arXiv subjects

Wenliang Pan

Publications and source records attributed to Wenliang Pan.

9 recordsLinked to original sources

arXiv2025

Identification of Genetic Factors Associated with Corpus Callosum Morphology: Conditional Strong Independence Screening for Non-Euclidean Responses

The corpus callosum, the largest white matter structure in the brain, plays a critical role in interhemispheric communication. Variations in its morphology are associated with various neurological and psychological conditions, making it a key focus in neurogenetics. Age is known to influence the structure and morphology of the corpus callosum significantly, complicating the identification of specific genetic factors that contribute to its shape and size. We propose a conditional strong independence screening method to address these challenges for ultrahigh-dimensional predictors and non-Euclidean responses. Our approach incorporates prior knowledge, such as age. It introduces a novel concept of conditional metric dependence, quantifying non-linear conditional dependencies among random objects in metric spaces without relying on predefined models. We apply this framework to identify genetic factors associated with the morphology of the corpus callosum. Simulation results demonstrate the efficacy of this method across various non-Euclidean data types, highlighting its potential to drive genetic discovery in neuroscience.

stat.AP↗

arXiv2023

Nonparametric Statistical Inference via Metric Distribution Function in Metric Spaces

Distribution function is essential in statistical inference, and connected with samples to form a directed closed loop by the correspondence theorem in measure theory and the Glivenko-Cantelli and Donsker properties. This connection creates a paradigm for statistical inference. However, existing distribution functions are defined in Euclidean spaces and no longer convenient to use in rapidly evolving data objects of complex nature. It is imperative to develop the concept of distribution function in a more general space to meet emerging needs. Note that the linearity allows us to use hypercubes to define the distribution function in a Euclidean space, but without the linearity in a metric space, we must work with the metric to investigate the probability measure. We introduce a class of metric distribution functions through the metric between random objects and a fixed location in metric spaces. We overcome this challenging step by proving the correspondence theorem and the Glivenko-Cantelli theorem for metric distribution functions in metric spaces that lie the foundation for conducting rational statistical inference for metric space-valued data. Then, we develop homogeneity test and mutual independence test for non-Euclidean random objects, and present comprehensive empirical evidence to support the performance of our proposed methods.

stat.ME↗

arXiv2022

Metric Distributional Discrepancy in Metric Space

Independence analysis is an indispensable step before regression analysis to find out essential factors that influence the objects. With many applications in machine Learning, medical Learning and a variety of disciplines, statistical methods of measuring the relationship between random variables have been well studied in vector spaces. However, there are few methods developed to verify the relation between random elements in metric spaces. In this paper, we present a novel index called metric distributional discrepancy (MDD) to measure the dependence between a random element $X$ and a categorical variable $Y$, which is applicable to the medical image and genetic data. The metric distributional discrepancy statistics can be considered as the distance between the conditional distribution of $X$ given each class of $Y$ and the unconditional distribution of $X$. MDD enjoys some significant merits compared to other dependence-measures. For instance, MDD is zero if and only if $X$ and $Y$ are independent. MDD test is a distribution-free test since there is no assumption on the distribution of random elements. Furthermore, MDD test is robust to the data with heavy-tailed distribution and potential outliers. We demonstrate the validity of our theory and the property of the MDD test by several numerical experiments and real data analysis.

stat.ME↗

arXiv2022

Ultra-high Dimensional Variable Selection for Doubly Robust Causal Inference

Causal inference has been increasingly reliant on observational studies with rich covariate information. To build tractable causal procedures, such as the doubly robust estimators, it is imperative to first extract important features from high or even ultra-high dimensional data. In this paper, we propose causal ball screening for confounder selection from modern ultra-high dimensional data sets. Unlike the familiar task of variable selection for prediction modeling, our confounder selection procedure aims to control for confounding while improving efficiency in the resulting causal effect estimate. Previous empirical and theoretical studies suggest excluding causes of the treatment that are not confounders. Motivated by these results, our goal is to keep all the predictors of the outcome in both the propensity score and outcome regression models. A distinctive feature of our proposal is that we use an outcome model-free procedure for propensity score model selection, thereby maintaining double robustness in the resulting causal effect estimator. Our theoretical analyses show that the proposed procedure enjoys a number of properties, including model selection consistency and point-wise normality. Synthetic and real data analysis show that our proposal performs favorably with existing methods in a range of realistic settings. Data used in preparation of this article were obtained from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database.

