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Largescale multiple testing with correlated test statistics arises frequently in much scientific research. Incorporating correlation information in approximating the false discovery proportion (FDP) has attracted increasing attention in recent years. When the covariance matrix of test statistics is known, Fan and his colleagues provided an accurate approximation of the FDP under arbitrary dependence structure and some sparsity assumption. However, the covariance matrix is often unknown in many applications and such dependence information must be estimated before approximating the FDP. The estimation accuracy can greatly affect the FDP approximation. In the current paper, we study theoretically the effect of unknown dependence on the testing procedure and establish a general framework such that the FDP can be well approximated. The effects of unknown dependence on approximating the FDP are in the

The paper studies estimation of partially linear hazard regression models with varying coefficients for multivariate survival data. A profile pseudopartiallikelihood estimation method is proposed. The estimation of the parameters of the linear part is accomplished via maximization of the profile pseudopartiallikelihood, whereas the varyingcoefficient functions are considered as nuisance parameters that are profiled out of the likelihood. It is shown that the estimators of the parameters are root <i>n</i> consistent and the estimators of the nonparametric coefficient functions achieve optimal convergence rates. Asymptotic normality is obtained for the estimators of the finite parameters and varyingcoefficient functions. Consistent estimators of the asymptotic variances are derived and empirically tested, which facilitate inference for the model. We prove that the varyingcoefficient functions can be estimated as well as if the

Time- and state-domain methods are two common approaches to nonparametric prediction. Whereas the former uses data predominantly from recent history, the latter relies mainly on historical information. Combining these two pieces of valuable information is an interesting challenge in statistics. We surmount this problem by dynamically integrating information from both the time and state domains. The estimators from these two domains are optimally combined based on a data-driven weighting strategy, which provides a more efficient estimator of volatility. Asymptotic normality is separately established for the time domain, the state domain, and the integrated estimators. By comparing the efficiency of the estimators, we demonstrate that the proposed integrated estimator uniformly dominates the other two estimators. The proposed dynamic integration approach is also applicable to other estimation problems in time

Consider a linear model Y= X + z, where X= X n, p and z~ N (0, I n). The vector is unknown and it is of interest to separate its nonzero coordinates from the zero ones (ie, variable selection). Motivated by examples in long-memory time series (Fan and Yao, 2003) and the change-point problem (Bhattacharya, 1994), we are primarily interested in the case where the Gram matrix G= X X is non-sparse but sparsifiable by a finite order linear filter. We focus on the regime where signals are both rare and weak so that successful variable selection is very challenging but is still possible.

Although stem cell therapy holds promise as a potential treatment in a number of diseases, the tumorigenicity of embryonic stem cells (ESC) and induced pluripotent stem cells remains a major obstacle. <i>In vitro</i> predifferentiation of ESCs can help prevent the risk of teratoma formation, yet proliferating neural progenitors can generate tumors, especially in the presence of immunosuppressive therapy. In this study, we investigated the effects of the microenvironment on stem cell growth and teratoma development using undifferentiated ESCs. Syngeneic ESC transplantation triggered an inflammatory response that involved the recruitment of bone marrow (BM)derived macrophages. These macrophages differentiated into an M2 or angiogenic phenotype that expressed multiple angiogenic growth factors and proteinases, such as macrophage migration inhibitory factor (MIF), VEGF, and matrix metalloproteinase 9

The single-stranded RNA Flavivirus, Zika virus (ZIKV), has recently re-emerged and spread rapidly across the western hemispheres equatorial countries, primarily through Aedes mosquito transmission. While symptoms in adult infections appear to be self-limiting and mild, severe birth defects, such as microcephaly, have been linked to infection during early pregnancy. Recently, Tang et al. (Cell Stem Cell 2016, doi: 10.1016/j.stem.2016.02.016 ) demonstrated that ZIKV efficiently infects induced pluripotent stem cell (iPSC) derived human neural progenitor cells (hNPCs), resulting in cell cycle abnormalities and apoptosis. Consequently, hNPCs are a suggested ZIKV target. We analyzed the transcriptomic sequencing (RNA-seq) data (GEO: GSE78711) of ZIKV (Strain: MR766) infected hNPCs. For comparison to the ZIKV-infected hNPCs, the expression data from hNPCs infected with human cytomegalovirus (CMV) (Strain: AD169) was used (GEO: GSE35295). Utilizing a combination of Gene Ontology, database of human diseases, and pathway analysis, we generated a putative systemic model of infection supported by known molecular pathways of other highly related viruses. We analyzed RNA-sequencing data for transcript expression alterations in ZIKV-infected hNPCs, and then compared them to expression patterns of iPSC-derived hNPCs infected with CMV, a virus that can also induce severe congenital neurological defects in developing fetuses. We demonstrate for the first time that many of cellular pathways correlate with clinical pathologies following ZIKV infection such as microcephaly, congenital nervous

DNA microarray analysis has emerged as a leading technology to enhance our understanding of gene regulation and function in cellular mechanism controls on a genomic scale. This technology has advanced to unravel the genetic machinery of biological rhythms by collecting massive gene-expression data in a time course. Here, we present a statistical model for clustering periodic patterns of gene expression in terms of different transcriptional profiles. The model incorporates biologically meaningful Fourier series approximations of gene periodic expression into a mixture-model-based likelihood function, thus producing results that are likely to be closer to biological relevance, as compared to those from existing models. Also because the structures of the time-dependent means and covariance matrix are modeled, the new approach displays increased statistical power and precision of parameter estimation. The

Local quasi-likelihood estimation is useful for nonparametric modeling in a widely-used exponential family of distributions, called generalized linear models. Yet, the technique cannot be directly applied to situations where a response variable is missing at random. Three local quasi-likelihood estimation techniques are introduced: the local quasi-likelihood estimator using only complete-data; the locally weighted quasi-likelihood method; the local quasi-likelihood estimator with imputed values. These estimators share basically the same first order asymptotic biases and variances. Our simulation results show that substantial efficiency gains can be obtained by using the local quasi-likelihood estimator with imputed values. We develop the local quasi-likelihood imputation methods for estimating the mean functional of the response variable. It is shown that the proposed mean imputation estimators are asymptotically normal with asymptotic variance that can be easily estimated. Data from an ongoing environmental epidemiologic study is used to illustrate the proposed methods.

The multiple testing procedure plays an important role in detecting the presence of spatial signals for large scale imaging data. Typically, the spatial signals are sparse but clustered. This paper provides empirical evidence that for a range of commonly used control levels, the conventional FDR procedure can lack the ability to detect statistical significance, even if the p-values under the true null hypotheses are independent and uniformly distributed; more generally, ignoring the neighboring information of spatially structured data will tend to diminish the detection effectiveness of the FDR procedure. This paper first introduces a scalar quantity to characterize the extent to which the lack of identification phenomenon(LIP) of the FDR procedure occurs. Second, we propose a new multiple comparison procedure, called FDR L, to accommodate the spatial information of neighboring p-values, via a local aggregation of p

We propose a new nonparametric test for detecting the presence of jumps in asset prices using discretely observed data. Compared with the test in At-Sahalia and Jacod (2009), our new test enjoys the same asymptotic properties but has smaller variance. These results are justified both theoretically and numerically. We also propose a new procedure to locate the jumps. The jump identification problem reduces to a multiple comparison problem. We employ the false discovery rate approach to control the probability of type I error. Numerical studies further demonstrate the power of our new method.