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.

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Current methods cannot tell us what the nature of the protein universe is concretely. They are based on different models of amino acid substitution and multiple sequence alignment which is an NP-hard problem and requires manual intervention. Protein structural analysis also gives a direction for mapping the protein universe. Unfortunately, now only a minuscule fraction of proteins' 3-dimensional structures are known. Furthermore, the phylogenetic tree representations are not unique for any existing tree construction methods. Here we develop a novel method to realize the nature of protein universe. We show the protein universe can be realized as a protein space in 60-dimensional Euclidean space using a distance based on a normalized distribution of amino acids. Every protein is in one-to-one correspondence with a point in protein space, where proteins with similar properties stay close together. Thus the distance between two points in protein space represents the biological distance of the corresponding two proteins. We also propose a natural graphical representation for inferring phylogenies. The representation is natural and unique based on the biological distances of proteins in protein space. This will solve the fundamental question of how proteins are distributed in the protein universe.

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