Statistical Analysis for High-Dimensional Data: The Abel Symposium 2014

313 Pages·2016·16.93 MB·English

by  Arnoldo Frigessi

Abel Symposia 11
Arnoldo Frigessi
Peter Bühlmann
Ingrid Glad
Mette Langaas
Sylvia Richardson
Marina Vannucci Editors
Statistical
Analysis for High-
Dimensional Data
The Abel Symposium 2014
ABEL SYMPOSIA
Edited by the Norwegian Mathematical Society
Moreinformationaboutthisseriesathttp://www.springer.com/series/7462
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Arnoldo Frigessi (cid:129) Peter BuRhlmann (cid:129)
Ingrid K. Glad (cid:129) Mette Langaas (cid:129)
Sylvia Richardson (cid:129) Marina Vannucci
Editors
Statistical Analysis for
High-Dimensional Data
The Abel Symposium 2014
123
Editors
ArnoldoFrigessi PeterBuRhlmann
OsloCentreforBiostatisticsand SeminarforStatistics
Epidemiology ETHZuRrich
UniversityofOslo ZuRrich,Switzerland
Oslo,Norway
IngridK.Glad MetteLangaas
DepartmentofMathematics DepartmentofMathematicalSciences
UniversityofOslo NorwegianUniversityofScience
Oslo,Norway andTechnology
Trondheim,Norway
SylviaRichardson MarinaVannucci
MRCBiostatisticsUnit DepartmentofStatistics
CambridgeInstituteofPublicHealth RiceUniversity
UniversityofCambridge Houston
Cambridge,UK Texas,USA
ISSN2193-2808 ISSN2197-8549 (electronic)
AbelSymposia
ISBN978-3-319-27097-5 ISBN978-3-319-27099-9 (eBook)
DOI10.1007/978-3-319-27099-9
LibraryofCongressControlNumber:2016931284
MathematicsSubjectClassification(2010):62F15,62H30,62P10,62F99,62H99,62J99
SpringerChamHeidelbergNewYorkDordrechtLondon
©SpringerInternationalPublishingSwitzerland2016
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Foreword
TheNorwegiangovernmentestablishedtheAbelPrizeinmathematicsin2002,and
the first prize was awarded in 2003. In addition to honoring the great Norwegian
mathematicianNielsHenrikAbelbyawardinganinternationalprizeforoutstanding
scientificworkinthefieldofmathematics,theprizeshallcontributetowardraising
the status of mathematics in society and stimulate the interest for science among
schoolchildrenandstudents.Inkeepingwiththisobjective,theNielsHenrikAbel
Board has decided to finance annual Abel Symposia. The topic of the symposia
maybeselectedbroadlyintheareaofpureandappliedmathematics.Thesymposia
should be at the highest international level and serve to build bridges between
thenationalandinternationalresearchcommunities.TheNorwegianMathematical
Societyisresponsiblefortheevents.Ithasalsobeendecidedthatthecontributions
fromthese symposia shouldbe presentedin a series of proceedings,and Springer
Verlag has enthusiastically agreed to publish the series. The Niels Henrik Abel
Boardisconfidentthattheserieswillbeavaluablecontributiontothemathematical
literature.
ChairoftheNielsHenrikAbelBoard HelgeHolden
v

