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It is increasingly recognized that participation bias can pose problems for genetic studies. Recently, to overcome the challenge that genetic information of non-participants is unavailable, it is shown that by comparing the IBD (identity by descent) shared and not-shared segments among the participants, one can estimate the genetic component underlying participation. That, however, does not directly address how to adjust estimates of heritability and genetic correlation for phenotypes correlated with participation. Here, for phenotypes whose mean differences between population and sample are known, we demonstrate a way to do so by adopting a statistical framework that separates out the genetic and non-genetic correlations between participation and these phenotypes. Crucially, our method avoids making the assumption that the effect of the genetic component underlying participation is manifested entirely through these other phenotypes. Applying the method to 12 UK Biobank phenotypes, we found 8 have significant genetic correlations with participation, including body mass index, educational attainment, and smoking status. For most of these phenotypes, without adjustments, estimates of heritability and the absolute value of genetic correlation would have underestimation biases.

A univariate continuous function can always be decomposed as the sum of a non-increasing function and a non-decreasing one. Based on this property, we propose a non-parametric regression method that combines two spline-fitted monotone curves. We demonstrate by extensive simulations that, compared to standard spline-fitting methods, the proposed approach is particularly advantageous in high-noise scenarios. Several theoretical guarantees are established for the proposed approach. Additionally, we present statistics to test the monotonicity of a function based on monotone decomposition, which can better control Type I error and achieve comparable (if not always higher) power compared to existing methods. Finally, we apply the proposed fitting and testing approaches to analyze the single-cell pseudotime trajectory datasets, identifying significant biological insights for non-monotonically expressed genes through Gene Ontology enrichment analysis. The source code implementing the methodology and producing all results is accessible at https://github.com/szcf-weiya/MonotoneDecomposition.jl.

We introduce a class of generic spike-and-slab priors for high-dimensional linear regression with grouped variables and present a Coordinate-ascent Variational Inference (CAVI) algorithm for obtaining an optimal variational Bayes approximation. Using parameter expansion for a specific, yet comprehensive, family of slab distributions, we obtain a further gain in computational efficiency. The method can be easily extended to fitting additive models. Theoretically, we present general conditions on the generic spike-and-slab priors that enable us to derive the contraction rates for both the true posterior and the VB posterior for linear regression and additive models, of which some previous theoretical results can be viewed as special cases. Our simulation studies and real data application demonstrate that the proposed method is superior to existing methods in both variable selection and parameter estimation. Our algorithm is implemented in the R package GVSSB., Comment: 64 pages, 6 figures

Despite the widespread utilization of Gaussian process models for versatile nonparametric modeling, they exhibit limitations in effectively capturing abrupt changes in function smoothness and accommodating relationships with heteroscedastic errors. Addressing these shortcomings, the heteroscedastic Gaussian process (HeGP) regression seeks to introduce flexibility by acknowledging the variability of residual variances across covariates in the regression model. In this work, we extend the HeGP concept, expanding its scope beyond regression tasks to encompass classification and state-space models. To achieve this, we propose a novel framework where the Gaussian process is coupled with a covariate-induced precision matrix process, adopting a mixture formulation. This approach enables the modeling of heteroscedastic covariance functions across covariates. To mitigate the computational challenges posed by sampling, we employ variational inference to approximate the posterior and facilitate posterior predictive modeling. Additionally, our training process leverages an EM algorithm featuring closed-form M-step updates to efficiently evaluate the heteroscedastic covariance function. A notable feature of our model is its consistent performance on multivariate responses, accommodating various types (continuous or categorical) seamlessly. Through a combination of simulations and real-world applications in climatology, we illustrate the model's prowess and advantages. By overcoming the limitations of traditional Gaussian process models, our proposed framework offers a robust and versatile tool for a wide array of applications., Comment: submitted to the Journal of the American Statistical Association (JASA)

In this paper, we prove that functional sliced inverse regression (FSIR) achieves the optimal (minimax) rate for estimating the central space in functional sufficient dimension reduction problems. First, we provide a concentration inequality for the FSIR estimator of the covariance of the conditional mean, i.e., $\var(\E[\boldsymbol{X}\mid Y])$. Based on this inequality, we establish the root-$n$ consistency of the FSIR estimator of the image of $\var(\E[\boldsymbol{X}\mid Y])$. Second, we apply the most widely used truncated scheme to estimate the inverse of the covariance operator and identify the truncation parameter which ensures that FSIR can achieve the optimal minimax convergence rate for estimating the central space. Finally, we conduct simulations to demonstrate the optimal choice of truncation parameter and the estimation efficiency of FSIR. To the best of our knowledge, this is the first paper to rigorously prove the minimax optimality of FSIR in estimating the central space for multiple-index models and general $Y$ (not necessarily discrete).

