Searcharxiv⌕ Search

arXiv subjects

Daniela Witten

Publications and source records attributed to Daniela Witten.

At least 37 records · Page 2Linked to original sources
arXiv2022

Selective Inference for Hierarchical Clustering

Classical tests for a difference in means control the type I error rate when the groups are defined a priori. However, when the groups are instead defined via clustering, then applying a classical test yields an extremely inflated type I error rate. Notably, this problem persists even if two separate and independent data sets are used to define the groups and to test for a difference in their means. To address this problem, in this paper, we propose a selective inference approach to test for a difference in means between two clusters. Our procedure controls the selective type I error rate by accounting for the fact that the choice of null hypothesis was made based on the data. We describe how to efficiently compute exact p-values for clusters obtained using agglomerative hierarchical clustering with many commonly-used linkages. We apply our method to simulated data and to single-cell RNA-sequencing data.

stat.ME↗
arXiv2022

Inference after latent variable estimation for single-cell RNA sequencing data

In the analysis of single-cell RNA sequencing data, researchers often characterize the variation between cells by estimating a latent variable, such as cell type or pseudotime, representing some aspect of the individual cell's state. They then test each gene for association with the estimated latent variable. If the same data are used for both of these steps, then standard methods for computing p-values and confidence intervals in the second step will fail to achieve statistical guarantees such as Type 1 error control. Furthermore, approaches such as sample splitting that can be applied to solve similar problems in other settings are not applicable in this context. In this paper, we introduce count splitting, a flexible framework that allows us to carry out valid inference in this setting, for virtually any latent variable estimation technique and inference approach, under a Poisson assumption. We demonstrate the Type 1 error control and power of count splitting in a simulation study, and apply count splitting to a dataset of pluripotent stem cells differentiating to cardiomyocytes.

stat.ME↗
arXiv2021

Testing for a Change in Mean After Changepoint Detection

While many methods are available to detect structural changes in a time series, few procedures are available to quantify the uncertainty of these estimates post-detection. In this work, we fill this gap by proposing a new framework to test the null hypothesis that there is no change in mean around an estimated changepoint. We further show that it is possible to efficiently carry out this framework in the case of changepoints estimated by binary segmentation and its variants, $\ell_{0}$ segmentation, or the fused lasso. Our setup allows us to condition on much less information than existing approaches, which yields higher powered tests. We apply our proposals in a simulation study and on a dataset of chromosomal guanine-cytosine content. These approaches are freely available in the R package ChangepointInference at https://jewellsean.github.io/changepoint-inference/.

stat.ME↗
arXiv2021

Testing for Association in Multi-View Network Data

In this paper, we consider data consisting of multiple networks, each comprised of a different edge set on a common set of nodes. Many models have been proposed for the analysis of such multi-view network data under the assumption that the data views are closely related. In this paper, we provide tools for evaluating this assumption. In particular, we ask: given two networks that each follow a stochastic block model, is there an association between the latent community memberships of the nodes in the two networks? To answer this question, we extend the stochastic block model for a single network view to the two-view setting, and develop a new hypothesis test for the null hypothesis that the latent community memberships in the two data views are independent. We apply our test to protein-protein interaction data from the HINT database (Das and Hint, 2012). We find evidence of a weak association between the latent community memberships of proteins defined with respect to binary interaction data and the latent community memberships of proteins defined with respect to co-complex association data. We also extend this proposal to the setting of a network with node covariates.

stat.ME↗
arXiv2020

In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference

A great deal of interest has recently focused on conducting inference on the parameters in a high-dimensional linear model. In this paper, we consider a simple and very naïve two-step procedure for this task, in which we (i) fit a lasso model in order to obtain a subset of the variables, and (ii) fit a least squares model on the lasso-selected set. Conventional statistical wisdom tells us that we cannot make use of the standard statistical inference tools for the resulting least squares model (such as confidence intervals and $p$-values), since we peeked at the data twice: once in running the lasso, and again in fitting the least squares model. However, in this paper, we show that under a certain set of assumptions, with high probability, the set of variables selected by the lasso is identical to the one selected by the noiseless lasso and is hence deterministic. Consequently, the naïve two-step approach can yield asymptotically valid inference. We utilize this finding to develop the \emph{naïve confidence interval}, which can be used to draw inference on the regression coefficients of the model selected by the lasso, as well as the \emph{naïve score test}, which can be used to test the hypotheses regarding the full-model regression coefficients.

