phase transitions for high dimensional clustering and related problems consider a two class clustering problem where we observe x i ell i mu z i z i stackrel mathit i i d sim n 0 i p 1 leq i leq n the feature vector mu in r p is unknown but is presumably sparse the class labels ell i in 1 1 are also unknown and the main interest is to estimate them we are interested in the statistical limits in the two dimensional phase space calibrating the rarity and strengths of useful features we find the precise demarcation for the region of impossibility and region of possibility in the former useful features are too rare weak for successful clustering in the latter useful features are strong enough to allow successful clustering the results are extended to the case of colored noise using le cam s idea on comparison of experiments we also extend the study on statistical limits for clustering to that for signal recovery and that for global testing we compare the statistical limits for three problems and expose some interesting insight we propose classical pca and important features pca if pca for clustering for a threshold t 0 if pca clusters by applying classical pca to all columns of x with an l 2 norm larger than t we also propose two aggregation methods for any parameter in the region of possibility some of these methods yield successful clustering we discover a phase transition for if pca for any threshold t 0 let xi t be the first left singular vector of the post selection data matrix the phase space partitions into two different regions in one region there is a t such that cos xi t ell rightarrow 1 and if pca yields successful clustering in the other cos xi t ell leq c 0 0 our results require delicate analysis especially on post selection random matrix theory and on lower bound arguments

multiple testing of general contrasts powerful improvements are possible for multiple testing procedures when the hypotheses are logically related closed testing with exhaustive tests provides a unifying framework for developing such procedures but can be computationally difficult and can be nonmonotonic in p values royen introduced a truncated closed testing method for the case of all pairwise comparisons in the analysis of variance that is monotonic in p values shaffer developed a similar truncated procedure for more general comparisons but using bonferroni tests rather than exhaustive tests and westfall extended shaffer s method to allow exhaustive tests this article extends royen s method to general contrasts and proves that it is equivalent to the extended shaffer procedure for k contrasts the method generally requires evaluation of o 2k critical values that correspond to subset intersection hypotheses and is computationally infeasible for large k the set of intersections is represented using a tree structure and a

gene identification using true discovery rate degree of association sets and estimates corrected for regression to the mean analyses intended to identify genes with expression that is associated with some clinical outcome or state are often based on ranked p values from tests of point null hypotheses of no association van de wiel and kim take the innovative approach of testing the interval null hypotheses that the degree of association for a gene is less than some value of interest against the alternative that it is greater combining this idea with the false discovery rate controlling methods of storey taylor and siegmund gives a computationally simple way to identify true discovery rate degree of association tdrda sets of genes among which a specified proportion are expected to have an absolute association of a specified degree or more this leads to a gene ranking method that uses the maximum lower bound degree of association for which each gene belongs to a tdrda set estimates of each gene s actual degree of association with approximate correction for selection bias due to regression to the mean rm can be derived using simple bivariate normal theory and efron and tibshirani s empirical bayes approach for a given data set all possible tdrda sets can be displayed along with the gene ranking and the rm corrected estimates of degree of association in a concise graphical summary

a sharper bonferroni procedure for multiple tests of significance summary a simple procedure for multiple tests of significance based on individual p values is derived this simple procedure is sharper than holm s 1979 sequentially rejective procedure both procedures contrast the ordered p values with the same set of critical values holm s procedure rejects an hypothesis only if its p value and each of the smaller p values are less than their corresponding critical values the new procedure rejects all hypotheses with smaller or equal p values to that of any one found less than its critical value

false discovery control for random fields this article extends false discovery rates to random fields for which there are uncountably many hypothesis tests we develop a method for finding regions in the field s domain where there is a significant signal while controlling either the proportion of area or the proportion of clusters in which false rejections occur the method produces confidence envelopes for the proportion of false discoveries as a function of the rejection threshold from the confidence envelopes we derive threshold procedures to control either the mean or the specified tail probabilities of the false discovery proportion an essential ingredient of this construnction is a new algorithm to compute a confidence superset for the set of all true null locations we demonstrate our method with applications to scan statistics and functional neuroimaging

