arXiv subjects

Jing Lei

Publications and source records attributed to Jing Lei.

At least 55 records · Page 3Linked to original sources

arXiv2022

From local to global gene co-expression estimation using single-cell RNA-seq data

In genomics studies, the investigation of the gene relationship often brings important biological insights. Currently, the large heterogeneous datasets impose new challenges for statisticians because gene relationships are often local. They change from one sample point to another, may only exist in a subset of the sample, and can be non-linear or even non-monotone. Most previous dependence measures do not specifically target local dependence relationships, and the ones that do are computationally costly. In this paper, we explore a state-of-the-art network estimation technique that characterizes gene relationships at the single-cell level, under the name of cell-specific gene networks. We first show that averaging the cell-specific gene relationship over a population gives a novel univariate dependence measure that can detect any non-linear, non-monotone relationship. Together with a consistent nonparametric estimator, we establish its robustness on both the population and empirical levels. Simulations and real data analysis show that this measure outperforms existing independence measures like Pearson, Kendall's $τ$, $τ^\star$, distance correlation, HSIC, Hoeffding's D, HHG, and MIC, on various tasks.

stat.ME↗

arXiv2021

Analyzing Uplink Grant-free Sparse Code Multiple Access System in Massive IoT Networks

Grant-free sparse code multiple access (GF-SCMA) is considered to be a promising multiple access candidate for future wireless networks. In this paper, we focus on characterizing the performance of uplink GF-SCMA schemes in a network with ubiquitous connections, such as the Internet of Things (IoT) networks. To provide a tractable approach to evaluate the performance of GF-SCMA, we first develop a theoretical model taking into account the property of multi-user detection (MUD) in the SCMA system. We then analyze the error rate performance of GF-SCMA in the case of codebook collision to investigate the reliability of GF-SCMA when reusing codebook in massive IoT networks. For performance evaluation, accurate approximations for both success probability and average symbol error probability (ASEP) are derived. To elaborate further, we utilize the analytical results to discuss the impact of codeword sparse degree in GFSCMA. After that, we conduct a comparative study between SCMA and its variant, dense code multiple access (DCMA), with GF transmission to offer insights into the effectiveness of these two schemes. This facilitates the GF-SCMA system design in practical implementation. Simulation results show that denser codebooks can help to support more UEs and increase the reliability of data transmission in a GF-SCMA network. Moreover, a higher success probability can be achieved by GFSCMA with denser UE deployment at low detection thresholds since SCMA can achieve overloading gain.

cs.IT↗

arXiv2020

Network Representation Using Graph Root Distributions

Exchangeable random graphs serve as an important probabilistic framework for the statistical analysis of network data. In this work we develop an alternative parameterization for a large class of exchangeable random graphs, where the nodes are independent random vectors in a linear space equipped with an indefinite inner product, and the edge probability between two nodes equals the inner product of the corresponding node vectors. Therefore, the distribution of exchangeable random graphs in this subclass can be represented by a node sampling distribution on this linear space, which we call the graph root distribution. We study existence and identifiability of such representations, the topological relationship between the graph root distribution and the exchangeable random graph sampling distribution, and estimation of graph root distributions.

math.ST↗

arXiv2020

Convergence and Concentration of Empirical Measures under Wasserstein Distance in Unbounded Functional Spaces

We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization can cover Euclidean spaces with large dimensionality, with the optimal dependence on the dimensionality. Our method also covers the important case of Gaussian processes in separable Hilbert spaces, with rate-optimal upper bounds for functional data distributions whose coordinates decay geometrically or polynomially. Moreover, our bounds of the expected value can be combined with mean-concentration results to yield improved exponential tail probability bounds for the Wasserstein error of empirical measures under Bernstein-type or log Sobolev-type conditions.

math.ST↗

arXiv2019

Gradient-based Sparse Principal Component Analysis with Extensions to Online Learning