Preface
The 11th Abel Symposium on “Statistical Analysis for High-Dimensional Data”
was held at Nyvågar Rorbuhotell, near the village of Kabelvåg, in the Lofoten
archipelago, Norway, from Monday, May 5, to Friday, May 9, 2014. This Abel
SymposiumProceedingscontainsaselectionofpaperswithinthisfield.
Therewere53participants,andparticipationwasbyinvitationonly.Thescien-
tificcommitteeforthesymposiumconsistedoftheeditorsofthisAbelSymposium
volume:PeterBühlmann,ArnoldoFrigessi,IngridK.Glad,MetteLangaas,Sylvia
Richardson,andMarinaVannucci.
Thesymposiumhad23invitedtalks:
YoavBenjamini Addressingstatisticalwoesaffectingreplicability
PeterJ.Bickel Asymptoticanalysisofunlabelednetworksandan
application
LeonardoBottolo Bayesianhierarchicalmixturemodels
TonyCai SparsePCA:optimalrates,adaptiveestimation,and
computationalchallenges
MathiasDrton IsingmodelselectionwithBayesianinformationcriteria
EdwardI.George Spike-and-slabvariableselection
JelleJ.Goeman Aglobal(cid:2)globaltestforassociationbetweentwo
high-dimensionaldatasets
ChrisHans FromaconditionalLindley’sparadoxtopoly-hyper-g
priorsinBayesianregression
TrevorHastie Sparsemodelsandcoordinatedescent
NicolaiMeinshausen Maximineffectsforheterogeneouslarge-scaledata
Xiao-LiMeng Thepotentialandperilsofpreprocessing:buildingnew
foundations
SachMukherjee High-dimensionalapproachesforinvestigatingdisease
heterogeneity
vii
viii Preface
PeterMüller ABayesianfeatureallocationmodelfortumor
heterogeneity
SusanA.Murphy Micro-randomizedtrialsandoff-policyreinforcement
learning
JudithRousseau AsymptoticpropertiesofempiricalBayesproceduresin
parametricandnonparametricmodels
RichardSamworth Independentcomponentanalysisvianonparametric
maximumlikelihoodestimation
TerenceP.Speed Removingunwantedvariationforprediction
SaravandeGeer Confidencesetsforthegraphicallasso
MartinJ.Wainwright Randomizedsketchesofhigh-dimensionalconvex
programs:practicalschemesandsharprates
MikeWest Dynamicsparsitymodeling
BinYu Relatingdevelopmentaltranscriptionfactors(TFs)based
onDrosophilaembryonicgeneexpressionimages
The participants not giving invited talks had the possibility to give a short
presentation of their work. Contributed talks were given by Magne T. Aldrin,
BettinaKulleAndreassen,EljaArjas,LamiaeAzizi,LinnCecilieBergersen,Peter
Bühlmann, Jan Christoph Ernest, Arnoldo Frigessi, Ingrid K. Glad, Clara-Cecilie
Günther,KariK.Halle,KristofferH.Hellton,EricB.Laber,MetteLangaas,Tonje
G.Lien,OleChristianLingjærde,KeliLiu,EdgarA.MuroJimenez,ChristianM.
Page, Andrea I. Riebler, Sylvia Richardson, Daniel P. Simpson, Nicolas Städler,
ØysteinSørensen,MarinaVannucci,ValeriaVitelli,VerenaZuber,andErikW.van
Zwet.
Thefulllistofparticipantsfollows:
Aldrin,MagneT. NorwegianComputingCenter
Andreassen,BettinaKulle UniversityofOslo
Arjas,Elja UniversityofOslo
Azizi,Lamiae UniversityofCambridge
Benjamini,Yoav TelAvivUniversity
Bergersen,LinnCecilie UniversityofOslo
Bickel,PeterJ. UniversityofCaliforniaatBerkeley
Bottolo,Leonardo ImperialCollegeLondon
Bühlmann,Peter ETHZürich
Cai,Tony UniversityofPennsylvania
Drton,Mathias UniversityofWashington
Ernest,JanChristoph ETHZürich
Frigessi,Arnoldo UniversityofOslo
George,EdwardI. UniversityofPennsylvania
Glad,IngridK. UniversityofOslo
Preface ix
Goeman,JelleJ. LeidenUniversity
Günther,Clara-Cecilie NorwegianComputingCenter
Halle,KariK. NorwegianUniversityofScienceandTechnology
Hans,Chris OhioStateUniversity
Hastie,Trevor StanfordUniversity
Hellton,KristofferH. UniversityofOslo
Hjort,NilsLid UniversityofOslo
Laber,EricB. NorthCarolinaStateUniversity
Langaas,Mette NorwegianUniversityofScienceandTechnology
Lien,TonjeG. UniversityofOslo
Lingjærde,OleChristian UniversityofOslo
Liu,Keli HarvardUniversity
Low,MarkG. UniversityofPennsylvania
Meinshausen,Nicolai ETHZürich
Meng,Xiao-Li HarvardUniversity
Mukherjee,Sach NetherlandsCancerInstitute
Müller,Peter UniversityofTexas,Austin
MuroJimenez,EdgarA. ETHZürich
Murphy,SusanA. UniversityofMichigan
Page,ChristianM. UniversityofOslo
Richardson,Sylvia UniversityofCambridge
Riebler,AndreaI. NorwegianUniversityofScienceandTechnology
Rousseau,Judith UniversitéParisDauphine
Rue,Håvard NorwegianUniversityofScienceandTechnology
Salomond,Jean-Bernard UniversitéParisDauphine
Samworth,Richard UniversityofCambridge
Simpson,DanielP. NorwegianUniversityofScienceandTechnology
Sørensen,Øystein UniversityofOslo
Speed,TerenceP. WalterandElizaHallInstituteofMedicalResearch
Städler,Nicolas TheNetherlandsCancerInstitute
Thoresen,Magne UniversityofOslo
vandeGeer,Sara ETHZürich
vanZwet,ErikW. LeidenUniversity
Vannucci,Marina RiceUniversity
Vitelli,Valeria UniversityofOslo
Wainwright,MartinJ. UniversityofCalifornia,Berkeley
West,Mike DukeUniversity
Yu,Bin UniversityofCalifornia,Berkeley
Zuber,Verena UniversityofOslo
We thank the NorwegianMathematicalSociety for nominatingour application
andtheBoardfortheNielsHenrikAbelMemorialFundfordecidingtosupportit.