stat.ME↗
arXiv2020

Optimal estimation of variance in nonparametric regression with random design

Consider the heteroscedastic nonparametric regression model with random design \begin{align*} Y_i = f(X_i) + V^{1/2}(X_i)\varepsilon_i, \quad i=1,2,\ldots,n, \end{align*} with $f(\cdot)$ and $V(\cdot)$ $α$- and $β$-Hölder smooth, respectively. We show that the minimax rate of estimating $V(\cdot)$ under both local and global squared risks is of the order \begin{align*} n^{-\frac{8αβ}{4αβ+ 2α+ β}} \vee n^{-\frac{2β}{2β+1}}, \end{align*} where $a\vee b := \max\{a,b\}$ for any two real numbers $a,b$. This result extends the fixed design rate $n^{-4α} \vee n^{-2β/(2β+1)}$ derived in Wang et al. [2008] in a non-trivial manner, as indicated by the appearances of both $α$ and $β$ in the first term. In the special case of constant variance, we show that the minimax rate is $n^{-8α/(4α+1)}\vee n^{-1}$ for variance estimation, which further implies the same rate for quadratic functional estimation and thus unifies the minimax rate under the nonparametric regression model with those under the density model and the white noise model. To achieve the minimax rate, we develop a U-statistic-based local polynomial estimator and a lower bound that is constructed over a specified distribution family of randomness designed for both $\varepsilon_i$ and $X_i$.

math.ST↗
arXiv2019

The Multivariate Hawkes Process in High Dimensions: Beyond Mutual Excitation

The Hawkes process is a class of point processes whose future depends on their own history. Previous theoretical work on the Hawkes process is limited to a special case in which a past event can only increase the occurrence of future events, and the link function is linear. However, in neuronal networks and other real-world applications, inhibitory relationships may be present, and the link function may be non-linear. In this paper, we develop a new approach for investigating the properties of the Hawkes process without the restriction to mutual excitation or linear link functions. To this end, we employ a thinning process representation and a coupling construction to bound the dependence coefficient of the Hawkes process. Using recent developments on weakly dependent sequences, we establish a concentration inequality for second-order statistics of the Hawkes process. We apply this concentration inequality to cross-covariance analysis in the high-dimensional regime, and we verify the theoretical claims with simulation studies.

stat.ME↗
arXiv2019

Robust Sparse Reduced Rank Regression in High Dimensions

We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex optimization problem, which is then solved using the alternating direction method of multipliers algorithm. We establish non-asymptotic estimation error bounds under both Frobenius and nuclear norms in the high-dimensional setting. This is a major contribution over existing results in reduced rank regression, which mainly focus on rank selection and prediction consistency. Our theoretical results quantify the tradeoff between heavy-tailedness of the random noise and statistical bias. For random noise with bounded $(1+δ)$th moment with $δ\in (0,1)$, the rate of convergence is a function of $δ$, and is slower than the sub-Gaussian-type deviation bounds; for random noise with bounded second moment, we obtain a rate of convergence as if sub-Gaussian noise were assumed. Furthermore, the transition between the two regimes is smooth. We illustrate the performance of the proposed method via extensive numerical studies and a data application.

stat.ML↗
arXiv2019

Tail behavior of dependent V-statistics and its applications

We establish exponential inequalities and Cramer-type moderate deviation theorems for a class of V-statistics under strong mixing conditions. Our theory is developed via kernel expansion based on random Fourier features. This type of expansion is new and useful for handling many notorious classes of kernels. While the developed theory has a number of applications, we apply it to lasso-type semiparametric regression estimation and high-dimensional multiple hypothesis testing.

