We address the problem of adaptive minimax density estimation on $\mathbb{R}^{d}$ with $L_{p}$ loss functions under Huber’s contamination model. To investigate the contamination effect on the optimal estimation of the density, we first establish the minimax rate with the assumption that the density is in an anisotropic Nikol’skii class. We then develop a data-driven bandwidth selection procedure for kernel estimators, which can be viewed as a robust generalization of the Goldenshluger-Lepski method. We show that the proposed bandwidth selection rule can lead to the estimator being minimax adaptive to either the smoothness parameter or the contamination proportion. When both of them are unknown, we prove that finding any minimax-rate adaptive method is impossible. Extensions to smooth contamination cases are also discussed.
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Abstract Motivation The advancement of high-throughput technology characterizes a wide variety of epigenetic modifications and noncoding RNAs across the genome involved in disease pathogenesis via regulating gene expression. The high dimensionality of both epigenetic/noncoding RNA and gene expression data make it challenging to identify the important regulators of genes. Conducting univariate test for each possible regulator–gene pair is subject to serious multiple comparison burden, and direct application of regularization methods to select regulator–gene pairs is computationally infeasible. Applying fast screening to reduce dimension first before regularization is more efficient and stable than applying regularization methods alone.
Results We propose a novel screening method based on robust partial correlation to detect epigenetic and noncoding RNA regulators of gene expression over the whole genome, a problem that includes both high-dimensional predictors and high-dimensional responses. Compared to existing screening methods, our method is conceptually innovative that it reduces the dimension of both predictor and response, and screens at both node (regulators or genes) and edge (regulator–gene pairs) levels. We develop data-driven procedures to determine the conditional sets and the optimal screening threshold, and implement a fast iterative algorithm. Simulations and applications to long noncoding RNA and microRNA regulation in Kidney cancer and DNA methylation regulation in Glioblastoma Multiforme illustrate the validity and advantage of our method.
Availability and implementation The R package, related source codes and real datasets used in this article are provided at https://github.com/kehongjie/rPCor.
Supplementary information Supplementary data are available at Bioinformatics online.
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Larochelle, H. ; Ranzato, M. ; Hadsell, R. ; Balcan, M.F. ; Lin, H. (Ed.)High-dimensional neural recordings across multiple brain regions can be used to establish functional connectivity with good spatial and temporal resolution. We designed and implemented a novel method, Latent Dynamic Factor Analysis of High-dimensional time series (LDFA-H), which combines (a) a new approach to estimating the covariance structure among high-dimensional time series (for the observed variables) and (b) a new extension of probabilistic CCA to dynamic time series (for the latent variables). Our interest is in the cross-correlations among the latent variables which, in neural recordings, may capture the flow of information from one brain region to another. Simulations show that LDFA-H outperforms existing methods in the sense that it captures target factors even when within-region correlation due to noise dominates cross-region correlation. We applied our method to local field potential (LFP) recordings from 192 electrodes in Prefrontal Cortex (PFC) and visual area V4 during a memory-guided saccade task. The results capture time-varying lead-lag dependencies between PFC and V4, and display the associated spatial distribution of the signals.more » « less
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