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Technological innovations have revolutionized the process of scientific research and knowledge discovery. The availability of massive data and challenges from frontiers of research and development have reshaped statistical thinking, data analysis and theoretical studies. The challenges of high-dimensionality arise in diverse fields of sciences and the humanities, ranging from computational biology and health studies to financial engineering and risk management. In all of these fields, variable selection and feature extraction are crucial for knowledge discovery. We first give a comprehensive overview of statistical challenges with high dimensionality in these diverse disciplines. We then approach the problem of variable selection and feature extraction using a unified framework: penalized likelihood methods. Issues relevant to the choice of penalty functions are addressed. We demonstrate that for a host of statistical problems, as long as the dimensionality is not excessively large, we can estimate the model parameters as well as if the best model is known in advance. The persistence property in risk minimization is also addressed. The applicability of such a theory and method to diverse statistical problems is demonstrated. Other related problems with high-dimensionality are also discussed.

We further develop the asymptotic analytic approach to the study of scattering diagrams. We do so by analyzing the asymptotic behavior of Maurer--Cartan elements of a differential graded Lie algebra constructed from a (not-necessarily tropical) monoid-graded Lie algebra. In this framework, we give alternative differential geometric proofs of the consistent completion of scattering diagrams, originally proved by Kontsevich--Soibelman, Gross--Siebert and Bridgeland. We also give a geometric interpretation of theta functions and their wall-crossing. In the tropical setting, we interpret Maurer--Cartan elements, and therefore consistent scattering diagrams, in terms of the refined counting of tropical disks. We also describe theta functions, in both their tropical and Hall algebraic settings, in terms of distinguished flat sections of the Maurer--Cartan-deformed differential. In particular, this allows us to give a combinatorial description of Hall algebra theta functions for acyclic quivers with non-degenerate skew-symmetrized Euler forms.