scholarly journals Power in High‐Dimensional Testing Problems

Econometrica ◽  
2019 ◽  
Vol 87 (3) ◽  
pp. 1055-1069 ◽  
Author(s):  
Anders Bredahl Kock ◽  
David Preinerstorfer

Fan, Liao, and Yao (2015) recently introduced a remarkable method for increasing the asymptotic power of tests in high‐dimensional testing problems. If applicable to a given test, their power enhancement principle leads to an improved test that has the same asymptotic size, has uniformly non‐inferior asymptotic power, and is consistent against a strictly broader range of alternatives than the initially given test. We study under which conditions this method can be applied and show the following: In asymptotic regimes where the dimensionality of the parameter space is fixed as sample size increases, there often exist tests that cannot be further improved with the power enhancement principle. However, when the dimensionality of the parameter space increases sufficiently slowly with sample size and a marginal local asymptotic normality (LAN) condition is satisfied, every test with asymptotic size smaller than 1 can be improved with the power enhancement principle. While the marginal LAN condition alone does not allow one to extend the latter statement to all rates at which the dimensionality increases with sample size, we give sufficient conditions under which this is the case.

Biometrika ◽  
2020 ◽  
Author(s):  
Oliver Dukes ◽  
Stijn Vansteelandt

Summary Eliminating the effect of confounding in observational studies typically involves fitting a model for an outcome adjusted for covariates. When, as often, these covariates are high-dimensional, this necessitates the use of sparse estimators, such as the lasso, or other regularization approaches. Naïve use of such estimators yields confidence intervals for the conditional treatment effect parameter that are not uniformly valid. Moreover, as the number of covariates grows with the sample size, correctly specifying a model for the outcome is nontrivial. In this article we deal with both of these concerns simultaneously, obtaining confidence intervals for conditional treatment effects that are uniformly valid, regardless of whether the outcome model is correct. This is done by incorporating an additional model for the treatment selection mechanism. When both models are correctly specified, we can weaken the standard conditions on model sparsity. Our procedure extends to multivariate treatment effect parameters and complex longitudinal settings.


2010 ◽  
Vol 20 (04) ◽  
pp. 1137-1173 ◽  
Author(s):  
XAVIER VILASÍS-CARDONA ◽  
MIREIA VINYOLES-SERRA

In this paper, we show sufficient conditions for the existence of limit cycles in the general continuous time two-neuron autonomous CNN. We find that different types of limit cycles correspond to different regions in the template parameter space. Actually, we are able to predict the CNN behavior from the template values for the full parameter range, except for two small bounded regions.


2021 ◽  
Author(s):  
Xin Chen ◽  
Qingrun Zhang ◽  
Thierry Chekouo

Abstract Background: DNA methylations in critical regions are highly involved in cancer pathogenesis and drug response. However, to identify causal methylations out of a large number of potential polymorphic DNA methylation sites is challenging. This high-dimensional data brings two obstacles: first, many established statistical models are not scalable to so many features; second, multiple-test and overfitting become serious. To this end, a method to quickly filter candidate sites to narrow down targets for downstream analyses is urgently needed. Methods: BACkPAy is a pre-screening Bayesian approach to detect biological meaningful clusters of potential differential methylation levels with small sample size. BACkPAy prioritizes potentially important biomarkers by the Bayesian false discovery rate (FDR) approach. It filters non-informative sites (i.e. non-differential) with flat methylation pattern levels accross experimental conditions. In this work, we applied BACkPAy to a genome-wide methylation dataset with 3 tissue types and each type contains 3 gastric cancer samples. We also applied LIMMA (Linear Models for Microarray and RNA-Seq Data) to compare its results with what we achieved by BACkPAy. Then, Cox proportional hazards regression models were utilized to visualize prognostics significant markers with The Cancer Genome Atlas (TCGA) data for survival analysis. Results: Using BACkPAy, we identified 8 biological meaningful clusters/groups of differential probes from the DNA methylation dataset. Using TCGA data, we also identified five prognostic genes (i.e. predictive to the progression of gastric cancer) that contain some differential methylation probes, whereas no significant results was identified using the Benjamin-Hochberg FDR in LIMMA. Conclusions: We showed the importance of using BACkPAy for the analysis of DNA methylation data with extremely small sample size in gastric cancer. We revealed that RDH13, CLDN11, TMTC1, UCHL1 and FOXP2 can serve as predictive biomarkers for gastric cancer treatment and the promoter methylation level of these five genes in serum could have prognostic and diagnostic functions in gastric cancer patients.


2015 ◽  
Vol 25 (11) ◽  
pp. 1550150 ◽  
Author(s):  
Oxana Cerba Diaconescu ◽  
Dana Schlomiuk ◽  
Nicolae Vulpe

In this article, we consider the class [Formula: see text] of all real quadratic differential systems [Formula: see text], [Formula: see text] with gcd (p, q) = 1, having invariant lines of total multiplicity four and two complex and one real infinite singularities. We first construct compactified canonical forms for the class [Formula: see text] so as to include limit points in the 12-dimensional parameter space of this class. We next construct the bifurcation diagrams for these compactified canonical forms. These diagrams contain many repetitions of phase portraits and we show that these are due to many symmetries under the group action. To retain the essence of the dynamics we finally construct the quotient spaces under the action of the group G = Aff(2, ℝ) × ℝ* of affine transformations and time homotheties and we place the phase portraits in these quotient spaces. The final diagrams retain only the necessary information to capture the dynamics under the motion in the parameter space as well as under this group action. We also present here necessary and sufficient conditions for an affine line to be invariant of multiplicity k for a quadratic system.


2013 ◽  
Vol 7 (1) ◽  
pp. 53 ◽  
Author(s):  
Cihan Oguz ◽  
Teeraphan Laomettachit ◽  
Katherine C Chen ◽  
Layne T Watson ◽  
William T Baumann ◽  
...  

1996 ◽  
Vol 12 (4) ◽  
pp. 724-731 ◽  
Author(s):  
Jon Faust

Said and Dickey (1984,Biometrika71, 599–608) and Phillips and Perron (1988,Biometrika75, 335–346) have derived unit root tests that have asymptotic distributions free of nuisance parameters under very general maintained models. Under models as general as those assumed by these authors, the size of the unit root test procedures will converge to one, not the size under the asymptotic distribution. Solving this problem requires restricting attention to a model that is small, in a topological sense, relative to the original. Sufficient conditions for solving the asymptotic size problem yield some suggestions for improving finite-sample size performance of standard tests.


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