stepup procedures controlling generalized fwer and generalized fdr in many applications of multiple hypothesis testing where more than one false rejection can be tolerated procedures controlling error rates measuring at least k false rejections instead of at least one for some fixed k 1 can potentially increase the ability of a procedure to detect false null hypotheses the k fwer a generalized version of the usual familywise error rate fwer is such an error rate that has recently been introduced in the literature and procedures controlling it have been proposed a further generalization of a result on the k fwer is provided in this article in addition an alternative and less conservative notion of error rate the k fdr is introduced in the same spirit as the k fwer by generalizing the usual false discovery rate fdr a k fwer procedure is constructed given any set of increasing constants by utilizing the kth order joint null distributions of the p values without assuming any specific form of dependence among all the p values procedures controlling the k fdr are also developed by using the kth order joint null distributions of the p values first assuming that the sets of null and nonnull p values are mutually independent or they are jointly positively dependent in the sense of being multivariate totally positive of order two mtp2 and then discarding that assumption about the overall dependence among the p values

outlier detection using nonconvex penalized regression this article studies the outlier detection problem from the standpoint of penalized regression in the regression model we add one mean shift parameter for each of the n data points we then apply a regularization favoring a sparse vector of mean shift parameters the usual l1 penalty yields a convex criterion but fails to deliver a robust estimator the l1 penalty corresponds to soft thresholding we introduce a thresholding denoted by based iterative procedure for outlier detection ipod a version based on hard thresholding correctly identifies outliers on some hard test problems we describe the connection between ipod and m estimators our proposed method has one tuning parameter with which to both identify outliers and estimate regression coefficients a data dependent choice can be made based on the bayes information criterion the tuned ipod shows outstanding performance in identifying outliers in various situations compared with other existing approaches in addition ipod is much

an improved bonferroni procedure for multiple tests of significance summary a modification of the bonferroni procedure for testing multiple hypotheses is presented the method based on the ordered p values of the individual tests is less conservative than the classical bonferroni procedure but is still simple to apply a simulation study shows that the probability of a type i error of the procedure does not exceed the nominal significance level a for a variety of multivariate normal and multivariate gamma test statistics for independent tests the procedure has type i error probability equal to a the method appears particularly advantageous over the classical bonferroni procedure when several highly correlated test statistics are involved

operator norm consistent estimation of large dimensional sparse covariance matrices estimating covariance matrices is a problem of fundamental importance in multivariate statistics in practice it is increasingly frequent to work with data matrices x of dimension n x p where p and n are both large results from random matrix theory show very clearly that in this setting standard estimators like the sample covariance matrix perform in general very poorly in this large n large p setting it is sometimes the case that practitioners are willing to assume that many elements of the population covariance matrix are equal to 0 and hence this matrix is sparse we develop an estimator to handle this situation the estimator is shown to be consistent in operator norm when for instance we have p n as n oo in other words the largest singular value of the difference between the estimator and the population covariance matrix goes to zero this implies consistency of all the eigenvalues and consistency of eigenspaces associated to isolated eigenvalues we also propose a notion of sparsity for matrices that is compatible with spectral analysis and is independent of the ordering of the variables

synchrony and complexity in state related eeg networks an application of spectral graph theory the brain may be considered as a synchronized dynamic network with several coherent dynamical units however concerns remain whether synchronizability is a stable state in the brain networks if s

a stagewise rejective multiple test procedure based on a modified bonferroni test summary simes 1986 has proposed a modified bonferroni procedure for the test of an overall hypothesis which is the combination of n individual hypotheses in contrast to the classical bonferroni procedure it is not obvious how statements about individual hypotheses are to be made for this procedure in the present paper a multiple test procedure allowing statements on individual hypotheses is proposed it is based on the principle of closed test procedures marcus peritz gabriel 1976 and controls the multiple level a

variance component tests of multivariate mediation effects under composite null hypotheses mediation effects of multiple mediators are determined by two associations one between an exposure and mediators s m and the other between the mediators and an outcome conditional on the exposure m y the test for mediation effects is conducted under a composite null hypothesis that is either one of the s m and m y associations is zero or both are zeros without accounting for the composite null the type 1 error rate within a study containing a large number of multimediator tests may be much less than the expected we propose a novel test to address the issue for each mediation test j j 1 j we examine the s m and m y associations using two separate variance component tests assuming a zero mean working distribution with a common variance for the element wise s m and m y associations score tests for the variance components are constructed we transform the test statistics into two normally distributed statistics under the null using a recently developed result we conduct j hypothesis tests accounting for the composite null hypothesis by adjusting for the variances of the normally distributed statistics for the s m and m y associations advantages of the proposed test over other methods are illustrated in simulation studies and a data application where we analyze lung cancer data from the cancer genome atlas to investigate the smoking effect on gene expression through dna methylation in 15 114 genes