We present a method for fitting monotone curves using cubic B-splines, which is equivalent to putting a monotonicity constraint on the coefficients. We explore different ways of enforcing this constraint and analyze their theoretical and empirical properties. We propose two algorithms for solving the spline fitting problem: one that uses standard optimization techniques and one that trains a Multi-Layer Perceptrons (MLP) generator to approximate the solutions under various settings and perturbations. The generator approach can speed up the fitting process when we need to solve the problem repeatedly, such as when constructing confidence bands using bootstrap. We evaluate our method against several existing methods, some of which do not use the monotonicity constraint, on some monotone curves with varying noise levels. We demonstrate that our method outperforms the other methods, especially in high-noise scenarios. We also apply our method to analyze the polarization-hole phenomenon during star formation in astrophysics. The source code is accessible at \texttt{\url{https://github.com/szcf-weiya/MonotoneSplines.jl}}.

Within the next decade, experimental High Energy Physics (HEP) will enter a new era of scientific discovery through a set of targeted programs recommended by the Particle Physics Project Prioritization Panel (P5), including the upcoming High Luminosity Large Hadron Collider (LHC) HL-LHC upgrade and the Deep Underground Neutrino Experiment (DUNE). These efforts in the Energy and Intensity Frontiers will require an unprecedented amount of computational capacity on many fronts including Monte Carlo (MC) detector simulation. In order to alleviate this impending computational bottleneck, the Celeritas MC particle transport code is designed to leverage the new generation of heterogeneous computer architectures, including the exascale computing power of U.S. Department of Energy (DOE) Leadership Computing Facilities (LCFs), to model targeted HEP detector problems at the full fidelity of Geant4. This paper presents the planned roadmap for Celeritas, including its proposed code architecture, physics capabilities, and strategies for integrating it with existing and future experimental HEP computing workflows., Comment: Contribution to Snowmass 2021

The varying coefficient model has received broad attention from researchers as it is a powerful dimension reduction tool for non-parametric modeling. Most existing varying coefficient models fitted with polynomial spline assume equidistant knots and take the number of knots as the hyperparameter. However, imposing equidistant knots appears to be too rigid, and determining the optimal number of knots systematically is also a challenge. In this article, we deal with this challenge by utilizing polynomial splines with adaptively selected and predictor-specific knots to fit the coefficients in varying coefficient models. An efficient dynamic programming algorithm is proposed to find the optimal solution. Numerical results show that the new method can achieve significantly smaller mean squared errors for coefficients compared with the equidistant spline fitting method.

This article is a discussion of Zanella and Roberts' paper: Multilevel linear models, gibbs samplers and multigrid decompositions. We consider several extensions in which the multigrid decomposition would bring us interesting insights, including vector hierarchical models, linear mixed effects models and partial centering parametrizations., Comment: 18 pages

The Multiple-try Metropolis (MTM) method is an interesting extension of the classical Metropolis-Hastings algorithm. However, theoretical understandings of its convergence behavior as well as whether and how it may help are still unknown. This paper derives the exact convergence rate for Multiple-try Metropolis Independent sampler (MTM-IS) via an explicit eigen analysis. As a by-product, we prove that MTM-IS is less efficient than the simpler approach of repeated independent Metropolis-Hastings method at the same computational cost. We further explore more variations and find it possible to design more efficient MTM algorithms by creating correlated multiple trials., Comment: 34 pages; 7 figures

A study of initial-state gluon radiation (ISR) in hadron collisions is presented using Drell-Yan (DY) events produced in proton-antiproton collisions by the Tevatron collider at a center-of-mass energy of 1.96 TeV. This paper adopts a novel approach which uses the mean value of the Z/$\gamma^*$ transverse momentum $$ in DY events as a powerful observable to characterize the effect of ISR. In a data sample corresponding to an integrated luminosity of 9.4 fb$^{-1}$ collected with the CDF Run II detector, $$ is measured as a function of the Z/$\gamma^*$ invariant mass. It is found that these two observables have a dependence, $ = -8 + 2.2 \ln m_{DY}^2$ [GeV/c], where $m_{DY}$ is the value of the Z/$\gamma^*$ mass measured in units of GeV/$c^2$. This linear dependence is observed for the first time in this analysis. It may be exploited to model the effect of ISR and constrain its impact in other processes., Comment: 14 pages, 14 figures

