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Conditional density estimation is a fundamental problem in statistics, with scientific and practical applications in biology, economics, finance and environmental studies, to name a few. In this paper, we propose a conditional density estimator based on gradient boosting and Lindsey’s method (LinCDE). LinCDE admits flexible modeling of the density family and can capture distributional characteristics like modality and shape. In particular, when suitably parametrized, LinCDE will produce smooth and non-negative density estimates. Furthermore, like boosted regression trees, LinCDE does automatic feature selection. We demonstrate LinCDE’s efficacy through extensive simulations and three real data examples. 

Canonical correlation analysis (CCA) is a technique for measuring the association between two multivariate data matrices. A regularized modification of canonical correlation analysis (RCCA) which imposes an [Formula: see text] penalty on the CCA coefficients is widely used in applications with high-dimensional data. One limitation of such regularization is that it ignores any data structure, treating all the features equally, which can be ill-suited for some applications. In this article we introduce several approaches to regularizing CCA that take the underlying data structure into account. In particular, the proposed group regularized canonical correlation analysis (GRCCA) is useful when the variables are correlated in groups. We illustrate some computational strategies to avoid excessive computations with regularized CCA in high dimensions. We demonstrate the application of these methods in our motivating application from neuroscience, as well as in a small simulation example. 

We study the assessment of the accuracy of heterogeneous treatment effect (HTE) estimation, where the HTE is not directly observable so standard computation of prediction errors is not applicable. To tackle the difficulty, we propose an assessment approach by constructing pseudo‐observations of the HTE based on matching. Our contributions are three‐fold: first, we introduce a novel matching distance derived from proximity scores in random forests; second, we formulate the matching problem as an average minimum‐cost flow problem and provide an efficient algorithm; third, we propose a match‐then‐split principle for the assessment with cross‐validation. We demonstrate the efficacy of the assessment approach using simulations and a real dataset. 

Summary Three-dimensional (3D) genome spatial organization is critical for numerous cellular processes, including transcription, while certain conformation-driven structural alterations are frequently oncogenic. Genome architecture had been notoriously difficult to elucidate, but the advent of the suite of chromatin conformation capture assays, notably Hi-C, has transformed understanding of chromatin structure and provided downstream biological insights. Although many findings have flowed from direct analysis of the pairwise proximity data produced by these assays, there is added value in generating corresponding 3D reconstructions deriving from superposing genomic features on the reconstruction. Accordingly, many methods for inferring 3D architecture from proximity data have been advanced. However, none of these approaches exploit the fact that single chromosome solutions constitute a one-dimensional (1D) curve in 3D. Rather, this aspect has either been addressed by imposition of constraints, which is both computationally burdensome and cell type specific, or ignored with contiguity imposed after the fact. Here, we target finding a 1D curve by extending principal curve methodology to the metric scaling problem. We illustrate how this approach yields a sequence of candidate solutions, indexed by an underlying smoothness or degrees-of-freedom parameter, and propose methods for selection from this sequence. We apply the methodology to Hi-C data obtained on IMR90 cells and so are positioned to evaluate reconstruction accuracy by referencing orthogonal imaging data. The results indicate the utility and reproducibility of our principal curve approach in the face of underlying structural variation.