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Linkage analysis has provided valuable insights to the GWAS studies, particularly in revealing that SNPs in linkage disequilibrium (LD) can jointly influence disease phenotypes. However, the potential of LD network data has often been overlooked or underutilized in the literature. In this paper, we propose a locally adaptive structure learning algorithm (LASLA) that provides a principled and generic framework for incorporating network data or multiple samples of auxiliary data from related source domains; possibly in different dimensions/structures and from diverse populations. LASLA employs a $p$-value weighting approach, utilizing structural insights to assign data-driven weights to individual test points. Theoretical analysis shows that LASLA can asymptotically control FDR with independent or weakly dependent primary statistics, and achieve higher power when the network data is informative. Efficiency again of LASLA is illustrated through various synthetic experiments and an application to T2D-associated SNP identification., Comment: 33 pages, 7 figures

Two-sample multiple testing problems of sparse spatial data are frequently arising in a variety of scientific applications. In this article, we develop a novel neighborhood-assisted and posterior-adjusted (NAPA) approach to incorporate both the spatial smoothness and sparsity type side information to improve the power of the test while controlling the false discovery of multiple testing. We translate the side information into a set of weights to adjust the $p$-values, where the spatial pattern is encoded by the ordering of the locations, and the sparsity structure is encoded by a set of auxiliary covariates. We establish the theoretical properties of the proposed test, including the guaranteed power improvement over some state-of-the-art alternative tests, and the asymptotic false discovery control. We demonstrate the efficacy of the test through intensive simulations and two neuroimaging applications.

Estimation of the covariance matrix of asset returns is crucial to portfolio construction. As suggested by economic theories, the correlation structure among assets differs between emerging markets and developed countries. It is therefore imperative to make rigorous statistical inference on correlation matrix equality between the two groups of countries. However, if the traditional vector-valued approach is undertaken, such inference is either infeasible due to limited number of countries comparing to the relatively abundant assets, or invalid due to the violations of temporal independence assumption. This highlights the necessity of treating the observations as matrix-valued rather than vector-valued. With matrix-valued observations, our problem of interest can be formulated as statistical inference on covariance structures under sub-Gaussian distributions, i.e., testing non-correlation and correlation equality, as well as the corresponding support estimations. We develop procedures that are asymptotically optimal under some regularity conditions. Simulation results demonstrate the computational and statistical advantages of our procedures over certain existing state-of-the-art methods for both normal and non-normal distributions. Application of our procedures to stock market data reveals interesting patterns and validates several economic propositions via rigorous statistical testing.

Identifying informative predictors in a high dimensional regression model is a critical step for association analysis and predictive modeling. Signal detection in the high dimensional setting often fails due to the limited sample size. One approach to improve power is through meta-analyzing multiple studies on the same scientific question. However, integrative analysis of high dimensional data from multiple studies is challenging in the presence of between study heterogeneity. The challenge is even more pronounced with additional data sharing constraints under which only summary data but not individual level data can be shared across different sites. In this paper, we propose a novel data shielding integrative large-scale testing (DSILT) approach to signal detection by allowing between study heterogeneity and not requiring sharing of individual level data. Assuming the underlying high dimensional regression models of the data differ across studies yet share similar support, the DSILT approach incorporates proper integrative estimation and debiasing procedures to construct test statistics for the overall effects of specific covariates. We also develop a multiple testing procedure to identify significant effects while controlling for false discovery rate (FDR) and false discovery proportion (FDP). Theoretical comparisons of the DSILT procedure with the ideal individual--level meta--analysis (ILMA) approach and other distributed inference methods are investigated. Simulation studies demonstrate that the DSILT procedure performs well in both false discovery control and attaining power. The proposed method is applied to a real example on detecting interaction effect of the genetic variants for statins and obesity on the risk for Type 2 Diabetes.