Sparse principal component analysis (PCA) is an important technique for dimensionality reduction of high-dimensional data. However, most existing sparse PCA algorithms are based on non-convex optimization, which provide little guarantee on the global convergence. Sparse PCA algorithms based on a convex formulation, for example the Fantope projection and selection (FPS), overcome this difficulty, but are computationally expensive. In this work we study sparse PCA based on the convex FPS formulation, and propose a new algorithm that is computationally efficient and applicable to large and high-dimensional data sets. Nonasymptotic and explicit bounds are derived for both the optimization error and the statistical accuracy, which can be used for testing and inference problems. We also extend our algorithm to online learning problems, where data are obtained in a streaming fashion. The proposed algorithm is applied to high-dimensional gene expression data for the detection of functional gene groups.

stat.ME↗

arXiv2019

Global and Local Two-Sample Tests via Regression

Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature, there have been recent methodological developments such as classification accuracy tests. The goal of this work is to present a regression approach to comparing multivariate distributions of complex data. Depending on the chosen regression model, our framework can efficiently handle different types of variables and various structures in the data, with competitive power under many practical scenarios. Whereas previous work has been largely limited to global tests which conceal much of the local information, our approach naturally leads to a local two-sample testing framework in which we identify local differences between multivariate distributions with statistical confidence. We demonstrate the efficacy of our approach both theoretically and empirically, under some well-known parametric and nonparametric regression methods. Our proposed methods are applied to simulated data as well as a challenging astronomy data set to assess their practical usefulness.

stat.ME↗

arXiv2019

On the probability that two random integers are coprime

We show that there is a non-empty class of finitely additive probabilities on $\mathbb N^2$ such that for each member of the class, each set with limiting relative frequency $p$ has probability $p$. Hence, in that context the probability that two random integers are coprime is $6/π^2$. We also show that two other interpretations of "random integer," namely residue classes and shift invariance, support any number in $[0, 6/π^2]$ for that probability. Finally, we specify a countably additive probability space that also supports $6/π^2$.

math.PR↗

arXiv2019

Hybrid Codeword Position Index Modulation for Sparse Code Multiple Access System

In this paper, a novel variation of codeword position index based sparse code multiple access (CPI-SCMA) system, which is termed as hybrid codeword position index modulated sparse code multiple access (HCPI-SCMA), is proposed to further improve the transmission efficiency (TE). In this scheme, unlike the conventional CPI-SCMA that uses only one kind of bits-toindices (BTI) mapper, the codeword positions which are padded with zeros in CPI-SCMA are also utilized to transmit additional information. Since multiple index selectors are used in a HCPISCMA codeword, the original message passing algorithm (MPA) no longer works in HCPI-SCMA; hence, a modified MPA is proposed to detect the received signals. It is shown in the simulations and analysis that the proposed scheme can achieve both higher TE and better error rate performance in the region of high signal-to-noise ratio (SNR) compare to the conventional SCMA (C-SCMA). Moreover, compared with CPI-SCMA, HCPISCMA can achieve higher TE with approximately the same error rate performance compared to CPI-SCMA at high SNRs.

eess.SP↗

arXiv2018

Least Ambiguous Set-Valued Classifiers with Bounded Error Levels

In most classification tasks there are observations that are ambiguous and therefore difficult to correctly label. Set-valued classifiers output sets of plausible labels rather than a single label, thereby giving a more appropriate and informative treatment to the labeling of ambiguous instances. We introduce a framework for multiclass set-valued classification, where the classifiers guarantee user-defined levels of coverage or confidence (the probability that the true label is contained in the set) while minimizing the ambiguity (the expected size of the output). We first derive oracle classifiers assuming the true distribution to be known. We show that the oracle classifiers are obtained from level sets of the functions that define the conditional probability of each class. Then we develop estimators with good asymptotic and finite sample properties. The proposed estimators build on existing single-label classifiers. The optimal classifier can sometimes output the empty set, but we provide two solutions to fix this issue that are suitable for various practical needs.

stat.ME↗

arXiv2018

Codeword Position Index based Sparse Code Multiple Access System

In this letter, a novel variation of sparse code multiple access (SCMA), called codeword position index based SCMA (CPI-SCMA), is proposed. In this scheme, the information is transmitted not only by the codewords in M point SCMA codebook, but also by the indices of the codeword positions in a data block. As such, both the power and transmission efficiency (TE) can be improved, moreover, CPI-SCMA can achieve a better error rate performance compare to conventional SCMA (C-SCMA).