math.ST↗
arXiv2019

Modeling microbial abundances and dysbiosis with beta-binomial regression

Using a sample from a population to estimate the proportion of the population with a certain category label is a broadly important problem. In the context of microbiome studies, this problem arises when researchers wish to use a sample from a population of microbes to estimate the population proportion of a particular taxon, known as the taxon's relative abundance. In this paper, we propose a beta-binomial model for this task. Like existing models, our model allows for a taxon's relative abundance to be associated with covariates of interest. However, unlike existing models, our proposal also allows for the overdispersion in the taxon's counts to be associated with covariates of interest. We exploit this model in order to propose tests not only for differential relative abundance, but also for differential variability. The latter is particularly valuable in light of speculation that dysbiosis, the perturbation from a normal microbiome that can occur in certain disease conditions, may manifest as a loss of stability, or increase in variability, of the counts associated with each taxon. We demonstrate the performance of our proposed model using a simulation study and an application to soil microbial data.

stat.ME↗
arXiv2019

Are Clusterings of Multiple Data Views Independent?

In the Pioneer 100 (P100) Wellness Project (Price and others, 2017), multiple types of data are collected on a single set of healthy participants at multiple timepoints in order to characterize and optimize wellness. One way to do this is to identify clusters, or subgroups, among the participants, and then to tailor personalized health recommendations to each subgroup. It is tempting to cluster the participants using all of the data types and timepoints, in order to fully exploit the available information. However, clustering the participants based on multiple data views implicitly assumes that a single underlying clustering of the participants is shared across all data views. If this assumption does not hold, then clustering the participants using multiple data views may lead to spurious results. In this paper, we seek to evaluate the assumption that there is some underlying relationship among the clusterings from the different data views, by asking the question: are the clusters within each data view dependent or independent? We develop a new test for answering this question, which we then apply to clinical, proteomic, and metabolomic data, across two distinct timepoints, from the P100 study. We find that while the subgroups of the participants defined with respect to any single data type seem to be dependent across time, the clustering among the participants based on one data type (e.g. proteomic data) appears not to be associated with the clustering based on another data type (e.g. clinical data).

stat.ME↗
arXiv2018

The Multiple Random Dot Product Graph Model

Data in the form of graphs, or networks, arise naturally in a number of contexts; examples include social networks and biological networks. We are often faced with the availability of multiple graphs on a single set of nodes. In this article, we propose the multiple random dot product graph model for this setting. Our proposed model leads naturally to an optimization problem, which we solve using an efficient alternating minimization approach. We further use this model as the basis for a new test for the hypothesis that the graphs come from a single distribution, versus the alternative that they are drawn from different distributions. We evaluate the performance of both the fitting algorithm and the hypothesis test in several simulation settings, and demonstrate empirical improvement over existing approaches. We apply these new approaches to a Wikipedia data set and a C. elegans data set.

stat.ME↗
arXiv2018

Fast Nonconvex Deconvolution of Calcium Imaging Data

Calcium imaging data promises to transform the field of neuroscience by making it possible to record from large populations of neurons simultaneously. However, determining the exact moment in time at which a neuron spikes, from a calcium imaging data set, amounts to a non-trivial deconvolution problem which is of critical importance for downstream analyses. While a number of formulations have been proposed for this task in the recent literature, in this paper we focus on a formulation recently proposed in Jewell and Witten (2017) which has shown initial promising results. However, this proposal is slow to run on fluorescence traces of hundreds of thousands of timesteps. Here we develop a much faster online algorithm for solving the optimization problem of Jewell and Witten (2017) that can be used to deconvolve a fluorescence trace of 100,000 timesteps in less than a second. Furthermore, this algorithm overcomes a technical challenge of Jewell and Witten (2017) by avoiding the occurrence of so-called "negative" spikes. We demonstrate that this algorithm has superior performance relative to existing methods for spike deconvolution on calcium imaging datasets that were recently released as part of the spikefinder challenge (http://spikefinder.codeneuro.org/). Our C++ implementation, along with R and python wrappers, is publicly available on Github at https://github.com/jewellsean/FastLZeroSpikeInference.