Inferring brain connectivity network and quantifying the significance of interactions between brain regions are of paramount importance in neuroscience. Although there have recently emerged some tests for graph inference based on independent samples, there is no readily available solution to test the change of brain network for paired and correlated samples. In this article, we develop a paired test of matrix graphs to infer brain connectivity network when the groups of samples are correlated. The proposed test statistic is both bias corrected and variance corrected, and achieves a small estimation error rate. The subsequent multiple testing procedure built on this test statistic is guaranteed to asymptotically control the false discovery rate at the pre-specified level. Both the methodology and theory of the new test are considerably different from the two independent samples framework, owing to the strong correlations of measurements on the same subjects before and after the stimulus activity. We illustrate the efficacy of our proposal through simulations and an analysis of an Alzheimer's Disease Neuroimaing Initiative dataset., Comment: 30 pages, 1 figure, 5 tables

Comparing two population means of network data is of paramount importance in a wide range of scientific applications. Many existing network inference solutions focus on global testing of entire networks, without comparing individual network links. Besides, the observed data often take the form of vectors or matrices, and the problem is formulated as comparing two covariance or precision matrices under a normal or matrix normal distribution. Moreover, many tests suffer from a limited power under a small sample size. In this article, we tackle the problem of network comparison, both global and simultaneous inferences, when the data come in a different format, i.e., in the form of a collection of symmetric matrices, each of which encodes the network structure of an individual subject. Such data format commonly arises in applications such as brain connectivity analysis and clinical genomics. We no longer require the underlying data to follow a normal distribution, but instead impose some moment conditions that are easily satisfied for numerous types of network data. Furthermore, we propose a power enhancement procedure, and show that it can control the false discovery, while it has the potential to substantially enhance the power of the test. We investigate the efficacy of our testing procedure through both an asymptotic analysis and a simulation study under a finite sample size. We further illustrate our method with an example of brain structural connectivity analysis.

Based on a spin-dependent Boltzmann-Uehling-Uhlenbeck transport model with spin-dependent potentials incorporated using the lattice Hamiltonian method, we have studied the global spin polarization perpendicular to the reaction plane as well as the local spin polarization in the longitudinal direction in non-central intermediate-energy heavy-ion collisions, as an extension of similar studies in relativistic heavy-ion collisions. Both the global and the local spin polarizations are found to be mostly dominated by the time-odd component of the nuclear spin-orbit potential. Impacts of various theoretical uncertainties on the nucleon spin polarization as well as its dependence on the beam energy and impact parameter are discussed. Our study serves as a baseline for understanding the spin polarization mechanism of strongly interacting matter produced in heavy-ion collisions dominated by nucleon degree of freedom., Comment: 7 pages, 6 figures

Many statistical methodologies for high-dimensional data assume the population is normal. Although a few multivariate normality tests have been proposed, to the best of our knowledge, none of them can properly control the type I error when the dimension is larger than the number of observations. In this work, we propose a novel nonparametric test that utilizes the nearest neighbor information. The proposed method guarantees the asymptotic type I error control under the high-dimensional setting. Simulation studies verify the empirical size performance of the proposed test when the dimension grows with the sample size and at the same time exhibit a superior power performance of the new test compared with alternative methods. We also illustrate our approach through two popularly used data sets in high-dimensional classification and clustering literatures where deviation from the normality assumption may lead to invalid conclusions.

Evidence-based decision making often relies on meta-analyzing multiple studies, which enables more precise estimation and investigation of generalizability. Integrative analysis of multiple heterogeneous studies is, however, highly challenging in the ultra high dimensional setting. The challenge is even more pronounced when the individual level data cannot be shared across studies, known as DataSHIELD constraint (Wolfson et al., 2010). Under sparse regression models that are assumed to be similar yet not identical across studies, we propose in this paper a novel integrative estimation procedure for data-Shielding High-dimensional Integrative Regression (SHIR). SHIR protects individual data through summary-statistics-based integrating procedure, accommodates between study heterogeneity in both the covariate distribution and model parameters, and attains consistent variable selection. Theoretically, SHIR is statistically more efficient than the existing distributed approaches that integrate debiased LASSO estimators from the local sites. Furthermore, the estimation error incurred by aggregating derived data is negligible compared to the statistical minimax rate and SHIR is shown to be asymptotically equivalent in estimation to the ideal estimator obtained by sharing all data. The finite-sample performance of our method is studied and compared with existing approaches via extensive simulation settings. We further illustrate the utility of SHIR to derive phenotyping algorithms for coronary artery disease using electronic health records data from multiple chronic disease cohorts.