We propose a kernel-based partial permutation test for checking the equality of functional relationship between response and covariates among different groups. The main idea, which is intuitive and easy to implement, is to keep the projections of the response vector $\boldsymbol{Y}$ on leading principle components of a kernel matrix fixed and permute $\boldsymbol{Y}$'s projections on the remaining principle components. The proposed test allows for different choices of kernels, corresponding to different classes of functions under the null hypothesis. First, using linear or polynomial kernels, our partial permutation tests are exactly valid in finite samples for linear or polynomial regression models with Gaussian noise; similar results straightforwardly extend to kernels with finite feature spaces. Second, by allowing the kernel feature space to diverge with the sample size, the test can be large-sample valid for a wider class of functions. Third, for general kernels with possibly infinite-dimensional feature space, the partial permutation test is exactly valid when the covariates are exactly balanced across all groups, or asymptotically valid when the underlying function follows certain regularized Gaussian processes. We further suggest test statistics using likelihood ratio between two (nested) GPR models, and propose computationally efficient algorithms utilizing the EM algorithm and Newton's method, where the latter also involves Fisher scoring and quadratic programming and is particularly useful when EM suffers from slow convergence. Extensions to correlated and non-Gaussian noises have also been investigated theoretically or numerically. Furthermore, the test can be extended to use multiple kernels together and can thus enjoy properties from each kernel. Both simulation study and application illustrate the properties of the proposed test.

At the Fermilab Tevatron proton-antiproton ($p\bar{p}$) collider, high-mass electron-neutrino ($e\nu$) pairs are produced predominantly in the process $p \bar{p} \rightarrow W(\rightarrow e\nu) + X$. The asymmetry of the electron and positron yield as a function of their pseudorapidity constrain the slope of the ratio of the $u$- to $d$-quark parton distributions versus the fraction of the proton momentum carried by the quarks. This paper reports on the measurement of the electron-charge asymmetry using the full data set recorded by the Collider Detector at Fermilab in 2001--2011 and corresponding to 9.1~fb$^{-1}$ of integrated luminosity. The measurement significantly improves the precision of the Tevatron constraints on the parton-distribution functions of the proton. Numerical tables of the measurement are provided., Comment: 27 pages, 25 figures. To be published in PRD

Learning how to aggregate ranking lists has been an active research area for many years and its advances have played a vital role in many applications ranging from bioinformatics to internet commerce. The problem of discerning reliability of rankers based only on the rank data is of great interest to many practitioners, but has received less attention from researchers. By dividing the ranked entities into two disjoint groups, i.e., relevant and irrelevant/background ones, and incorporating the Mallows model for the relative ranking of relevant entities, we propose a framework for rank aggregation that can not only distinguish quality differences among the rankers but also provide the detailed ranking information for relevant entities. Theoretical properties of the proposed approach are established, and its advantages over existing approaches are demonstrated via simulation studies and real-data applications. Extensions of the proposed method to handle partial ranking lists and conduct covariate-assisted rank aggregation are also discussed.

The knockoff filter is a recent false discovery rate (FDR) control method for high-dimensional linear models. We point out that knockoff has three key components: ranking algorithm, augmented design, and symmetric statistic, and each component admits multiple choices. By considering various combinations of the three components, we obtain a collection of variants of knockoff. All these variants guarantee finite-sample FDR control, and our goal is to compare their power. We assume a Rare and Weak signal model on regression coefficients and compare the power of different variants of knockoff by deriving explicit formulas of false positive rate and false negative rate. Our results provide new insights on how to improve power when controlling FDR at a targeted level. We also compare the power of knockoff with its propotype - a method that uses the same ranking algorithm but has access to an ideal threshold. The comparison reveals the additional price one pays by finding a data-driven threshold to control FDR., Comment: 67 pages, 13 figures

Deep neural networks (DNNs) have become increasingly popular and achieved outstanding performance in predictive tasks. However, the DNN framework itself cannot inform the user which features are more or less relevant for making the prediction, which limits its applicability in many scientific fields. We introduce neural Gaussian mirrors (NGMs), in which mirrored features are created, via a structured perturbation based on a kernel-based conditional dependence measure, to help evaluate feature importance. We design two modifications of the DNN architecture for incorporating mirrored features and providing mirror statistics to measure feature importance. As shown in simulated and real data examples, the proposed method controls the feature selection error rate at a predefined level and maintains a high selection power even with the presence of highly correlated features.