stat.ME↗
arXiv2017

Exact Spike Train Inference Via $\ell_0$ Optimization

In recent years, new technologies in neuroscience have made it possible to measure the activities of large numbers of neurons simultaneously in behaving animals. For each neuron, a fluorescence trace is measured; this can be seen as a first-order approximation of the neuron's activity over time. Determining the exact time at which a neuron spikes on the basis of its fluorescence trace is an important open problem in the field of computational neuroscience. Recently, a convex optimization problem involving an $\ell_1$ penalty was proposed for this task. In this paper, we slightly modify that recent proposal by replacing the $\ell_1$ penalty with an $\ell_0$ penalty. In stark contrast to the conventional wisdom that $\ell_0$ optimization problems are computationally intractable, we show that the resulting optimization problem can be efficiently solved for the global optimum using an extremely simple and efficient dynamic programming algorithm. Our R-language implementation of the proposed algorithm runs in a few minutes on fluorescence traces of $100,000$ timesteps. Furthermore, our proposal leads to substantial improvements over the previous $\ell_1$ proposal, in simulations as well as on two calcium imaging data sets. R-language software for our proposal is available on CRAN in the package LZeroSpikeInference. Instructions for running this software in python can be found at https://github.com/jewellsean/LZeroSpikeInference.

stat.AP↗
arXiv2017

SCALPEL: Extracting Neurons from Calcium Imaging Data

In the past few years, new technologies in the field of neuroscience have made it possible to simultaneously image activity in large populations of neurons at cellular resolution in behaving animals. In mid-2016, a huge repository of this so-called "calcium imaging" data was made publicly-available. The availability of this large-scale data resource opens the door to a host of scientific questions, for which new statistical methods must be developed. In this paper, we consider the first step in the analysis of calcium imaging data: namely, identifying the neurons in a calcium imaging video. We propose a dictionary learning approach for this task. First, we perform image segmentation to develop a dictionary containing a huge number of candidate neurons. Next, we refine the dictionary using clustering. Finally, we apply the dictionary in order to select neurons and estimate their corresponding activity over time, using a sparse group lasso optimization problem. We apply our proposal to three calcium imaging data sets. Our proposed approach is implemented in the R package scalpel, which is available on CRAN.

stat.AP↗
arXiv2016

Simultaneous detection and estimation of trait associations with genomic phenotypes

Genomic phenotypes, such as DNA methylation and chromatin accessibility, can be used to characterize the transcriptional and regulatory activity of DNA within a cell. Recent technological advances have made it possible to measure such phenotypes very densely. This density often results in spatial structure, in the sense that measurements at nearby sites are very similar. In this paper, we consider the task of comparing genomic phenotypes across experimental conditions, cell types, or disease subgroups. We propose a new method, Joint Adaptive Differential Estimation (JADE), which leverages the spatial structure inherent to genomic phenotypes. JADE simultaneously estimates smooth underlying group average genomic phenotype profiles, and detects regions in which the average profile differs between groups. We evaluate JADE's performance in several biologically plausible simulation settings. We also consider an application to the detection of regions with differential methylation between mature skeletal muscle cells, myotubes and myoblasts.

stat.ME↗
arXiv2015

Convex Modeling of Interactions with Strong Heredity

We consider the task of fitting a regression model involving interactions among a potentially large set of covariates, in which we wish to enforce strong heredity. We propose FAMILY, a very general framework for this task. Our proposal is a generalization of several existing methods, such as VANISH [Radchenko and James, 2010], hierNet [Bien et al., 2013], the all-pairs lasso, and the lasso using only main effects. It can be formulated as the solution to a convex optimization problem, which we solve using an efficient alternating directions method of multipliers (ADMM) algorithm. This algorithm has guaranteed convergence to the global optimum, can be easily specialized to any convex penalty function of interest, and allows for a straightforward extension to the setting of generalized linear models. We derive an unbiased estimator of the degrees of freedom of FAMILY, and explore its performance in a simulation study and on an HIV sequence data set.

stat.ML↗