radio burst on 2020 Apr 28 (The Chime/Frb Collaboration et al. 2020; Bochenek et al. 2020). We used the 12CO and 13CO J=1-0 data from the Milky Way Image Scroll Painting (MWISP) CO line survey to search for molecular gas associated with G57.2+0.8, in order to constrain the physical parameters (e.g., the distance) of the SNR and its magnetar. We report that SNR G57.2+0.8 is likely impacting the molecular clouds (MCs) at the local standard of rest (LSR) velocity V_{LSR} ~ 30 km/s and excites a weak 1720 MHz OH maser with a peak flux density of 47 mJy/beam. The chance coincidence of a random OH spot falling in the SNR is <12%, and the OH-CO correspondence chance is 7% at the maser spot. This combines to give < 1% false probability of the OH maser, suggesting a real maser detection. The LSR velocity of the MCs places the SNR and magnetar at a kinematic distance of d=6.6 +/- 0.7 kpc. The nondetection of thermal X-ray emission from the SNR and the relatively dense environment suggests G57.2+0.8 be an evolved SNR with an age $t>1.6 \times 10^4$ (d/6.6 kpc) yr. The explosion energy of G57.2+0.8 is lower than $2 \times 10^{51}(n_0/10 cm^{-3})^{1.16} (d/~6.6 kpc)^{3.16}$ erg, which is not very energetic even assuming a high ambient density $n_0$ = 10 cm$^{-3}$. This reinforces the opinion that magnetars do not necessarily result from very energetic supernova explosions.Comment: 9 pages, 5 figures, accepted for publication in the Astrophysical Journa

User-Friendly Covariance Estimation for Heavy-Tailed Distributions

We offer a survey of recent results on covariance estimation for heavy-tailed distributions. By unifying ideas scattered in the literature, we propose user-friendly methods that facilitate practical implementation. Specifically, we introduce element-wise and spectrum-wise truncation operators, as well as their $M$-estimator counterparts, to robustify the sample covariance matrix. Different from the classical notion of robustness that is characterized by the breakdown property, we focus on the tail robustness which is evidenced by the connection between nonasymptotic deviation and confidence level. The key observation is that the estimators needs to adapt to the sample size, dimensionality of the data and the noise level to achieve optimal tradeoff between bias and robustness. Furthermore, to facilitate their practical use, we propose data-driven procedures that automatically calibrate the tuning parameters. We demonstrate their applications to a series of structured models in high dimensions, including the bandable and low-rank covariance matrices and sparse precision matrices. Numerical studies lend strong support to the proposed methods.Comment: 56 pages, 2 figure

From Rank Estimation to Rank Approximation: Rank Residual Constraint for Image Restoration

In this paper, we propose a novel approach to the rank minimization problem, termed rank residual constraint (RRC) model. Different from existing low-rank based approaches, such as the well-known nuclear norm minimization (NNM) and the weighted nuclear norm minimization (WNNM), which estimate the underlying low-rank matrix directly from the corrupted observations, we progressively approximate the underlying low-rank matrix via minimizing the rank residual. Through integrating the image nonlocal self-similarity (NSS) prior with the proposed RRC model, we apply it to image restoration tasks, including image denoising and image compression artifacts reduction. Towards this end, we first obtain a good reference of the original image groups by using the image NSS prior, and then the rank residual of the image groups between this reference and the degraded image is minimized to achieve a better estimate to the desired image. In this manner, both the reference and the estimated image are updated gradually and jointly in each iteration. Based on the group-based sparse representation model, we further provide a theoretical analysis on the feasibility of the proposed RRC model. Experimental results demonstrate that the proposed RRC model outperforms many state-of-the-art schemes in both the objective and perceptual quality