Density Level Sets: Asymptotics, Inference, and Visualization

Confidence sets for a level set in linear regression

Regression modeling is the workhorse of statistics and there is a vast literature on estimation of the regression function. It has been realized in recent years that in regression analysis the ultimate aim may be the estimation of a level set of the regression function, ie, the set of covariate values for which the regression function exceeds a predefined level, instead of the estimation of the regression function itself. The published work on estimation of the level set has thus far focused mainly on nonparametric regression, especially on point estimation. In this article, the construction of confidence sets for the level set of linear regression is considered. In particular,1 - α $$ 1-\alpha $$ level upper, lower and two-sided confidence sets are constructed for the normal-error linear regression. It is shown that these confidence sets can be easily constructed from the corresponding1 - α $$ 1-\alpha $$ level simultaneous confidence bands. It is also pointed out that the construction method is readily applicable to other parametric regression models where the mean response depends on a linear predictor through a monotonic link function, which include generalized linear models, linear mixed models and generalized linear mixed models. Therefore, the method proposed in this article is widely applicable. Simulation studies with both linear and generalized linear models are conducted to assess the method and real examples are used to illustrate the method.

Spatial confidence regions for combinations of excursion sets in image analysis

The analysis of excursion sets in imaging data is essential to a wide range of scientific disciplines such as neuroimaging, climatology, and cosmology. Despite growing literature, there is little published concerning the comparison of processes that have been sampled across the same spatial region but which reflect different study conditions. Given a set of asymptotically Gaussian random fields, each corresponding to a sample acquired for a different study condition, this work aims to provide confidence statements about the intersection, or union, of the excursion sets across all fields. Such spatial regions are of natural interest as they directly correspond to the questions 'Where do all random fields exceed a predetermined threshold?', or 'Where does at least one random field exceed a predetermined threshold?'. To assess the degree of spatial variability present, our method provides, with a desired confidence, subsets and supersets of spatial regions defined by logical conjunctions (i.e. set intersections) or disjunctions (i.e. set unions), without any assumption on the dependence between the different fields. The method is verified by extensive simulations and demonstrated using task-fMRI data to identify brain regions with activation common to four variants of a working memory task.

Model-free conditional screening for ultrahigh-dimensional survival data via conditional distance correlation

How to select the active variables that have significant impact on the event of interest is a very important and meaningful problem in the statistical analysis of ultrahigh-dimensional data. In many applications, researchers often know that a certain set of covariates are active variables from some previous investigations and experiences. With the knowledge of the important prior knowledge of active variables, we propose a model-free conditional screening procedure for ultrahigh dimensional survival data based on conditional distance correlation. The proposed procedure can effectively detect the hidden active variables that are jointly important but are weakly correlated with the response. Moreover, it performs well when covariates are strongly correlated with each other. We establish the sure screening property and the ranking consistency of the proposed method and conduct extensive simulation studies, which suggests that the proposed procedure works well for practical situations. Then, we illustrate the new approach through a real dataset from the diffuse large-B-cell lymphoma study S1.

An Introduction to Topological Data Analysis: Fundamental and Practical Aspects for Data Scientists

With the recent explosion in the amount, the variety, and the dimensionality of available data, identifying, extracting, and exploiting their underlying structure has become a problem of fundamental importance for data analysis and statistical learning. Topological data analysis (tda) is a recent and fast-growing field providing a set of new topological and geometric tools to infer relevant features for possibly complex data. It proposes new well-founded mathematical theories and computational tools that can be used independently or in combination with other data analysis and statistical learning techniques. This article is a brief introduction, through a few selected topics, to basic fundamental and practical aspects of tda for nonexperts.

Nonparametric estimation of directional highest density regions

Highest density regions (HDRs) are defined as level sets containing sample points of relatively high density. Although Euclidean HDR estimation from a random sample, generated from the underlying density, has been widely considered in the statistical literature, this problem has not been contemplated for directional data yet. In this work, directional HDRs are formally defined and plug-in estimators based on kernel smoothing and associated confidence regions are proposed. We also provide a new suitable bootstrap bandwidth selector for plug-in HDRs estimation based on the minimization of an error criteria that involves the Hausdorff distance between the boundaries of the theoretical and estimated HDRs. An extensive simulation study shows the performance of the resulting estimator for the circle and for the sphere. The methodology is applied to analyze two real data sets in animal orientation and seismology.