high dimensional variable selection via tilting the paper considers variable selection in linear regression models where the number of covariates is possibly much larger than the number of observations high dimensionality of the data brings in many complications such as possibly spurious high correlations between the variables which result in marginal correlation being unreliable as a measure of association between the variables and the response we propose a new way of measuring the contribution of each variable to the response which takes into account high correlations between the variables in a data driven way the proposed tilting procedure provides an adaptive choice between the use of marginal correlation and tilted correlation for each variable where the choice is made depending on the values of the hard thresholded sample correlation of the design matrix we study the conditions under which this measure can successfully discriminate between the relevant and the irrelevant variables and thus be used as a tool for variable selection finally an iterative variable screening algorithm is constructed to exploit the theoretical properties of tilted correlation and its good practical performance is demonstrated in a comparative simulation study

nonparametric bayes modeling of multivariate categorical data modeling of multivariate unordered categorical nominal data is a challenging problem particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure commonly used approaches rely on the incorporation of latent gaussian random variables or parametric latent class models the goal of this article is to develop a nonparametric bayes approach which defines a prior with full support on the space of distributions for multiple unordered categorical variables this support condition ensures that we are not restricting the dependence structure a priori we show this can be accomplished through a dirichlet process mixture of product multinomial distributions which is also a convenient form for posterior computation methods for nonparametric testing of violations of independence are proposed and the methods are applied to model positional dependence within transcription factor binding motifs

significance testing for small microarray experiments summary which signicance test is carried out when the number of repeats is small in microarray experiments can dramatically inuence the results when in two sample comparisons both conditions have fewer than say ve repeats traditional test statistics require extreme results before a gene is considered statis tically signicant dierentially expressed after a multiple comparisons correction in the literature many approaches to circumvent this problem have been proposed some of these proposals use empirical bayes arguments to moderate the variance estimates for individual genes other proposals try to stabilize these variance estimate by combining groups of genes or similar experiments in this paper we compare several of these approaches both on data sets where both experimental conditions are the same and thus few statistically signicant dierentially expressed genes should be identied and on experiments where both conditions do dier this allows us to identify which approaches are most powerful without identifying many false positives we conclude that after balancing the numbers of false positives and true positives an empirical bayes approach and an approach which combines experiments perform best standard t tests are inferior and oer almost no power when the sample size is small copyright 2005 john wiley sons ltd

some equivalent conditions for block two by two matrices to be nonsingular in this paper we derive some equivalent conditions for block two by two matrices to be nonsingular in an elementary way

semiparametric detection of significant activation for brain fmri functional magnetic resonance imaging fmri aims to locate activated regions in human brains when specific tasks are performed the conventional tool for analyzing fmri data applies some variant of the linear model which is restrictive in modeling assumptions to yield more accurate prediction of the time course behavior of neuronal responses the semiparametric inference for the underlying hemodynamic response function is developed to identify significantly activated voxels under mild regularity conditions we demonstrate that a class of the proposed semiparametric test statistics based on the local linear estimation technique follow x 2 distributions under null hypotheses for a number of useful hypotheses furthermore the asymptotic power functions of the constructed tests are derived under the fixed and contiguous alternatives simulation evaluations and real fmri data application suggest that the semiparametric inference procedure provides more efficient detection of activated brain areas than the popular imaging analysis tools afni and fsl

