han liu medicres world congress 2015

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From High Dimensional Data to Big Data Han Liu

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Page 1: Han Liu MedicReS World Congress 2015

From High Dimensional Data to Big Data

Han Liu

Page 2: Han Liu MedicReS World Congress 2015

Acknowledgement

2

Ethan Fang Princeton University

Fang Han JHU Biostatistics

Cun-hui Zhang Rutgers Statistics

ŚƩƉǁǁǁƉƌŝŶĐĞƚŽŶĞĚƵŚĂŶůŝƵ

Page 3: Han Liu MedicReS World Congress 2015

Big Data Movement

3

^ƚĂƟƐƟĐĂů ĐŚĂůůĞŶŐĞƐ ŽĨ ŝŐ ĂƚĂ

Page 4: Han Liu MedicReS World Congress 2015

Big Data Movement

3

DĂƐƐŝǀĞ н ,ŝŐŚ ŝŵĞŶƐŝŽŶĂů

^ƚĂƟƐƟĐĂů ĐŚĂůůĞŶŐĞƐ ŽĨ ŝŐ ĂƚĂ

Page 5: Han Liu MedicReS World Congress 2015

Big Data Movement

3

DĂƐƐŝǀĞ н ,ŝŐŚ ŝŵĞŶƐŝŽŶĂů н ŽŵƉůĞdž н EŽŝƐLJ

^ƚĂƟƐƟĐĂů ĐŚĂůůĞŶŐĞƐ ŽĨ ŝŐ ĂƚĂ

Page 6: Han Liu MedicReS World Congress 2015

Big Data Movement

3

DĂƐƐŝǀĞ н ,ŝŐŚ ŝŵĞŶƐŝŽŶĂů н ŽŵƉůĞdž н EŽŝƐLJ

ƵƌƌĞŶƚ ůŝƚĞƌĂƚƵƌĞ

^ƚĂƟƐƟĐĂů ĐŚĂůůĞŶŐĞƐ ŽĨ ŝŐ ĂƚĂ

Page 7: Han Liu MedicReS World Congress 2015

Big Data Movement

3

DĂƐƐŝǀĞ н ,ŝŐŚ ŝŵĞŶƐŝŽŶĂů н ŽŵƉůĞdž н EŽŝƐLJ

dŚŝƐ ƚĂůŬƵƌƌĞŶƚ ůŝƚĞƌĂƚƵƌĞ

^ƚĂƟƐƟĐĂů ĐŚĂůůĞŶŐĞƐ ŽĨ ŝŐ ĂƚĂ

Page 8: Han Liu MedicReS World Congress 2015

Big Data Movement

3

DĂƐƐŝǀĞ н ,ŝŐŚ ŝŵĞŶƐŝŽŶĂů н ŽŵƉůĞdž н EŽŝƐLJ

dŚŝƐ ƚĂůŬƵƌƌĞŶƚ ůŝƚĞƌĂƚƵƌĞ

^ƚĂƟƐƟĐĂů ĐŚĂůůĞŶŐĞƐ ŽĨ ŝŐ ĂƚĂ

ůŝƩůĞ ƐĞŵŝƉĂƌĂŵĞƚƌŝĐŝƚLJ ŐŽĞƐ Ă ůŽŶŐ ǁĂLJ

Page 9: Han Liu MedicReS World Congress 2015

Outline

4

• ,ŝŐŚ ĚŝŵĞŶƐŝŽŶĂů ŵƵůƟǀĂƌŝĂƚĞ ƐƚĂƟƐƟĐƐ

• ƐƟŵĂƟŽŶ ŵĞƚŚŽĚ ĂŶĚ ƚŚĞŽƌLJ

• ^ĞŵŝƉĂƌĂŵĞƚƌŝĐ dƌĂŶƐĞůůŝƉƟĐĂů ŵŽĚĞůŝŶŐ

Page 10: Han Liu MedicReS World Congress 2015

High Dimensional Multivariate Analysis

5

DĞƚŚŽĚ ƐƟŵĂƚĞ ƐŽŵĞ ĐŽǀĂƌŝĂŶĐĞ ĨƵŶĐƟŽŶĂů

Page 11: Han Liu MedicReS World Congress 2015

High Dimensional Multivariate Analysis

5

DĞƚŚŽĚ ƐƟŵĂƚĞ ƐŽŵĞ ĐŽǀĂƌŝĂŶĐĞ ĨƵŶĐƟŽŶĂů

W^s > Y'ĂƵƐƐŝĂŶ ŐƌĂƉŚŝĐĂů ŵŽĚĞů'ĂƵƐƐŝĂŶ ƌĂŶĚŽŵ ĚĞƐŝŐŶ ƌĞŐƌĞƐƐŝŽŶWƌŝŶĐŝƉĂů ĐŽŵƉŽŶĞŶƚ ƌĞŐƌĞƐƐŝŽŶ · · ·