The success of deep learning has inspired recent interests in applying neural networks in statistical inference. In this paper, we investigate the use of deep neural networks for nonparametric regression with measurement errors. We propose an efficient neural network design for estimating measurement error models, in which we use a fully connected feed-forward neural network (FNN) to approximate the regression function $f(x)$, a normalizing flow to approximate the prior distribution of $X$, and an inference network to approximate the posterior distribution of $X$. Our method utilizes recent advances in variational inference for deep neural networks, such as the importance weight autoencoder, doubly reparametrized gradient estimator, and non-linear independent components estimation. We conduct an extensive numerical study to compare the neural network approach with classical nonparametric methods and observe that the neural network approach is more flexible in accommodating different classes of regression functions and performs superior or comparable to the best available method in nearly all settings., Comment: 37 pages, 8 figures

Bi-clustering is a useful approach in analyzing biological data when observations come from heterogeneous groups and have a large number of features. We outline a general Bayesian approach in tackling bi-clustering problems in moderate to high dimensions, and propose three Bayesian bi-clustering models on categorical data, which increase in complexities in their modeling of the distributions of features across bi-clusters. Our proposed methods apply to a wide range of scenarios: from situations where data are cluster-distinguishable only among a small subset of features but masked by a large amount of noise, to situations where different groups of data are identified by different sets of features or data exhibit hierarchical structures. Through simulation studies, we show that our methods outperform existing (bi-)clustering methods in both identifying clusters and recovering feature distributional patterns across bi-clusters. We apply our methods to two genetic datasets, though the area of application of our methods is even broader.

The generalized linear models (GLM) have been widely used in practice to model non-Gaussian response variables. When the number of explanatory features is relatively large, scientific researchers are of interest to perform controlled feature selection in order to simplify the downstream analysis. This paper introduces a new framework for feature selection in GLMs that can achieve false discovery rate (FDR) control in two asymptotic regimes. The key step is to construct a mirror statistic to measure the importance of each feature, which is based upon two (asymptotically) independent estimates of the corresponding true coefficient obtained via either the data-splitting method or the Gaussian mirror method. The FDR control is achieved by taking advantage of the mirror statistic's property that, for any null feature, its sampling distribution is (asymptotically) symmetric about 0. In the moderate-dimensional setting in which the ratio between the dimension (number of features) p and the sample size n converges to a fixed value, we construct the mirror statistic based on the maximum likelihood estimation. In the high-dimensional setting where p is much larger than n, we use the debiased Lasso to build the mirror statistic. Compared to the Benjamini-Hochberg procedure, which crucially relies on the asymptotic normality of the Z statistic, the proposed methodology is scale free as it only hinges on the symmetric property, thus is expected to be more robust in finite-sample cases. Both simulation results and a real data application show that the proposed methods are capable of controlling the FDR, and are often more powerful than existing methods including the Benjamini-Hochberg procedure and the knockoff filter., Comment: 60 pages, 13 pages

To overcome the computational bottleneck of various data perturbation procedures such as the bootstrap and cross validations, we propose the Generative Multiple-purpose Sampler (GMS), which constructs a generator function to produce solutions of weighted M-estimators from a set of given weights and tuning parameters. The GMS is implemented by a single optimization without having to repeatedly evaluate the minimizers of weighted losses, and is thus capable of significantly reducing the computational time. We demonstrate that the GMS framework enables the implementation of various statistical procedures that would be unfeasible in a conventional framework, such as the iterated bootstrap, bootstrapped cross-validation for penalized likelihood, bootstrapped empirical Bayes with nonparametric maximum likelihood, etc. To construct a computationally efficient generator function, we also propose a novel form of neural network called the \emph{weight multiplicative multilayer perceptron} to achieve fast convergence. Our numerical results demonstrate that the new neural network structure enjoys a few orders of magnitude speed advantage in comparison to the conventional one. An R package called GMS is provided, which runs under Pytorch to implement the proposed methods and allows the user to provide a customized loss function to tailor to their own models of interest.

As a principled dimension reduction technique, factor models have been widely adopted in social science, economics, bioinformatics, and many other fields. However, in high-dimensional settings, conducting a 'correct' Bayesianfactor analysis can be subtle since it requires both a careful prescription of the prior distribution and a suitable computational strategy. In particular, we analyze the issues related to the attempt of being "noninformative" for elements of the factor loading matrix, especially for sparse Bayesian factor models in high dimensions, and propose solutions to them. We show here why adopting the orthogonal factor assumption is appropriate and can result in a consistent posterior inference of the loading matrix conditional on the true idiosyncratic variance and the allocation of nonzero elements in the true loading matrix. We also provide an efficient Gibbs sampler to conduct the full posterior inference based on the prior setup from Rockova and George (2016)and a uniform orthogonal factor assumption on the factor matrix.