Methodology (stat.ME)

Abstract: Multivariate histograms are difficult to construct due to the curse of dimensionality. Motivated by $k$-d trees in computer science, we show how to construct an efficient data-adaptive partition of Euclidean space that possesses the following two properties: With high confidence the distribution from which the data are generated is close to uniform on each rectangle of the partition; and despite the data-dependent construction we can give guaranteed finite sample simultaneous confidence intervals for the probabilities (and hence for the average densities) of each rectangle in the partition. This partition will automatically adapt to the sizes of the regions where the distribution is close to uniform. The methodology produces confidence intervals whose widths depend only on the probability content of the rectangles and not on the dimensionality of the space, thus avoiding the curse of dimensionality. Moreover, the widths essentially match the optimal widths in the univariate setting. The simultaneous validity of the confidence intervals allows to use this construction, which we call {\sl Beta-trees}, for various data-analytic purposes. We illustrate this by using Beta-trees for visualizing data and for multivariate mode-hunting.

Abstract: Multivariate correlation analysis plays an important role in various fields such as statistics and big data analytics. In this paper, it is presented a new non-parametric measure of rank correlation between more than two variables from the multivariate generalization of the Kendall's Tau coefficient (Tau-N). This multivariate correlation analysis not only evaluates the inter-relatedness of multiple variables, but also determine the specific tendency of the tested data set. Additionally, it is discussed how the discordant concept would have some limitations when applied to more than two variables, for which reason this methodology has been developed based on the new concept paired orthants. In order to test the proposed methodology, different N-tuple sets (from two to six variables) have been evaluated.

Abstract: In mediation analysis, the exposure often influences the mediating effect, i.e., there is an interaction between exposure and mediator on the dependent variable. When the mediator is high-dimensional, it is necessary to identify non-zero mediators (M) and exposure-by-mediator (X-by-M) interactions. Although several high-dimensional mediation methods can naturally handle X-by-M interactions, research is scarce in preserving the underlying hierarchical structure between the main effects and the interactions. To fill the knowledge gap, we develop the XMInt procedure to select M and X-by-M interactions in the high-dimensional mediators setting while preserving the hierarchical structure. Our proposed method employs a sequential regularization-based forward-selection approach to identify the mediators and their hierarchically preserved interaction with exposure. Our numerical experiments showed promising selection results. Further, we applied our method to ADNI morphological data and examined the role of cortical thickness and subcortical volumes on the effect of amyloid-beta accumulation on cognitive performance, which could be helpful in understanding the brain compensation mechanism.