Page 12: Han Liu MedicReS World Congress 2015

High Dimensional Multivariate Analysis

5

DĞƚŚŽĚ ƐƟŵĂƚĞ ƐŽŵĞ ĐŽǀĂƌŝĂŶĐĞ ĨƵŶĐƟŽŶĂů

dŚĞŽƌLJ :ƵƐƟĮĞĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

W^s > Y'ĂƵƐƐŝĂŶ ŐƌĂƉŚŝĐĂů ŵŽĚĞů'ĂƵƐƐŝĂŶ ƌĂŶĚŽŵ ĚĞƐŝŐŶ ƌĞŐƌĞƐƐŝŽŶWƌŝŶĐŝƉĂů ĐŽŵƉŽŶĞŶƚ ƌĞŐƌĞƐƐŝŽŶ · · ·

Page 13: Han Liu MedicReS World Congress 2015

High Dimensional Multivariate Analysis

5

ůŐŽƌŝƚŚŵµ,

^ĂŵƉůĞ ŵĞĂŶ ĐŽǀĂƌŝĂŶĐĞ

DĞƚŚŽĚ ƐƟŵĂƚĞ ƐŽŵĞ ĐŽǀĂƌŝĂŶĐĞ ĨƵŶĐƟŽŶĂů

dŚĞŽƌLJ :ƵƐƟĮĞĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

W^s > Y'ĂƵƐƐŝĂŶ ŐƌĂƉŚŝĐĂů ŵŽĚĞů'ĂƵƐƐŝĂŶ ƌĂŶĚŽŵ ĚĞƐŝŐŶ ƌĞŐƌĞƐƐŝŽŶWƌŝŶĐŝƉĂů ĐŽŵƉŽŶĞŶƚ ƌĞŐƌĞƐƐŝŽŶ · · ·

Page 14: Han Liu MedicReS World Congress 2015

High Dimensional Multivariate Analysis

5

^ƉĂƌƐŝƚLJ ƌĞŐƵůĂƌŝnjĂƟŽŶ

ůŐŽƌŝƚŚŵµ,

^ĂŵƉůĞ ŵĞĂŶ ĐŽǀĂƌŝĂŶĐĞ

DĞƚŚŽĚ ƐƟŵĂƚĞ ƐŽŵĞ ĐŽǀĂƌŝĂŶĐĞ ĨƵŶĐƟŽŶĂů

dŚĞŽƌLJ :ƵƐƟĮĞĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

W^s > Y'ĂƵƐƐŝĂŶ ŐƌĂƉŚŝĐĂů ŵŽĚĞů'ĂƵƐƐŝĂŶ ƌĂŶĚŽŵ ĚĞƐŝŐŶ ƌĞŐƌĞƐƐŝŽŶWƌŝŶĐŝƉĂů ĐŽŵƉŽŶĞŶƚ ƌĞŐƌĞƐƐŝŽŶ · · ·

Page 15: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d

Page 16: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d

' = (s, )

Page 17: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d

' = (s, )

yũ yŬ

Page 18: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d yũ yŬ | ƌĞƐƚ

' = (s, )

yũ yŬ

Page 19: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d (ϭ)ũŬ = Ϭyũ yŬ | ƌĞƐƚ

' = (s, )

yũ yŬ

Page 20: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d (ϭ)ũŬ = Ϭyũ yŬ | ƌĞƐƚ

' = (s, )

min ƚƌ

log || +

ũ,Ŭ |ũŬ|

'ůĂƐƐŽ

yũ yŬ

Page 21: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d (ϭ)ũŬ = Ϭyũ yŬ | ƌĞƐƚ

' = (s, )