multiple tests based on a gaussian approximation of the unitary events method with delayed coincidence count the unitary events ue method is one of the most popular and efficient methods used over the past decade to detect patterns of coincident joint spike activity among simultaneously recorded neurons the detection of coincidences is usually based on binned coincidence count grun 1996 which is known to be subject to loss in synchrony detection grun diesmann grammont riehle aertsen 1999 this defect has been corrected by the multiple shift coincidence count grun et al 1999 the statistical properties of this count have not been further investigated until this work the formula being more difficult to deal with than the original binned count first we propose a new notion of coincidence count the delayed coincidence count which is equal to the multiple shift coincidence count when discretized point processes are involved as models for the spike trains moreover it generalizes this notion to nondiscretized point processes allowing us to propose a new gaussian approximation of the count since unknown parameters are involved in the approximation we perform a plug in step where unknown parameters are replaced by estimated ones leading to a modification of the approximating distribution finally the method takes the multiplicity of the tests into account via a benjamini and hochberg approach benjamini hochberg 1995 to guarantee a prescribed control of the false discovery rate we compare our new method mtgaue multiple tests based on a gaussian approximation of the unitary events and the ue method proposed in grun et al 1999 over various simulations showing that mtgaue extends the validity of the previous method in particular mtgaue is able to detect both profusion and lack of coincidences with respect to the independence case and is robust to changes in the underlying model furthermore mtgaue is applied on real data

optimizing methods for linking cinematic features to fmri data abstract one of the challenges of naturalistic neurosciences using movie viewing experiments is how to interpret observed brain activations in relation to the multiplicity of time locked stimulus features as previous studies have shown less inter subject synchronization across viewers of random video footage than story driven films new methods need to be developed for analysis of less story driven contents to optimize the linkage between our fmri data collected during viewing of a deliberately non narrative silent film at land by maya deren 1944 and its annotated content we combined the method of elastic net regularization with the model driven linear regression and the well established data driven independent component analysis ica and inter subject correlation isc methods in the linear regression analysis both ic and region of interest roi time series were fitted with time series of a total of 36 binary valued and one real valued tactile annotation of film features the elastic net regularization and cross validation were applied in the ordinary least squares linear regression in order to avoid over fitting due to the multicollinearity of regressors the results were compared against both the partial least squares pls regression and the un regularized full model regression non parametric permutation testing scheme was applied to evaluate the statistical significance of regression we found statistically significant correlation between the annotation model and 9 ics out of 40 ics regression analysis was also repeated for a large set of cubic rois covering the grey matter both ic and roi based regression analyses revealed activations in parietal and occipital regions with additional smaller clusters in the frontal lobe furthermore we found elastic net based regression more sensitive than pls and un regularized regression since it detected a larger number of significant ics and rois along with the isc ranking methods our regression analysis proved a feasible method for ordering the ics based on their functional relevance to the annotated cinematic features the novelty of our method is in comparison to the hypothesis driven manual pre selection and observation of some individual regressors biased by choice in applying data driven approach to all content features simultaneously we found especially the combination of regularized regression and ica useful when analyzing fmri data obtained using non narrative movie stimulus with a large set of complex and correlated features

detection of the number of signals using the benjamini hochberg procedure this paper presents a novel approach to detect multiple signals embedded in noisy observations from a sensor array we formulate the detection problem as a multiple hypothesis test to control the global level of the multiple test we apply the false discovery rate fdr criterion proposed by benjamini and hochberg compared to the classical familywise error rate fwe criterion the fdr controling procedure leads to a significant gain in power for large size problems in addition we apply the bootstrap technique to estimate the observed significance level required by the fdr controling procedure simulations show that the fdr controling procedure always provides higher probability of correct detection than the fwe controling procedure furthermore the reliability of the proposed test procedure is not affected by the gain in power of the test

estimating the false discovery rate using nonparametric deconvolution summary given a set of microarray data the problem is to detect differentially expressed genes using a false discovery rate fdr criterion as opposed to common procedures in the literature we do not base the selection criterion on statistical significance only but also on the effect size therefore we select only those genes that are significantly more differentially expressed than some f fold e g f 2 this corresponds to use of an interval null domain for the effect size based on a simple error model we discuss a naive estimator for the fdr interpreted as the probability that the parameter of interest lies in the null domain e g log2 2 1 given that the test statistic exceeds a threshold we improve the naive estimator by using deconvolution that is the density of the parameter of interest is recovered from the data we study performance of the methods using simulations and real data

