An Integrated Toolkit for High-Dimensional Complex and Time Series Data Analysis

用于高维复杂和时间序列数据分析的集成工具包

• 批准号: 1712536
• 负责人: Fang Han
• 金额: $ 16万
• 依托单位: University of Washington
• 依托单位国家: 美国
• 项目类别: Standard Grant
• 财政年份: 2017
• 资助国家: 美国
• 起止时间: 2017-06-15 至 2020-05-31
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=1712536&HistoricalAwards=false
• 关键词: Integrated; Toolkit; Dimensional; Complex; Time

Fundamental questions about how the brain's structure evolves with age and how gene activities are controlled by transcription factors may be answered by studies involving high-dimensional data sets. As massive amounts of medical imaging and genome sequencing data are now being collected, these questions can be investigated by combining neuroscientists' and biologists' expertise with powerful data analysis tools geared towards addressing the subtlety and uncovering hidden patterns in the data. This project aims to develop an integrated toolkit of scalable, robust, and theoretically sound nonparametric and semiparametric solutions for high-throughput estimation of complex biological systems. It addresses the resolution of two major problems. The first problem considers massive amounts of high-dimensional complex-structured data that possess complex generating distributions and interrelationships, which often cannot be captured by simple linear systems. Such data are usually noisy and contain numerous outliers. The second problem considers data exhibiting temporal and spatial correlations and a relatively weak signal. Assuming independent and identically distributed data could lead to erroneous estimation and prediction, giving rise to inaccurate interpretation of biological systems. This project aims to provide methods to solve both of these problems.This research project puts forward new methods for effective analysis of biological systems, handling the aforementioned challenges in a unified fashion. One essential feature is the concept of large-scale robust nonparametric/semiparametric inference. In particular, the project aims to develop an integrated toolkit of methods that are: (1) easily scalable to high-dimensional data with a large sample size; (2) robust to data modeling assumptions and different kinds of data contaminations; (3) built in a nonparametric or semiparametric sense, where the corresponding generative models contain infinite-dimensional components that capture the data information or subtlety as much as possible. To illustrate, the investigator intends to construct, explore, and apply high dimensional generalized regression models, (generalized) partially linear models, shape-constrained regression models, and copula time series models, among others, to unveil hidden patterns in biological systems. The methods under development are designed to be optimal, namely, attaining either a nonparametric minimax or a semiparametric lower efficiency bound.

关于大脑结构如何随年龄进化以及转录因子如何控制基因活动的基本问题，可能会通过涉及高维数据集的研究来回答。随着海量医学成像和基因组测序数据的收集，这些问题可以通过将神经科学家和生物学家的专业知识与强大的数据分析工具结合起来进行研究，这些工具旨在解决数据中的微妙问题和揭示隐藏的模式。这个项目的目的是开发一个可扩展的、健壮的、理论上合理的非参数和半参数解决方案的集成工具包，用于复杂生物系统的高通量估计。它解决了两个主要问题。第一个问题考虑了海量的高维复杂结构数据，这些数据具有复杂的生成分布和相互关系，而这些往往不能被简单的线性系统捕获。这样的数据通常是有噪声的，并且包含大量的异常值。第二个问题考虑了表现出时间和空间相关性以及相对较弱的信号的数据。假设独立且同分布的数据可能会导致错误的估计和预测，从而导致对生物系统的不准确解释。本项目旨在提供解决这两个问题的方法。本研究项目提出了有效分析生物系统的新方法，以统一的方式处理上述挑战。一个基本特征是大规模稳健非参数/半参数推理的概念。特别是，该项目旨在开发一个综合的方法工具包，这些方法包括：(1)可轻松扩展到具有大样本量的高维数据；(2)对数据建模假设和不同类型的数据污染具有健壮性；(3)在非参数或半参数意义下构建，其中相应的生成模型包含尽可能多地捕捉数据信息或细微信息的无限维组件。为了说明这一点，研究人员打算构建、探索和应用高维广义回归模型、(广义)部分线性模型、形状约束回归模型和Copula时间序列模型等来揭示生物系统中的隐藏模式。正在开发的方法被设计为最优的，即要么达到非参数极大值，要么达到半参数效率下界。

项目成果

On estimation of isotonic piecewise constant signals

等张分段常数信号的估计

• DOI: 10.1214/18-aos1792
• 发表时间: 2020
• 期刊: Annals of Statistics
• 影响因子: 4.5
• 作者: Gao, Chao;Han, Fang;Zhang, Cun-Hui
• 通讯作者: Zhang, Cun-Hui

On rank estimators in increasing dimensions

• DOI: 10.1016/j.jeconom.2019.08.003
• 发表时间: 2019-08
• 期刊: Journal of Econometrics
• 影响因子: 6.3
• 作者: Yanqin Fan;Fang Han;Wei Li;Xiao‐Hua Zhou

Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs

• DOI: 10.1080/01621459.2020.1782223
• 发表时间: 2019-09
• 期刊: Journal of the American Statistical Association
• 影响因子: 3.7
• 作者: Hongjian Shi;M. Drton;Fang Han

Exponential inequalities for dependent V-statistics via random Fourier features

通过随机傅里叶特征的相关 V 统计量的指数不等式

• DOI: 10.1214/20-ejp411
• 发表时间: 2020
• 期刊: Electronic Journal of Probability
• 影响因子: 1.4
• 作者: Shen, Yandi;Han, Fang;Witten, Daniela
• 通讯作者: Witten, Daniela

ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions

• DOI: 10.1080/01621459.2016.1246366
• 发表时间: 2013-10
• 期刊: Journal of the American Statistical Association
• 影响因子: 3.7
• 作者: Fang Han;Han Liu