Search

collapse is a large C/C++-based infrastructure package facilitating complex statistical computing, data transformation, and exploration tasks in R - at outstanding levels of performance and memory efficiency. It also implements a class-agnostic approach to R programming, supporting vector, matrix and data frame-like objects and their popular variants (e.g., factor, ts, xts, tibble, data.table, sf), enabling its seamless integration with large parts of the R ecosystem. This article introduces the package's key components and design principles in a structured way, supported by a rich set of examples. A small benchmark demonstrates its computational performance., Comment: 32 pages, 0 figures. Submitted to the Journal of Statistical Software

With the rapid development of quantum computers, quantum algorithms have been studied extensively. However, quantum algorithms tackling statistical problems are still lacking. In this paper, we propose a novel non-oracular quantum adaptive search (QAS) method for the best subset selection problems. QAS performs almost identically to the naive best subset selection method but reduces its computational complexity from $O(D)$ to $O(\sqrt{D}\log_2D)$, where $D=2^p$ is the total number of subsets over $p$ covariates. Unlike existing quantum search algorithms, QAS does not require the oracle information of the true solution state and hence is applicable to various statistical learning problems with random observations. Theoretically, we prove QAS attains any arbitrary success probability $q \in (0.5, 1)$ within $O(\log_2D)$ iterations. When the underlying regression model is linear, we propose a quantum linear prediction method that is faster than its classical counterpart. We further introduce a hybrid quantum-classical strategy to avoid the capacity bottleneck of existing quantum computing systems and boost the success probability of QAS by majority voting. The effectiveness of this strategy is justified by both theoretical analysis and extensive empirical experiments on quantum and classical computers.

The world is becoming increasingly complex, both in terms of the rich sources of data we have access to as well as in terms of the statistical and computational methods we can use on those data. These factors create an ever-increasing risk for errors in our code and sensitivity in our findings to data preparation and execution of complex statistical and computing methods. The consequences of coding and data mistakes can be substantial. Openness (e.g., providing others with data code) and transparency (e.g., requiring that data processing and code follow standards) are two key solutions to help alleviate concerns about replicability and errors. In this paper, we describe the key steps for implementing a code quality assurance (QA) process for researchers to follow to improve their coding practices throughout a project to assure the quality of the final data, code, analyses and ultimately the results. These steps include: (i) adherence to principles for code writing and style that follow best practices, (ii) clear written documentation that describes code, workflow and key analytic decisions; (iii) careful version control, (iv) good data management; and (iv) regular testing and review. Following all these steps will greatly improve the ability of a study to assure results are accurate and reproducible. The responsibility for code QA falls not only on individual researchers but institutions, journals, and funding agencies as well., Comment: 29 pages, 6 figures

The demand for high-performance computing (HPC) is ever-increasing for everyday statistical computing purposes. The downside is that we need to write specialized code for each HPC environment. CPU-level parallelization needs to be explicitly coded for effective use of multiple nodes in cluster supercomputing environments. Acceleration via graphics processing units (GPUs) requires to write kernel code. The Julia software package DistStat.jl implements a data structure for distributed arrays that work on both multi-node CPU clusters and multi-GPU environments transparently. This package paves a way to developing high-performance statistical software in various HPC environments simultaneously. As a demonstration of the transparency and scalability of the package, we provide applications to large-scale nonnegative matrix factorization, multidimensional scaling, and $\ell_1$-regularized Cox proportional hazards model on an 8-GPU workstation and a 720-CPU-core virtual cluster in Amazon Web Services (AWS) cloud. As a case in point, we analyze the on-set of type-2 diabetes from the UK Biobank with 400,000 subjects and 500,000 single nucleotide polymorphisms using the $\ell_1$-regularized Cox proportional hazards model. Fitting a half-million-variate regression model took less than 50 minutes on AWS.

Technological advances in the past decade, hardware and software alike, have made access to high-performance computing (HPC) easier than ever. We review these advances from a statistical computing perspective. Cloud computing makes access to supercomputers affordable. Deep learning software libraries make programming statistical algorithms easy and enable users to write code once and run it anywhere -- from a laptop to a workstation with multiple graphics processing units (GPUs) or a supercomputer in a cloud. Highlighting how these developments benefit statisticians, we review recent optimization algorithms that are useful for high-dimensional models and can harness the power of HPC. Code snippets are provided to demonstrate the ease of programming. We also provide an easy-to-use distributed matrix data structure suitable for HPC. Employing this data structure, we illustrate various statistical applications including large-scale positron emission tomography and $\ell_1$-regularized Cox regression. Our examples easily scale up to an 8-GPU workstation and a 720-CPU-core cluster in a cloud. As a case in point, we analyze the onset of type-2 diabetes from the UK Biobank with 200,000 subjects and about 500,000 single nucleotide polymorphisms using the HPC $\ell_1$-regularized Cox regression. Fitting this half-million-variate model takes less than 45 minutes and reconfirms known associations. To our knowledge, this is the first demonstration of the feasibility of penalized regression of survival outcomes at this scale., Comment: Accepted for publication in Statistical Science

Traditionally, statistical computing courses have taught the syntax of a particular programming language or specific statistical computation methods. Since the publication of Nolan and Temple Lang (2010), we have seen a greater emphasis on data wrangling, reproducible research, and visualization. This shift better prepares students for careers working with complex datasets and producing analyses for multiple audiences. But, we argue, statisticians are now often called upon to develop statistical software, not just analyses, such as R packages implementing new analysis methods or machine learning systems integrated into commercial products. This demands different skills. We describe a graduate course that we developed to meet this need by focusing on four themes: programming practices; software design; important algorithms and data structures; and essential tools and methods. Through code review and revision, and a semester-long software project, students practice all the skills of software engineering. The course allows students to expand their understanding of computing as applied to statistical problems while building expertise in the kind of software development that is increasingly the province of the working statistician. We see this as a model for the future evolution of the computing curriculum in statistics and data science., Comment: 22 pages

The field of computational statistics refers to statistical methods or tools that are computationally intensive. Due to the recent advances in computing power some of these methods have become prominent and central to modern data analysis. In this article we focus on several of the main methods including density estimation, kernel smoothing, smoothing splines, and additive models. While the field of computational statistics includes many more methods, this article serves as a brief introduction to selected popular topics.