There is gained interest in understanding statistical inference under possibly non-sparse high-dimensional models. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity of the corresponding row of the precision matrix of the covariates, not the sparsity of the regression coefficients. We develop new concepts of uniform and essentially uniform non-testability that allow the study of limitations of tests across a broad set of alternatives. Uniform non-testability identifies a collection of alternatives such that the power of any test, against any alternative in the group, is asymptotically at most equal to the nominal size of the test. Implications of the new constructions include new minimax testability results that in sharp contrast to the existing results, do not depend on the sparsity of the regression parameters. We identify new tradeoffs between testability and feature correlation. In particular, we show that in models with weak feature correlations minimax lower bound can be attained by a test whose power has the parametric rate regardless of the size of the model sparsity.

We prove a sharp Bernstein inequality for general-state-space and not necessarily reversible Markov chains. It is sharp in the sense that the variance proxy term is optimal. Our result covers the classical Bernstein's inequality for independent random variables as a special case.

Double-blind randomized controlled trials are traditionally seen as the gold standard for causal inferences as the difference-in-means estimator is an unbiased estimator of the average treatment effect in the experiment. The fact that this estimator is unbiased over all possible randomizations does not, however, mean that any given estimate is close to the true treatment effect. Similarly, while predetermined covariates will be balanced between treatment and control groups on average, large imbalances may be observed in a given experiment and the researcher may therefore want to condition on such covariates using linear regression. This article studies the theoretical properties of both the difference-in-means and OLS estimators conditional on observed differences in covariates. By deriving the statistical properties of the conditional estimators, we can establish guidance for how to deal with covariate imbalances.

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.

A decisive question in nonparametric smoothing techniques is the choice of the bandwidth or smoothing parameter. The present paper addresses this question when using local polynomial approximations for estimating the regression function and its derivatives. A fully-automatic bandwidth selection procedure has been proposed by Fan and Gijbels (1995a), and the empirical performance of it was tested in detail via a variety of examples. Those experiences supported the methodology towards a great extend. In this paper we establish asymptotic results for the proposed variable bandwidth selector. We provide the rate of convergence of the bandwidth estimate, and obtain the asymptotic distribution of its error relative to the theoretical optimal variable bandwidth. These asymptotic properties give extra support to the proposed bandwidth selection procedure. It is also demonstrated how the proposed selection