eess.SP↗

arXiv2018

Bootstrapping and Sample Splitting For High-Dimensional, Assumption-Free Inference

Several new methods have been proposed for performing valid inference after model selection. An older method is sampling splitting: use part of the data for model selection and part for inference. In this paper we revisit sample splitting combined with the bootstrap (or the Normal approximation). We show that this leads to a simple, assumption-free approach to inference and we establish results on the accuracy of the method. In fact, we find new bounds on the accuracy of the bootstrap and the Normal approximation for general nonlinear parameters with increasing dimension which we then use to assess the accuracy of regression inference. We show that an alternative, called the image bootstrap, has higher coverage accuracy at the cost of more computation. We define new parameters that measure variable importance and that can be inferred with greater accuracy than the usual regression coefficients. There is a inference-prediction tradeoff: splitting increases the accuracy and robustness of inference but can decrease the accuracy of the predictions.

math.ST↗

arXiv2017

Cross-Validation with Confidence

Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the uncertainty in the testing sample. We develop a new, statistically principled inference tool based on cross-validation that takes into account the uncertainty in the testing sample. This new method outputs a set of highly competitive candidate models containing the best one with guaranteed probability. As a consequence, our method can achieve consistent variable selection in a classical linear regression setting, for which existing cross-validation methods require unconventional split ratios. When used for regularizing tuning parameter selection, the method can provide a further trade-off between prediction accuracy and model interpretability. We demonstrate the performance of the proposed method in several simulated and real data examples.

stat.ME↗

arXiv2017

A Unified Statistical Framework for Single Cell and Bulk RNA Sequencing Data

Recent advances in technology have enabled the measurement of RNA levels for individual cells. Compared to traditional tissue-level bulk RNA-seq data, single cell sequencing yields valuable insights about gene expression profiles for different cell types, which is potentially critical for understanding many complex human diseases. However, developing quantitative tools for such data remains challenging because of high levels of technical noise, especially the "dropout" events. A "dropout" happens when the RNA for a gene fails to be amplified prior to sequencing, producing a "false" zero in the observed data. In this paper, we propose a Unified RNA-Sequencing Model (URSM) for both single cell and bulk RNA-seq data, formulated as a hierarchical model. URSM borrows the strength from both data sources and carefully models the dropouts in single cell data, leading to a more accurate estimation of cell type specific gene expression profile. In addition, URSM naturally provides inference on the dropout entries in single cell data that need to be imputed for downstream analyses, as well as the mixing proportions of different cell types in bulk samples. We adopt an empirical Bayes approach, where parameters are estimated using the EM algorithm and approximate inference is obtained by Gibbs sampling. Simulation results illustrate that URSM outperforms existing approaches both in correcting for dropouts in single cell data, as well as in deconvolving bulk samples. We also demonstrate an application to gene expression data on fetal brains, where our model successfully imputes the dropout genes and reveals cell type specific expression patterns.

stat.AP↗

arXiv2017

Fast Exact Conformalization of Lasso using Piecewise Linear Homotopy

Conformal prediction is a general method that converts almost any point predictor to a prediction set. The resulting set keeps good statistical properties of the original estimator under standard assumptions, and guarantees valid average coverage even when the model is misspecified. A main challenge in applying conformal prediction in modern applications is efficient computation, as it generally requires an exhaustive search over the entire output space. In this paper we develop an exact and computationally efficient conformalization of the Lasso and elastic net. The method makes use of a novel piecewise linear homotopy of the Lasso solution under perturbation of a single input sample point. As a by-product, we provide a simpler and better justified online Lasso algorithm, which may be of independent interest. Our derivation also reveals an interesting accuracy-stability trade-off in conformal inference, which is analogous to the bias-variance trade-off in traditional parameter estimation. The practical performance of the new algorithm is demonstrated using both synthetic and real data examples.

