Statistical Inference from High Dimensional Data

Statistical Inference from High Dimensional Data
Author: Carlos Fernandez-Lozano
Publisher: MDPI
Total Pages: 314
Release: 2021-04-28
Genre: Science
ISBN: 3036509445

• Real-world problems can be high-dimensional, complex, and noisy • More data does not imply more information • Different approaches deal with the so-called curse of dimensionality to reduce irrelevant information • A process with multidimensional information is not necessarily easy to interpret nor process • In some real-world applications, the number of elements of a class is clearly lower than the other. The models tend to assume that the importance of the analysis belongs to the majority class and this is not usually the truth • The analysis of complex diseases such as cancer are focused on more-than-one dimensional omic data • The increasing amount of data thanks to the reduction of cost of the high-throughput experiments opens up a new era for integrative data-driven approaches • Entropy-based approaches are of interest to reduce the dimensionality of high-dimensional data

Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference

Concentration of Maxima and Fundamental Limits in High-Dimensional Testing and Inference
Author: Zheng Gao
Publisher: Springer
Total Pages: 140
Release: 2021-09-08
Genre: Mathematics
ISBN: 9783030809638

This book provides a unified exposition of some fundamental theoretical problems in high-dimensional statistics. It specifically considers the canonical problems of detection and support estimation for sparse signals observed with noise. Novel phase-transition results are obtained for the signal support estimation problem under a variety of statistical risks. Based on a surprising connection to a concentration of maxima probabilistic phenomenon, the authors obtain a complete characterization of the exact support recovery problem for thresholding estimators under dependent errors.

Statistics for High-Dimensional Data

Statistics for High-Dimensional Data
Author: Peter Bühlmann
Publisher: Springer Science & Business Media
Total Pages: 568
Release: 2011-06-08
Genre: Mathematics
ISBN: 364220192X

Modern statistics deals with large and complex data sets, and consequently with models containing a large number of parameters. This book presents a detailed account of recently developed approaches, including the Lasso and versions of it for various models, boosting methods, undirected graphical modeling, and procedures controlling false positive selections. A special characteristic of the book is that it contains comprehensive mathematical theory on high-dimensional statistics combined with methodology, algorithms and illustrations with real data examples. This in-depth approach highlights the methods’ great potential and practical applicability in a variety of settings. As such, it is a valuable resource for researchers, graduate students and experts in statistics, applied mathematics and computer science.

High-Dimensional Statistics

High-Dimensional Statistics
Author: Martin J. Wainwright
Publisher: Cambridge University Press
Total Pages: 571
Release: 2019-02-21
Genre: Business & Economics
ISBN: 1108498027

A coherent introductory text from a groundbreaking researcher, focusing on clarity and motivation to build intuition and understanding.

High-Dimensional Probability

High-Dimensional Probability
Author: Roman Vershynin
Publisher: Cambridge University Press
Total Pages: 299
Release: 2018-09-27
Genre: Business & Economics
ISBN: 1108415199

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Inference and Prediction in Large Dimensions

Inference and Prediction in Large Dimensions
Author: Denis Bosq
Publisher: John Wiley & Sons
Total Pages: 336
Release: 2008-03-11
Genre: Mathematics
ISBN: 9780470724026

This book offers a predominantly theoretical coverage of statistical prediction, with some potential applications discussed, when data and/ or parameters belong to a large or infinite dimensional space. It develops the theory of statistical prediction, non-parametric estimation by adaptive projection – with applications to tests of fit and prediction, and theory of linear processes in function spaces with applications to prediction of continuous time processes. This work is in the Wiley-Dunod Series co-published between Dunod (www.dunod.com) and John Wiley and Sons, Ltd.

