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Deep neural networks implementing generative models for dimensionality reduction have been extensively used for the visualization and analysis of genomic data. One of their key limitations is lack of interpretability: it is challenging to quantitatively identify which input features are used to construct the embedding dimensions, thus preventing insight into why cells are organized in a particular data visualization, for example. Here we present a scalable, interpretable variational autoencoder (siVAE) that is interpretable by design: it learns feature embeddings that guide the interpretation of the cell embeddings in a manner analogous to factor loadings of factor analysis. siVAE is asmore »Free, publicly-accessible full text available April 1, 2023
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Free, publicly-accessible full text available December 6, 2022
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Free, publicly-accessible full text available December 6, 2022
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Free, publicly-accessible full text available September 21, 2022
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Large-scale panel data is ubiquitous in many modern data science applications. Conventional panel data analysis methods fail to address the new challenges, like individual impacts of covariates, endogeneity, embedded low-dimensional structure, and heavy-tailed errors, arising from the innovation of data collection platforms on which applications operate. In response to these challenges, this paper studies large-scale panel data with an interactive effects model. This model takes into account the individual impacts of covariates on each spatial node and removes the exogenous condition by allowing latent factors to affect both covariates and errors. Besides, we waive the sub-Gaussian assumption and allow themore »
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This chapter provides a selective review on feature screening methods for ultra-high dimensional data. The main idea of feature screening is reducing the ultrahigh dimensionality of the feature space to a moderate size in a fast and efficient way and meanwhile retaining all the important features in the reduced feature space. This is referred to as the sure screening property. After feature screening, more sophisticated methods can be applied to reduced feature space for further analysis such as parameter estimation and statistical inference. This chapter only focuses on the feature screening stage. From the perspective of different types of data,more »
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Fan, J ; Pan, J. (Ed.)Testing whether the mean vector from some population is zero or not is a fundamental problem in statistics. In the high-dimensional regime, where the dimension of data p is greater than the sample size n, traditional methods such as Hotelling’s T2 test cannot be directly applied. One can project the high-dimensional vector onto a space of low dimension and then traditional methods can be applied. In this paper, we propose a projection test based on a new estimation of the optimal projection direction Σ^{−1}μ. Under the assumption that the optimal projection Σ^{−1}μ is sparse, we use a regularized quadratic programmingmore »