In this paper we study the support recovery problem for single index models Y=f(X⊺β,ε), where f is an unknown link function, X∼Np(0,𝕀p) and β is an s-sparse unit vector such that βi∈{±1s√,0}. In particular, we look into the performance of two computationally inexpensive algorithms: (a) the diagonal thresholding sliced inverse regression (DT-SIR) introduced by Lin et al. (2015); and (b) a semi-definite programming (SDP) approach inspired by Amini & Wainwright (2008). When s=O(p1−δ) for some δ>0, we demonstrate that both procedures can succeed in recovering the support of β as long as the rescaled sample size κ=nslog(p−s) is larger than a certain critical threshold. On the other hand, when κ is smaller than a critical value, any algorithm fails to recover the support with probability at least 12 asymptotically. In other words, we demonstrate that both DT-SIR and the SDP approach are optimal (up to a scalar) for recovering the support of β in terms of sample size. We provide extensive simulations, as well as a real dataset application to help verify our theoretical observations.

We provide here a framework to analyze the phase transition phenomenon of slice inverse regression (SIR), a supervised dimension reduction technique introduced by \cite{Li:1991}. Under mild conditions, the asymptotic ratio ρ=limp/n is the phase transition parameter and the SIR estimator is consistent if and only if ρ=0. When dimension p is greater than n, we propose a diagonal thresholding screening SIR (DT-SIR) algorithm. This method provides us with an estimate of the eigen-space of the covariance matrix of the conditional expectation var(E[x|y]). The desired dimension reduction space is then obtained by multiplying the inverse of the covariance matrix on the eigen-space. Under certain sparsity assumptions on both the covariance matrix of predictors and the loadings of the directions, we prove the consistency of DT-SIR in estimating the dimension reduction space in high dimensional data analysis. Extensive numerical experiments demonstrate superior performances of the proposed method in comparison to its competitors.

For multiple index models, it has recently been shown that the sliced inverse regression (SIR) is consistent for estimating the sufficient dimension reduction (SDR) subspace if and only if the dimension p and sample size n satisfies that ρ=limp/n=0. Thus, when p is of the same or a higher order of n, additional assumptions such as sparsity have to be imposed in order to ensure consistency for SIR. By constructing artificial response variables made up from top eigenvectors of the estimated conditional covariance matrix, \widehat{var(𝔼[x|y])}, we introduce a simple Lasso regression method to obtain an estimate of the SDR subspace. The resulting algorithm, Lasso-SIR, is shown to be consistent and achieve the optimal convergence rate under certain sparsity conditions when p is of order o(n^2λ^2) where λ is the generalized signal noise ratio. We also demonstrate the superior performance of Lasso-SIR compared with existing approaches via extensive numerical studies and several real data examples.

The central subspace of a pair of random variables $(y,x) \in \mathbb{R}^{p+1}$ is the minimal subspace $\mathcal{S}$ such that $y \perp \hspace{-2mm} \perp x\mid P_{\mathcal{S}}x$. In this paper, we consider the minimax rate of estimating the central space of the multiple index models $y=f(\beta_{1}^{\tau}x,\beta_{2}^{\tau}x,...,\beta_{d}^{\tau}x,\epsilon)$ with at most $s$ active predictors where $x \sim N(0,I_{p})$. We first introduce a large class of models depending on the smallest non-zero eigenvalue $\lambda$ of $var(\mathbb{E}[x|y])$, over which we show that an aggregated estimator based on the SIR procedure converges at rate $d\wedge((sd+s\log(ep/s))/(n\lambda))$. We then show that this rate is optimal in two scenarios: the single index models; and the multiple index models with fixed central dimension $d$ and fixed $\lambda$. By assuming a technical conjecture, we can show that this rate is also optimal for multiple index models with bounded dimension of the central space. We believe that these (conditional) optimal rate results bring us meaningful insights of general SDR problems in high dimensions.

In this paper we consider proper holomorphic embeddings of finitely connected planar domains into ℂ^{$n$}that approximate given proper embeddings on smooth curves. As a side result we obtain a tool for approximating a $\mathcal{C}^{\infty}$ diffeomorphism on a polynomially convex set in ℂ^{$n$}by an automorphism of ℂ^{$n$}that satisfies some additional properties along a real embedded curve.

Due to vast sequence divergence among different viral groups, sequence alignment is not directly applicable to genome-wide comparative analysis of viruses. More and more attention has been paid to alignment-free methods for whole genome comparison and phylogenetic tree reconstruction. Among alignment-free methods, the recently proposed ‘‘Natural Vector (NV) representation” has successfully been used to study the phylogeny of multi-segmented viruses based on a 12-dimensional genome space derived from the nucleotide sequence structure. But the preference of proteomes over genomes for the determination of viral phylogeny was not deeply investigated. As the translated products of genes, proteins directly form the shape of viral structure and are vital for all metabolic pathways. In this study, using the NV representation of a protein sequence along with the Hausdorff distance suitable to compare point sets, we construct a 60-dimensional protein space to analyze the evolutionary relationships of 4021 viruses by whole-proteomes in the current NCBI Reference Sequence Database (RefSeq). We also take advantage of the previously developed natural graphical representation to recover viral phylogeny. Our results demonstrate that the proposed method is efficient and accurate for classifying viruses. The accuracy rates of our predictions such as for Baltimore II viruses are as high as 95.9% for family labels, 95.7% for subfamily labels and 96.5% for genus labels. Finally, we discover that proteomes lead to better viral classification when reliable protein sequences are abundant. In other cases, the accuracy rates using proteomes are still comparable to that of genomes.