Evolution occurs in populations of reproducing individuals. The structure of a population can affect which traits evolve 1, 2. Understanding evolutionary game dynamics in structured populations remains difficult. Mathematical results are known for special structures in which all individuals have the same number of neighbours 3, 4, 5, 6, 7, 8. The general case, in which the number of neighbours can vary, has remained open. For arbitrary selection intensity, the problem is in a computational complexity class that suggests there is no efficient algorithm 9. Whether a simple solution for weak selection exists has remained unanswered. Here we provide a solution for weak selection that applies to any graph or network. Our method relies on calculating the coalescence times 10, 11 of random walks 12. We evaluate large numbers of diverse population structures for their propensity to favour cooperation. We study how small

This work is concerned with marginal sure independence feature screening for ultrahigh dimensional discriminant analysis. The response variable is categorical in discriminant analysis. This enables us to use the conditional distribution function to construct a new index for feature screening. In this article, we propose a marginal feature screening procedure based on empirical conditional distribution function. We establish the sure screening and ranking consistency properties for the proposed procedure without assuming any moment condition on the predictors. The proposed procedure enjoys several appealing merits. First, it is model-free in that its implementation does not require specification of a regression model. Second, it is robust to heavy-tailed distributions of predictors and the presence of potential outliers. Third, it allows the categorical response having a diverging number of classes in the order of O(n^κ ) with some κ ≥ 0. We assess the finite sample property of the proposed procedure byMonte Carlo simulation studies and numerical comparison.We further illustrate the proposed methodology by empirical analyses of two real-life datasets. Supplementary materials for this article are available online.

No abstract uploaded!

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional setting. Under mild technical conditions, we first establish optimal rates of convergence for estimating the principal subspace which sharp with respect to all the parameters, thus providing a complete character ization of the difficulty of the estimation problem in term of the convergence rate. The lower bound is obtained by calculating the local metric entropy an application of Fano's lemma. The rate optimal estimator is constructed using aggregation, which, however, might not be computationally feasible. We then introduce an adaptive procedure for estimating the principal sub space which is fully data driven and can be computed efficiently. It is shown that the estimator attains the optimal rates of convergence simultaneously over a large collection of the parameter spaces. A key idea in our construc tion is a reduction scheme which reduces the sparse PCA problem to a high dimensional multivariate regression problem. This method is potentially useful for other related

No abstract uploaded!

In this paper, we analyze the minimization of seminorms ∥L · ∥ on R^n under the constraint of a bounded I-divergence D(b,H·) for rather general linear operators H and L. The I-divergence is also known as Kullback–Leibler divergence and appears in many models in imaging science, in particular when dealing with Poisson data but also in the case of multiplicative Gamma noise. Often H represents, e.g., a linear blur operator and L is some discrete derivative or frame analysis operator. A central part of this paper consists in proving relations between the parameters of I-divergence constrained and penalized problems. To solve the I-divergence constrained problem, we consider various first-order primal–dual algorithms which reduce the problem to the solution of certain proximal minimization problems in each iteration step. One of these proximation problems is an I-divergence constrained least-squares problem which can be solved based on Morozov’s discrepancy principle by a Newton method. We prove that these algorithms produce not only a sequence of vectors which converges to a minimizer of the constrained problem but also a sequence of parameters which converges to a regularization parameter so that the corresponding penalized problem has the same solution. Furthermore, we derive a rule for automatically setting the constraint parameter for data corrupted by multiplicative Gamma noise. The performance of the various algorithms is finally demonstrated for different image restoration tasks both for images corrupted by Poisson noise and multiplicative Gamma noise.

A method for exploring the structure of populations of complex objects, such as images, is considered. The objects are summarized by feature vectors. The statistical backbone is Principal Component Analysis in the space of feature vectors. Visual insights come from representing the results in the original data space. In an ophthalmological example, endemic outliers motivate the development of a bounded influence approach to PCA.

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.

A bandwidth selection method is proposed for local linear regression. Our approach is to combine the ideas of optimal bandwidth selection of Hall et al.(1991) in kernel density estimation, and use of direct bias and variance in Fan and Gijbels (1995) for local linear regression. We show that the bandwidth selector has an optimal relative rate of convergence of n-1/2 with n the sample size.

No abstract uploaded!