Ensemble subspace, penalty, pretest, and shrinkage strategies for high dimensional data

在当今以数据为中心的世界中，有许多流行语。我们在各行各业都会遇到数据，对于具有分析和客观思维的人来说，数据对他们的目标至关重要。理解数据并从中提取有意义的信息可能不是一件容易的事情。许多学科数据集的规模和范围的增长，产生了对理解和分析这些数据的创新统计战略的需求。需要各种统计和计算工具来揭示数据中包含的故事。我们将高维数据（HDD）定义为预测因子数量大于样本大小的数据集。HDD的分析是诸如社交媒体、工程网络、生物信息学、环境等许多研究领域的重要特征。“大数据”这个流行词定义模糊，但它的问题是真实的，统计学家在这个数据世界中发挥着至关重要的作用。毫无疑问，克服HDD的挑战是许多领域成功研究的关键。许多组织正在使用复杂的数字运算、数据挖掘或大数据分析来揭示基于收集的信息的模式。显然，对用于分析HDD的有效预测策略的需求日益增加。HDD的一些例子是基因表达阵列，社会网络建模，临床，遗传学和表型数据。

There are a host of buzzwords in today’s data-centric world. We encounter data in all walks of life, and for analytically- and objectively-minded people, data is crucial to their goals. Making sense of the data and extracting meaningful information from it may not be an easy task. The growth in the size and scope of data sets in a host of disciplines has created a need for innovative statistical strategies for understanding and analyzing such data. A variety of statistical and computational tools are needed to reveal the story that is contained in the data. We define high dimensional data (HDD) as data sets for which the number of predictors are larger than the sample size. The analysis of HDD is an important feature in a host of research fields such as social media, engineering networks, bio-informatics, environmental, and others. The buzzword “Big Data” is nebulously defined, but its problems are real and statisticians play a vital role in this data world. Undoubtedly, overcoming the challenges of HDD is key to successful research in a host of fields. Many organizations are using sophisticated number-crunching, data mining, or Big Data analytics to reveal patterns based on collected information. Clearly, there is an increasing demand for efficient prediction strategies for analyzing HDD. Some examples of HDD that have prompted demand are gene expression arrays, social network modeling, clinical, genetics and phenotypic data.