Sure Screening for Gaussian Graphical Models

We propose {graphical sure screening}, or GRASS, a very simple and computationally-efficient screening procedure for recovering the structure of a Gaussian graphical model in the high-dimensional setting. The GRASS estimate of the conditional dependence graph is obtained by thresholding the elements of the sample covariance matrix. The proposed approach possesses the sure screening property: with very high probability, the GRASS estimated edge set contains the true edge set. Furthermore, with high probability, the size of the estimated edge set is controlled. We provide a choice of threshold for GRASS that can control the expected false positive rate. We illustrate the performance of GRASS in a simulation study and on a gene expression data set, and show that in practice it performs quite competitively with more complex and computationally-demanding techniques for graph estimation

Deep Room Recognition Using Inaudible Echos

Recent years have seen the increasing need of location awareness by mobile applications. This paper presents a room-level indoor localization approach based on the measured room's echos in response to a two-millisecond single-tone inaudible chirp emitted by a smartphone's loudspeaker. Different from other acoustics-based room recognition systems that record full-spectrum audio for up to ten seconds, our approach records audio in a narrow inaudible band for 0.1 seconds only to preserve the user's privacy. However, the short-time and narrowband audio signal carries limited information about the room's characteristics, presenting challenges to accurate room recognition. This paper applies deep learning to effectively capture the subtle fingerprints in the rooms' acoustic responses. Our extensive experiments show that a two-layer convolutional neural network fed with the spectrogram of the inaudible echos achieve the best performance, compared with alternative designs using other raw data formats and deep models. Based on this result, we design a RoomRecognize cloud service and its mobile client library that enable the mobile application developers to readily implement the room recognition functionality without resorting to any existing infrastructures and add-on hardware. Extensive evaluation shows that RoomRecognize achieves 99.7%, 97.7%, 99%, and 89% accuracy in differentiating 22 and 50 residential/office rooms, 19 spots in a quiet museum, and 15 spots in a crowded museum, respectively. Compared with the state-of-the-art approaches based on support vector machine, RoomRecognize significantly improves the Pareto frontier of recognition accuracy versus robustness against interfering sounds (e.g., ambient music).Comment: 29 page

Nonparametric Independence Screening in Sparse Ultra-High Dimensional Additive Models

A variable screening procedure via correlation learning was proposed Fan and Lv (2008) to reduce dimensionality in sparse ultra-high dimensional models. Even when the true model is linear, the marginal regression can be highly nonlinear. To address this issue, we further extend the correlation learning to marginal nonparametric learning. Our nonparametric independence screening is called NIS, a specific member of the sure independence screening. Several closely related variable screening procedures are proposed. Under the nonparametric additive models, it is shown that under some mild technical conditions, the proposed independence screening methods enjoy a sure screening property. The extent to which the dimensionality can be reduced by independence screening is also explicitly quantified. As a methodological extension, an iterative nonparametric independence screening (INIS) is also proposed to enhance the finite sample performance for fitting sparse additive models. The simulation results and a real data analysis demonstrate that the proposed procedure works well with moderate sample size and large dimension and performs better than competing methods.Comment: 48 page