Cox regression analysis for distorted covariates with an unknown distortion function

We study inference for censored survival data where some covariates are distorted by some unknown functions of an observable confounding variable in a multiplicative form. An example of this kind of data in medical studies is normalizing some important observed exposure variables by patients' body mass index , weight, or age. Such a phenomenon also appears frequently in environmental studies where an ambient measure is used for normalization and in genomic studies where the library size needs to be normalized for the next generation sequencing of data. We propose a new covariate-adjusted Cox proportional hazards regression model and utilize the kernel smoothing method to estimate the distorting function, then employ an estimated maximum likelihood method to derive the estimator for the regression parameters. We establish the large sample properties of the proposed estimator. Extensive simulation studies demonstrate that the proposed estimator performs well in correcting the bias arising from distortion. A real dataset from the National Wilms' Tumor Study is used to illustrate the proposed approach.

Set estimation under biconvexity restrictions

A set in the Euclidean plane is said to be biconvex if, for some angle θ ∈ [0, π∕2), all its sections along straight lines with inclination angles θ and θ + π∕2 are convex sets (i.e., empty sets or segments). Biconvexity is a natural notion with some useful applications in optimization theory. It has also be independently used, under the name of “rectilinear convexity”, in computational geometry. We are concerned here with the problem of asymptotically reconstructing (or estimating) a biconvex set S from a random sample of points drawn on S. By analogy with the classical convex case, one would like to define the “biconvex hull” of the sample points as a natural estimator for S. However, as previously pointed out by several authors, the notion of “hull” for a given set A (understood as the “minimal” set including A and having the required property) has no obvious, useful translation to the biconvex case. This is in sharp contrast with the well-known elementary definition of convex hull. Thus, we have selected the most commonly accepted notion of “biconvex hull” (often called “rectilinear convex hull”): we first provide additional motivations for this definition, proving some useful relations with other convexity-related notions. Then, we prove some results concerning the consistent approximation of a biconvex set S and the corresponding biconvex hull. An analogous result is also provided for the boundaries. A method to approximate, from a sample of points on S, the biconvexity angle θ is also given.

An Interactive Framework for Visualization of Weather Forecast Ensembles

Numerical Weather Prediction (NWP) ensembles are commonly used to assess the uncertainty and confidence in weather forecasts. Spaghetti plots are conventional tools for meteorologists to directly examine the uncertainty exhibited by ensembles, where they simultaneously visualize isocontours of all ensemble members. To avoid visual clutter in practical usages, one needs to select a small number of informative isovalues for visual analysis. Moreover, due to the complex topology and variation of ensemble isocontours, it is often a challenging task to interpret the spaghetti plot for even a single isovalue in large ensembles. In this paper, we propose an interactive framework for uncertainty visualization of weather forecast ensembles that significantly improves and expands the utility of spaghetti plots in ensemble analysis. Complementary to state-of-the-art methods, our approach provides a complete framework for visual exploration of ensemble isocontours, including isovalue selection, interactive isocontour variability exploration, and interactive sub-region selection and re-analysis. Our framework is built upon the high-density clustering paradigm, where the mode structure of the density function is represented as a hierarchy of nested subsets of the data. We generalize the high-density clustering for isocontours and propose a bandwidth selection method for estimating the density function of ensemble isocontours. We present novel visualizations based on high-density clustering results, called the mode plot and the simplified spaghetti plot. The proposed mode plot visually encodes the structure provided by the high-density clustering result and summarizes the distribution of ensemble isocontours. It also enables the selection of subsets of interesting isocontours, which are interactively highlighted in a linked spaghetti plot for providing spatial context. To provide an interpretable overview of the positional variability of isocontours, our system allows for selection of informative isovalues from the simplified spaghetti plot. Due to the spatial variability of ensemble isocontours, the system allows for interactive selection and focus on sub-regions for local uncertainty and clustering re-analysis. We examine a number of ensemble datasets to establish the utility of our approach and discuss its advantages over state-of-the-art visual analysis tools for ensemble data.

Confidence Regions for Multivariate Quantiles

Multivariate quantiles are of increasing importance in applications of hydrology. This calls for reliable methods to evaluate the precision of the estimated quantile sets. Therefore, we focus on two recently developed approaches to estimate confidence regions for level sets and extend them to provide confidence regions for multivariate quantiles based on copulas. In a simulation study, we check coverage probabilities of the employed approaches. In particular, we focus on small sample sizes. One approach shows reasonable coverage probabilities and the second one obtains mixed results. Not only the bounded copula domain but also the additional estimation of the quantile level pose some problems. A small sample application gives further insight into the employed techniques.