structural similarity and difference testing on multiple sparse gaussian graphical models we present a new framework on inferring structural similarities and differences among multiple high dimensional gaussian graphical models ggms corresponding to the same set of variables under distinct experimental conditions the new framework adopts the partial correlation coefficients to characterize the potential changes of dependency strengths between two variables a hierarchical method has been further developed to recover edges with different or similar dependency strengths across multiple ggms in particular we first construct two sample test statistics for testing the equality of partial correlation coefficients and conduct large scale multiple tests to estimate the substructure of differential dependencies after removing differential substructure from original ggms a follow up multiple testing procedure is used to detect the substructure of similar dependencies among ggms in each step false discovery rate is controlled asymptotically at a desired level power results are proved which demonstrate that our method is more powerful on finding common edges than the common approach that separately estimates ggms the performance of the proposed hierarchical method is illustrated on simulated datasets

statistical discoveries and effect size estimation abstract current methods of statistical inference are correct but incomplete small probability of wrong null hypothesis rejections can be misunderstood definitive rejections of null hypotheses as well as interval assessments of effect sizes are impossible in single cases with significance probabilities like 05 sufficiently large sets of independent experiments and attained significance levels p values should be registered from such data it is possible to calculate least upper bounds for proportions of fallacies in sets of null hypothesis rejections or effect size assessments a provisional rejection of a null hypothesis in a one tailed test or a one sided confidence interval showing a nonzero effect is here called a discovery consider a large number n of independent experiments with r discoveries for r rejections of null hypotheses the proportion of fallacies q has least upper bound q max n r 1 1 1 for r confidence intervals the proportion of fallacies is e n r assumi

support vector machines for dyadic data we describe a new technique for the analysis of dyadic data where two sets of objects row and column objects are characterized by a matrix of numerical values that describe their mutual relationships the new technique called potential support vector machine p svm is a large margin method for the construction of classifiers and regression functions for the column objects contrary to standard support vector machine approaches the p svm minimizes a scale invariant capacity measure and requires a new set of constraints as a result the p svm method leads to a usually sparse expansion of the classification and regression functions in terms of the row rather than the column objects and can handle data and kernel matrices that are neither positive definite nor square we then describe two complementary regularization schemes the first scheme improves generalization performance for classification and regression tasks the second scheme leads to the selection of a small informative set of row support objects and can be applied to feature selection benchmarks for classification regression and feature selection tasks are performed with toy data as well as with several real world data sets the results show that the new method is at least competitive with but often performs better than the benchmarked standard methods for standard vectorial as well as true dyadic data sets in addition a theoretical justification is provided for the new approach

joint mean and covariance estimation with unreplicated matrix variate data abstractit has been proposed that complex populations such as those that arise in genomics studies may exhibit dependencies among observations as well as among variables this gives rise to the challenging problem of analyzing unreplicated high dimensional data with unknown mean and dependence structures matrix variate approaches that impose various forms of inverse covariance sparsity allow flexible dependence structures to be estimated but cannot directly be applied when the mean and covariance matrices are estimated jointly we present a practical method utilizing generalized least squares and penalized inverse covariance estimation to address this challenge we establish consistency and obtain rates of convergence for estimating the mean parameters and covariance matrices the advantages of our approaches are i dependence graphs and covariance structures can be estimated in the presence of unknown mean structure ii the mean structure becomes more efficiently estimated when accounting for

factor selection and structural identification in the interaction anova model when faced with categorical predictors and a continuous response the objective of an analysis often consists of two tasks finding which factors are important and determining which levels of the factors differ significantly from one another often times these tasks are done separately using analysis of variance anova followed by a post hoc hypothesis testing procedure such as tukey s honestly significant difference test when interactions between factors are included in the model the collapsing of levels of a factor becomes a more difficult problem when testing for differences between two levels of a factor claiming no difference would refer not only to equality of main effects but also to equality of each interaction involving those levels this structure between the main effects and interactions in a model is similar to the idea of heredity used in regression models this article introduces a new method for accomplishing both of the common analysis tasks simultaneously in an interaction model while also adhering to the heredity type constraint on the model an appropriate penalization is constructed that encourages levels of factors to collapse and entire factors to be set to zero it is shown that the procedure has the oracle property implying that asymptotically it performs as well as if the exact structure were known beforehand we also discuss the application to estimating interactions in the unreplicated case simulation studies show the procedure outperforms post hoc hypothesis testing procedures as well as similar methods that do not include a structural constraint the method is also illustrated using a real data example