Statistical Analysis for High-Dimensional Data

Statistical Analysis for High-Dimensional Data
Author: Arnoldo Frigessi
Publisher: Springer
Total Pages: 313
Release: 2016-02-16
Genre: Mathematics
ISBN: 3319270990

This book features research contributions from The Abel Symposium on Statistical Analysis for High Dimensional Data, held in Nyvågar, Lofoten, Norway, in May 2014. The focus of the symposium was on statistical and machine learning methodologies specifically developed for inference in “big data” situations, with particular reference to genomic applications. The contributors, who are among the most prominent researchers on the theory of statistics for high dimensional inference, present new theories and methods, as well as challenging applications and computational solutions. Specific themes include, among others, variable selection and screening, penalised regression, sparsity, thresholding, low dimensional structures, computational challenges, non-convex situations, learning graphical models, sparse covariance and precision matrices, semi- and non-parametric formulations, multiple testing, classification, factor models, clustering, and preselection. Highlighting cutting-edge research and casting light on future research directions, the contributions will benefit graduate students and researchers in computational biology, statistics and the machine learning community.

Fundamentals of High-Dimensional Statistics

Fundamentals of High-Dimensional Statistics
Author: Johannes Lederer
Publisher: Springer Nature
Total Pages: 355
Release: 2021-11-16
Genre: Mathematics
ISBN: 3030737926

This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerous exercises, many of them with detailed solutions, and computer labs in R that convey valuable practical insights. The book covers the theory and practice of high-dimensional linear regression, graphical models, and inference, ensuring readers have a smooth start in the field. It also offers suggestions for further reading. Given its scope, the textbook is intended for beginning graduate and advanced undergraduate students in statistics, biostatistics, and bioinformatics, though it will be equally useful to a broader audience.

Sparse Graphical Modeling for High Dimensional Data

Sparse Graphical Modeling for High Dimensional Data
Author: Faming Liang
Publisher: CRC Press
Total Pages: 150
Release: 2023-08-02
Genre: Mathematics
ISBN: 0429582900

This book provides a general framework for learning sparse graphical models with conditional independence tests. It includes complete treatments for Gaussian, Poisson, multinomial, and mixed data; unified treatments for covariate adjustments, data integration, and network comparison; unified treatments for missing data and heterogeneous data; efficient methods for joint estimation of multiple graphical models; effective methods of high-dimensional variable selection; and effective methods of high-dimensional inference. The methods possess an embarrassingly parallel structure in performing conditional independence tests, and the computation can be significantly accelerated by running in parallel on a multi-core computer or a parallel architecture. This book is intended to serve researchers and scientists interested in high-dimensional statistics, and graduate students in broad data science disciplines. Key Features: A general framework for learning sparse graphical models with conditional independence tests Complete treatments for different types of data, Gaussian, Poisson, multinomial, and mixed data Unified treatments for data integration, network comparison, and covariate adjustment Unified treatments for missing data and heterogeneous data Efficient methods for joint estimation of multiple graphical models Effective methods of high-dimensional variable selection Effective methods of high-dimensional inference

Handbook of Graphical Models

Handbook of Graphical Models
Author: Marloes Maathuis
Publisher: CRC Press
Total Pages: 612
Release: 2018-11-12
Genre: Mathematics
ISBN: 0429874235

A graphical model is a statistical model that is represented by a graph. The factorization properties underlying graphical models facilitate tractable computation with multivariate distributions, making the models a valuable tool with a plethora of applications. Furthermore, directed graphical models allow intuitive causal interpretations and have become a cornerstone for causal inference. While there exist a number of excellent books on graphical models, the field has grown so much that individual authors can hardly cover its entire scope. Moreover, the field is interdisciplinary by nature. Through chapters by leading researchers from different areas, this handbook provides a broad and accessible overview of the state of the art. Key features: * Contributions by leading researchers from a range of disciplines * Structured in five parts, covering foundations, computational aspects, statistical inference, causal inference, and applications * Balanced coverage of concepts, theory, methods, examples, and applications * Chapters can be read mostly independently, while cross-references highlight connections The handbook is targeted at a wide audience, including graduate students, applied researchers, and experts in graphical models.