stat.ME↗

arXiv2017

Distribution-Free Predictive Inference For Regression

We develop a general framework for distribution-free predictive inference in regression, using conformal inference. The proposed methodology allows for the construction of a prediction band for the response variable using any estimator of the regression function. The resulting prediction band preserves the consistency properties of the original estimator under standard assumptions, while guaranteeing finite-sample marginal coverage even when these assumptions do not hold. We analyze and compare, both empirically and theoretically, the two major variants of our conformal framework: full conformal inference and split conformal inference, along with a related jackknife method. These methods offer different tradeoffs between statistical accuracy (length of resulting prediction intervals) and computational efficiency. As extensions, we develop a method for constructing valid in-sample prediction intervals called {\it rank-one-out} conformal inference, which has essentially the same computational efficiency as split conformal inference. We also describe an extension of our procedures for producing prediction bands with locally varying length, in order to adapt to heteroskedascity in the data. Finally, we propose a model-free notion of variable importance, called {\it leave-one-covariate-out} or LOCO inference. Accompanying this paper is an R package {\tt conformalInference} that implements all of the proposals we have introduced. In the spirit of reproducibility, all of our empirical results can also be easily (re)generated using this package.

stat.ME↗

arXiv2016

Testing High Dimensional Covariance Matrices, with Application to Detecting Schizophrenia Risk Genes

Scientists routinely compare gene expression levels in cases versus controls in part to determine genes associated with a disease. Similarly, detecting case-control differences in co-expression among genes can be critical to understanding complex human diseases; however statistical methods have been limited by the high dimensional nature of this problem. In this paper, we construct a sparse-Leading-Eigenvalue-Driven (sLED) test for comparing two high-dimensional covariance matrices. By focusing on the spectrum of the differential matrix, sLED provides a novel perspective that accommodates what we assume to be common, namely sparse and weak signals in gene expression data, and it is closely related with Sparse Principal Component Analysis. We prove that sLED achieves full power asymptotically under mild assumptions, and simulation studies verify that it outperforms other existing procedures under many biologically plausible scenarios. Applying sLED to the largest gene-expression dataset obtained from post-mortem brain tissue from Schizophrenia patients and controls, we provide a novel list of genes implicated in Schizophrenia and reveal intriguing patterns in gene co-expression change for Schizophrenia subjects. We also illustrate that sLED can be generalized to compare other gene-gene "relationship" matrices that are of practical interest, such as the weighted adjacency matrices.

stat.ME↗

arXiv2016

Differentially Private Model Selection with Penalized and Constrained Likelihood

In statistical disclosure control, the goal of data analysis is twofold: The released information must provide accurate and useful statistics about the underlying population of interest, while minimizing the potential for an individual record to be identified. In recent years, the notion of differential privacy has received much attention in theoretical computer science, machine learning, and statistics. It provides a rigorous and strong notion of protection for individuals' sensitive information. A fundamental question is how to incorporate differential privacy into traditional statistical inference procedures. In this paper we study model selection in multivariate linear regression under the constraint of differential privacy. We show that model selection procedures based on penalized least squares or likelihood can be made differentially private by a combination of regularization and randomization, and propose two algorithms to do so. We show that our private procedures are consistent under essentially the same conditions as the corresponding non-private procedures. We also find that under differential privacy, the procedure becomes more sensitive to the tuning parameters. We illustrate and evaluate our method using simulation studies and two real data examples.

stat.ME↗

arXiv2016

On-Average KL-Privacy and its equivalence to Generalization for Max-Entropy Mechanisms

We define On-Average KL-Privacy and present its properties and connections to differential privacy, generalization and information-theoretic quantities including max-information and mutual information. The new definition significantly weakens differential privacy, while preserving its minimalistic design features such as composition over small group and multiple queries as well as closeness to post-processing. Moreover, we show that On-Average KL-Privacy is **equivalent** to generalization for a large class of commonly-used tools in statistics and machine learning that samples from Gibbs distributions---a class of distributions that arises naturally from the maximum entropy principle. In addition, a byproduct of our analysis yields a lower bound for generalization error in terms of mutual information which reveals an interesting interplay with known upper bounds that use the same quantity.

stat.ML↗