Anru Zhang

Sparse Representation of a Polytope and Recovery of Sparse Signals and Low-Rank Matrices

This paper considers compressed sensing and affine rank minimization in both noiseless and noisy cases and establishes sharp restricted isometry conditions for sparse signal and low-rank matrix recovery. The analysis relies on a key technical tool, which represents points in a polytope by convex combinations of sparse vectors. The technique is elementary while yielding sharp results. It is shown that for any given constant t ≥ 4/3, in compressed sensing, δ_tk^A <; √((t-1)/t) guarantees the exact recovery of all k sparse signals in the noiseless case through the constrained l₁ minimization, and similarly, in affine rank minimization, δ_tr^M <; √((t-1)/t) ensures the exact reconstruction of all matrices with rank at most r in the noiseless case via the constrained nuclear norm minimization. In addition, for any ε > 0, δ_tk^A <; √(^t-1/_t) + ε is not sufficient to guarantee the exact recovery of all k-sparse signals for large k. Similar results also hold for matrix recovery. In addition, the conditions δ_tk^A <; √((t-)1/t) and δ_tr^M <; √((t-1)/t) are also shown to be sufficient, respectively, for stable recovery of approximately sparse signals and low-rank matrices in the noisy case.

Instrumental Variables Estimation With Some Invalid Instruments and its Application to Mendelian Randomization

Instrumental variables have been widely used for estimating the causal effect between exposure and outcome. Conventional estimation methods require complete knowledge about all the instruments’ validity; a valid instrument must not have a direct effect on the outcome and not be related to unmeasured confounders. Often, this is impractical as highlighted by Mendelian randomization studies where genetic markers are used as instruments and complete knowledge about instruments’ validity is equivalent to complete knowledge about the involved genes’ functions. In this article, we propose a method for estimation of causal effects when this complete knowledge is absent. It is shown that causal effects are identified and can be estimated as long as less than 50% of instruments are invalid, without knowing which of the instruments are invalid. We also introduce conditions for identification when the 50% threshold is violated. A fast penalized ℓ1 estimation method, called sisVIVE, is introduced for estimating the causal effect without knowing which instruments are valid, with theoretical guarantees on its performance. The proposed method is demonstrated on simulated data and a real Mendelian randomization study concerning the effect of body mass index(BMI) on health-related quality of life (HRQL) index. An R package sisVIVE is available on CRAN. Supplementary materials for this article are available online.

ROP: Matrix recovery via rank-one projections

Estimation of low-rank matrices is of significant interest in a range of contemporary applications. In this paper, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization method for stable recovery of low-rank matrices in the noisy case. The procedure is adaptive to the rank and robust against small perturbations. Both upper and lower bounds for the estimation accuracy under the Frobenius norm loss are obtained. The proposed estimator is shown to be rate-optimal under certain conditions. The estimator is easy to implement via convex programming and performs well numerically. The techniques and main results developed in the paper also have implications to other related statistical problems. An application to estimation of spiked covariance matrices from one-dimensional random projections is considered. The results demonstrate that it is still possible to accurately estimate the covariance matrix of a high-dimensional distribution based only on one-dimensional projections.

Regression analysis for microbiome compositional data

One important problem in microbiome analysis is to identify the bacterial taxa that are associated with a response, where the microbiome data are summarized as the composition of the bacterial taxa at different taxonomic levels. This paper considers regression analysis with such compositional data as covariates. In order to satisfy the subcompositional coherence of the results, linear models with a set of linear constraints on the regression coefficients are introduced. Such models allow regression analysis for subcompositions and include the log-contrast model for compositional covariates as a special case. A penalized estimation procedure for estimating the regression coefficients and for selecting variables under the linear constraints is developed. A method is also proposed to obtain de-biased estimates of the regression coefficients that are asymptotically unbiased and have a joint asymptotic multivariate normal distribution. This provides valid confidence intervals of the regression coefficients and can be used to obtain the

Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics

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Structured Matrix Completion with Applications to Genomic Data Integration

-values. Simulation results show the validity of the confidence intervals and smaller variances of the de-biased estimates when the linear constraints are imposed. The proposed methods are applied to a gut microbiome data set and identify four bacterial genera that are associated with the body mass index after adjusting for the total fat and caloric intakes.

Inference for high-dimensional differential correlation matrices

Perturbation bounds for singular spaces, in particular Wedins

Minimax rate-optimal estimation of high-dimensional covariance matrices with incomplete data

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Sharp RIP bound for sparse signal and low-rank matrix recovery

theorem, are a fundamental tool in many fields including high-dimensional statistics, machine learning, and applied mathematics. In this paper, we establish separate perturbation bounds, measured in both spectral and Frobenius

Tensor SVD: Statistical and Computational Limits

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