a linear non gaussian acyclic model for causal discovery in recent years several methods have been proposed for the discovery of causal structure from non experimental data such methods make various assumptions on the data generating process to facilitate its identification from purely observational data continuing this line of research we show how to discover the complete causal structure of continuous valued data under the assumptions that a the data generating process is linear b there are no unobserved confounders and c disturbance variables have non gaussian distributions of non zero variances the solution relies on the use of the statistical method known as independent component analysis and does not require any pre specified time ordering of the variables we provide a complete matlab package for performing this lingam analysis short for linear non gaussian acyclic model and demonstrate the effectiveness of the method using artificially generated data and real world data

accumulation tests for fdr control in ordered hypothesis testing abstractmultiple testing problems arising in modern scientific applications can involve simultaneously testing thousands or even millions of hypotheses with relatively few true signals in this article we consider the multiple testing problem where prior information is available for instance from an earlier study under different experimental conditions that can allow us to test the hypotheses as a ranked list to increase the number of discoveries given an ordered list of n hypotheses the aim is to select a data dependent cutoff k and declare the first k hypotheses to be statistically significant while bounding the false discovery rate fdr generalizing several existing methods we develop a family of accumulation tests to choose a cutoff k that adapts to the amount of signal at the top of the ranked list we introduce a new method in this family the hingeexp method which offers higher power to detect true signals compared to existing techniques our theoretical results prove that these metho

type ii generalized family wise error rate formulas with application to sample size determination multiple endpoints are increasingly used in clinical trials the significance of some of these clinical trials is established if at least r null hypotheses are rejected among m that are simultaneously tested the usual approach in multiple hypothesis testing is to control the family wise error rate which is defined as the probability that at least one type i error is made more recently the q generalized family wise error rate has been introduced to control the probability of making at least q false rejections for procedures controlling this global type i error rate we define a type ii r generalized family wise error rate which is directly related to the r power defined as the probability of rejecting at least r false null hypotheses we obtain very general power formulas that can be used to compute the sample size for single step and step wise procedures these are implemented in our r package rpowersamplesize available on the cran making them directly available to end users complexities of the formulas are presented to gain insight into computation time issues comparison with monte carlo strategy is also presented we compute sample sizes for two clinical trials involving multiple endpoints one designed to investigate the effectiveness of a drug against acute heart failure and the other for the immunogenicity of a vaccine strategy against pneumococcus copyright 2016 john wiley sons ltd

controlling the false discovery rate a practical and powerful approach to multiple testing summary the common approach to the multiplicity problem calls for controlling the familywise error rate fwer this approach though has faults and we point out a few a different approach to problems of multiple significance testing is presented it calls for controlling the expected proportion of falsely rejected hypotheses the false discovery rate this error rate is equivalent to the fwer when all hypotheses are true but is smaller otherwise therefore in problems where the control of the false discovery rate rather than that of the fwer is desired there is potential for a gain in power a simple sequential bonferronitype procedure is proved to control the false discovery rate for independent test statistics and a simulation study shows that the gain in power is substantial the use of the new procedure and the appropriateness of the criterion are illustrated with examples

a sequentially rejective test procedure based on a modified bonferroni inequality summary a sharper bonferroni procedure for multiple tests of significance is derived this procedure is an improvement of hochberg s 1988 procedure which contrasts the individual p values with corresponding critical points it is shown that hochberg s original procedure is conservative and can be made more powerful by enlarging the rejection region so that the type one error is exactly at the nominal level it is also shown that the modified procedure retains all the desired properties of the original procedure

outlier detection and false discovery rates for whole genome dna matching we define a statistic called the matching statistic for locating regions of the genome that exhibit excess similarity among cases when compared to controls such regions are reasonable candidates for harboring disease genes we find the asymptotic distribution of the statistic while accounting for correlations among sampled individuals we then use the benjamini and hochberg false discovery rate fdr method for multiple hypothesis testing to find regions of excess sharing the p values for each region involve estimated nuisance parameters under appropriate conditions we show that the fdr method based on p values and with estimated nuisance parameters asymptotically preserves the fdr property finally we apply the method to a pilot study on schizophrenia

baker campbell hausdorff relations for the super poincare group baker campbell hausdorff relations are obtained for the connected supergroup associated with the super poincare algebra iosp 1 4