stat.ME↗

arXiv2021

Kernel-Distance-Based Covariate Balancing

A common concern in observational studies focuses on properly evaluating the causal effect, which usually refers to the average treatment effect or the average treatment effect on the treated. In this paper, we propose a data preprocessing method, the Kernel-distance-based covariate balancing, for observational studies with binary treatments. This proposed method yields a set of unit weights for the treatment and control groups, respectively, such that the reweighted covariate distributions can satisfy a set of pre-specified balance conditions. This preprocessing methodology can effectively reduce confounding bias of subsequent estimation of causal effects. We demonstrate the implementation and performance of Kernel-distance-based covariate balancing with Monte Carlo simulation experiments and a real data analysis.

stat.ME↗

arXiv2020

The Effects of Stringent Interventions for Coronavirus Pandemic

The pandemic of COVID-19 has caused severe public health consequences around the world. Many interventions of COVID-19 have been implemented. It is of great public health and societal importance to evaluate the effects of interventions in the pandemic of COVID-19. In this paper, with help of synthetic control method, regression discontinuity and a Susceptible-Infected and infectious without isolation-Hospitalized in isolation-Removed (SIHR) model, we evaluate the horizontal and longitudinal effects of stringent interventions implemented in Wenzhou, a representative urban city of China, where stringent interventions were enforced to curb its own epidemic situation with rapidly increasing newly confirmed cases. We found that there were statistically significant treatment effects of those stringent interventions which reduced the cumulative confirmed cases of COVID-19. Those reduction effects would increase over time. Also, if the stringent interventions were delayed by 2 days or mild interventions were implemented instead, the expected number of cumulative confirmed cases would have been nearly 2 times or 5 times of the actual number. The effects of stringent interventions are significant in mitigating the epidemic situation of COVID-19. The slower the interventions were implemented, the more severe the epidemic would have been, and the stronger the interventions would have been required.

physics.soc-ph↗

arXiv2019

Ball: An R package for detecting distribution difference and association in metric spaces

The rapid development of modern technology facilitates the appearance of numerous unprecedented complex data which do not satisfy the axioms of Euclidean geometry, while most of the statistical hypothesis tests are available in Euclidean or Hilbert spaces. To properly analyze the data of more complicated structures, efforts have been made to solve the fundamental test problems in more general spaces. In this paper, a publicly available R package Ball is provided to implement Ball statistical test procedures for K-sample distribution comparison and test of mutual independence in metric spaces, which extend the test procedures for two sample distribution comparison and test of independence. The tailormade algorithms as well as engineering techniques are employed on the Ball package to speed up computation to the best of our ability. Two real data analyses and several numerical studies have been performed and the results certify the powerfulness of Ball package in analyzing complex data, e.g., spherical data and symmetric positive matrix data.

stat.CO↗

arXiv2019

Hierarchical Change-Point Detection for Multivariate Time Series via a Ball Detection Function

Sequences of random objects arise from many real applications, including high throughput omic data and functional imaging data. Those sequences are usually dependent, non-linear, or even Non-Euclidean, and an important problem is change-point detection in such dependent sequences in Banach spaces or metric spaces. The problem usually requires the accurate inference for not only whether changes might have occurred but also the locations of the changes when they did occur. To this end, we first introduce a Ball detection function and show that it reaches its maximum at the change-point if a sequence has only one change point. Furthermore, we propose a consistent estimator of Ball detection function based on which we develop a hierarchical algorithm to detect all possible change points. We prove that the estimated change-point locations are consistent. Our procedure can estimate the number of change-points and detect their locations without assuming any particular types of change-points as a change can occur in a sequence in different ways. Extensive simulation studies and analyses of two interesting real datasets wind direction and Bitcoin price demonstrate that our method has considerable advantages over existing competitors, especially when data are non-Euclidean or when there are distributional changes in the variance.

math.ST↗

arXiv2018

Robust Group Comparison Using Non-Parametric Block-Based Statistics

Voxel-based analysis methods localize brain structural differences by performing voxel-wise statistical comparisons on two groups of images aligned to a common space. This procedure requires highly accurate registration as well as a sufficiently large dataset. However, in practice, the registration algorithms are not perfect due to noise, artifacts, and complex structural variations. The sample size is also limited due to low disease prevalence, recruitment difficulties, and demographic matching issues. To address these issues, in this paper, we propose a method, called block-based statistic (BBS), for robust group comparison. BBS consists of two major components: Block matching and permutation test. Specifically, based on two group of images aligned to a common space, we first perform block matching so that structural misalignments can be corrected. Then, based on results given by block matching, we conduct robust non-parametric statistical inference based on permutation test. Extensive experiments were performed on synthetic data and the real diffusion MR data of mild cognitive impairment patients. The experimental results indicate that BBS significantly improves statistical power, notwithstanding the small sample size.

stat.AP↗