We investigate the asymptotic distributions of coordinates of regression M-estimates in the moderate p/n regime, where the number of covariates p grows proportionally with the sample size n. Under appropriate regularity conditions, we establish the coordinate-wise asymptotic normality of regression M-estimates assuming a fixed-design matrix. Our proof is based on the second-order Poincare inequality (Chatterjee, 2009) and leave-one-out analysis (El Karoui et al., 2011). Some relevant examples are indicated to show that our regularity conditions are satisfied by a broad class of design matrices. We also show a counterexample, namely the ANOVA-type design, to emphasize that the technical assumptions are not just artifacts of the proof. Finally, the numerical experiments confirm and complement our theoretical results.
We consider the fundamental problem of solving quadratic systems of m equations in n variables. We propose a novel method, which starting with an initial guess computed by means of a spectral method, proceeds by minimizing a nonconvex functional as in the Wirtinger flow approach. There are several key distinguishing features, most notably, a distinct objective functional and novel update rules, which operate in an adaptive fashion and drop terms bearing too much influence on the search direction. These careful selection rules provide a tighter initial guess, better descent directions, and thus enhanced practical performance. On the theoretical side, we prove that for certain unstructured models of quadratic systems, our algorithms return the correct solution in linear time, i.e. in time proportional to reading the data and as soon as the ratio m/n between the number of equations and unknowns exceeds a fixed numerical constant. We extend the theory to deal with noisy systems and prove that our algorithms achieve a statistical accuracy, which is nearly un-improvable. We complement our theoretical study with numerical examples showing that solving random quadratic systems is both computationally and statistically not much harder than solving linear systems of the same size---hence the title of this paper. For instance, we demonstrate empirically that the computational cost of our algorithm is about four times that of solving a least-squares problem of the same size.
Community detection is a fundamental problem in social network analysis. It is desirable to have fast community detection algorithm that applicable to large-scale networks we see today and also have reliable community detection results. This paper proposes Spectral Clustering On Ratios-of-eigenvectors (SCORE) as such an algorithm. The algorithm is fast in computation, is applicable to real large networks, and is competitive in real data performance when applied to some representative data sets in this area. We study the algorithm with the Degree-Corrected Block Model (DCBM). Compare to most works in this area that focus on the much narrower Block Models, our analysis is more difficult and requires new techniques. The novelty of our algorithm lies in that it uses entry-wise ratios between leading eigenvectors of the adjacency to reduce a seemingly hard problem to a problem that is very much tractable.
Ting-Li ChenInstitute of Statistical Science, Academia SinicaDai-Ni HsiehInstitute of Statistical Science, Academia SinicaHung HungInstitute of Epidemiology and Preventive Medicine I-Ping TuInstitute of Statistical Science, Academia SinicaPei-Shien WuDept. of Biostatistics, Duke UniversityYi-Ming WuInstitute of Chemistry, Academia SinicaWei-Hau ChangInstitute of Chemistry, Academia SinicaSu-Yun HuangInstitute of Statistical Science, Academia Sinica
Statistics Theory and MethodsData Analysis, Bio-Statistics, Bio-Mathematicsmathscidoc:2004.33002
The Annals of Applied Statistics , 8, (1), 259-285, 2014
Cryo-electron microscopy (cryo-EM) has recently emerged as a powerful
tool for obtaining three-dimensional (3D) structures of biological macromolecules
in native states. A minimum cryo-EM image data set for deriving a
meaningful reconstruction is comprised of thousands of randomly orientated
projections of identical particles photographed with a small number of electrons.
The computation of 3D structure from 2D projections requires clustering,
which aims to enhance the signal to noise ratio in each view by grouping
similarly oriented images. Nevertheless, the prevailing clustering techniques
are often compromised by three characteristics of cryo-EM data: high noise
content, high dimensionality and large number of clusters. Moreover, since
clustering requires registering images of similar orientation into the same
pixel coordinates by 2D alignment, it is desired that the clustering algorithm
can label misaligned images as outliers. Herein, we introduce a clustering algorithm
γ-SUP to model the data with a q-Gaussian mixture and adopt the
minimum γ-divergence for estimation, and then use a self-updating procedure
to obtain the numerical solution. We apply γ-SUP to the cryo-EM images
of two benchmark macromolecules, RNA polymerase II and ribosome.
In the former case, simulated images were chosen to decouple clustering from
alignment to demonstrate γ-SUP is more robust to misalignment outliers than
the existing clustering methods used in the cryo-EM community. In the latter
case, the clustering of real cryo-EM data by our γ-SUP method eliminates
noise in many views to reveal true structure features of ribosome at the projection
We treat all the bivariate lack-of-memory (BLM) distributions in a unified approach and develop some new general properties of the BLM distributions, including joint moment generating function, product moments, and dependence structure. Necessary and sufficient conditions for the survival functions of BLM distributions to be totally positive of order two are given. Some previous results about specific BLM distributions are improved. In particular, we show that both the Marshall–Olkin survival copula and survival function are totally positive of all orders, regardless of parameters. Besides, we point out that Slepian’s inequality also holds true for BLM distributions.