Cross-Dimensional Inference of Dependent High-Dimensional Data
AbstractA growing number of modern scientific problems in areas such as genomics, neurobiology, and spatial epidemiology involve the measurement and analysis of thousands of related features that may be stochastically dependent at arbitrarily strong levels. In this work, we consider the scenario where the features follow a multivariate Normal distribution. We demonstrate that dependence is manifested as random variation shared among features, and that standard methods may yield highly unstable inference due to dependence, even when the dependence is fully parameterized and utilized in the procedure. We propose a “cross-dimensional inference” framework that alleviates the problems due to dependence by modeling and removing the variation shared among features, while also properly regularizing estimation across features. We demonstrate the framework on both simultaneous point estimation and multiple hypothesis testing in scenarios derived from the scientific applications of interest.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Journal of the American Statistical Association.
Volume (Year): 107 (2012)
Issue (Month): 497 (March)
Contact details of provider:
Web page: http://www.tandfonline.com/UASA20
You can help add them by filling out this form.
reading list or among the top items on IDEAS.Access and download statisticsgeneral information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.