SearcharxivSearch

arXiv subjects

Mingyu Qi

Publications and source records attributed to Mingyu Qi.

2 recordsLinked to original sources

Multivariate Inference of Network Moments by Subsampling

Network moments--rescaled counts of motifs such as stars and triangles--are fundamental summaries of network structure, widely used in goodness-of-fit testing, model selection, and network comparison. While the univariate distribution of a single network moment can be approximated by subsampling, the consistency of subsampling for their {\it joint} distribution has remained unestablished. In this paper, we prove that node subsampling provides an asymptotically accurate approximation of the joint distribution of multiple network moments under a general sparse graphon model. The theoretical analysis requires a careful characterization of the dependence structure among network moments and the corresponding multivariate asymptotic convergence, going substantially beyond existing univariate results. Building on this foundation, we address a practically important open problem: two-sample testing between unmatchable networks with unequal edge densities. We propose a novel subsampling-based procedure that combines {\it sparsification} with a {\it sample-splitting} strategy. This yields the first subsampling-based inferential procedure valid for this setting, to our knowledge. We demonstrate the utility of multivariate subsampling inference through simulation studies and a real data application comparing coexpression networks of core and non-core genes in a study of parallel adaptation in Trinidadian guppies, where joint and conditional moment distributions reveal a structural difference that no marginal test can detect.

stat.ME

The non-overlapping statistical approximation to overlapping group lasso

Group lasso is a commonly used regularization method in statistical learning in which parameters are eliminated from the model according to predefined groups. However, when the groups overlap, optimizing the group lasso penalized objective can be time-consuming on large-scale problems because of the non-separability induced by the overlapping groups. This bottleneck has seriously limited the application of overlapping group lasso regularization in many modern problems, such as gene pathway selection and graphical model estimation. In this paper, we propose a separable penalty as an approximation of the overlapping group lasso penalty. Thanks to the separability, the computation of regularization based on our penalty is substantially faster than that of the overlapping group lasso, especially for large-scale and high-dimensional problems. We show that the penalty is the tightest separable relaxation of the overlapping group lasso norm within the family of $\ell_{q_1}/\ell_{q_2}$ norms. Moreover, we show that the estimator based on the proposed separable penalty is statistically equivalent to the one based on the overlapping group lasso penalty with respect to their error bounds and the rate-optimal performance under the squared loss. We demonstrate the faster computational time and statistical equivalence of our method compared with the overlapping group lasso in simulation examples and a classification problem of cancer tumors based on gene expression and multiple gene pathways.

stat.ML