^ĂŵƉůĞ ĐŽǀĂƌŝĂŶĐĞ

min ƚƌ

log || +

ũ,Ŭ |ũŬ|

'ůĂƐƐŽ

yũ yŬ

Page 22: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d (ϭ)ũŬ = Ϭyũ yŬ | ƌĞƐƚ

' = (s, )

EĞŐĂƟǀĞ 'ĂƵƐƐŝĂŶ ůŽŐͲůŝŬĞůŝŚŽŽĚ

^ĂŵƉůĞ ĐŽǀĂƌŝĂŶĐĞ

min ƚƌ

log || +

ũ,Ŭ |ũŬ|

'ůĂƐƐŽ

yũ yŬ

Page 23: Han Liu MedicReS World Congress 2015

Gaussian Graphical Model

6

y E(µ,)

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d (ϭ)ũŬ = Ϭyũ yŬ | ƌĞƐƚ

' = (s, )

EĞŐĂƟǀĞ 'ĂƵƐƐŝĂŶ ůŽŐͲůŝŬĞůŝŚŽŽĚ

ϭͲƌĞŐƵůĂƌŝnjĂƟŽŶ

^ĂŵƉůĞ ĐŽǀĂƌŝĂŶĐĞ

min ƚƌ

log || +

ũ,Ŭ |ũŬ|

'ůĂƐƐŽ

yũ yŬ

Page 24: Han Liu MedicReS World Congress 2015

Sparse Principal Component Analysis

7

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d

Page 25: Han Liu MedicReS World Congress 2015

Sparse Principal Component Analysis

7

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d

Ͳ >ĞĂĚŝŶŐ ĞŝŐĞŶǀĞĐƚŽƌ ŽĨ

Page 26: Han Liu MedicReS World Congress 2015

Sparse Principal Component Analysis

7

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d

Ͳ >ĞĂĚŝŶŐ ĞŝŐĞŶǀĞĐƚŽƌ ŽĨ

maxxϮ=ϭ xd x

ƐƵďũĞĐƚ ƚŽ ĂƌĚ(x) k

^ƉĂƌƐĞ W

Page 27: Han Liu MedicReS World Congress 2015

Sparse Principal Component Analysis

7

Ŷ ƉŽŝŶƚƐ ŽĨ y = (yϭ, . . . , yĚ)d

Ͳ >ĞĂĚŝŶŐ ĞŝŐĞŶǀĞĐƚŽƌ ŽĨ

^W ƌĞůĂdžĂƟŽŶ Žƌ ƚƌƵŶĐĂƚĞĚ ƉŽǁĞƌ ŵĞƚŚŽĚ

maxxϮ=ϭ xd x

ƐƵďũĞĐƚ ƚŽ ĂƌĚ(x) k

^ƉĂƌƐĞ W

Page 28: Han Liu MedicReS World Congress 2015

High Dimensional Theory

8

dŚĞŽƌLJ ŝƐ ǁĞůů ƵŶĚĞƌƐƚŽŽĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

Page 29: Han Liu MedicReS World Congress 2015

High Dimensional Theory

8

dŚĞŽƌLJ ŝƐ ǁĞůů ƵŶĚĞƌƐƚŽŽĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

= ŽW(ϭ)WĂƌĂŵĞƚĞƌ ĞƐƟŵĂƟŽŶ ĐŽŶƐŝƐƚĞŶĐLJ

Page 30: Han Liu MedicReS World Congress 2015

High Dimensional Theory

8

ƐƟŵĂƚŽƌ dƌƵƚŚ

dŚĞŽƌLJ ŝƐ ǁĞůů ƵŶĚĞƌƐƚŽŽĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

= ŽW(ϭ)WĂƌĂŵĞƚĞƌ ĞƐƟŵĂƟŽŶ ĐŽŶƐŝƐƚĞŶĐLJ

Page 31: Han Liu MedicReS World Congress 2015

High Dimensional Theory

8

ƐƟŵĂƚŽƌ dƌƵƚŚ

dŚĞŽƌLJ ŝƐ ǁĞůů ƵŶĚĞƌƐƚŽŽĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

= ŽW(ϭ)WĂƌĂŵĞƚĞƌ ĞƐƟŵĂƟŽŶ ĐŽŶƐŝƐƚĞŶĐLJ

PƐƚƌƵĐƚƵƌĞ() = ƐƚƌƵĐƚƵƌĞ()

ϭ Ž(ϭ)

^ƚƌƵĐƚƵƌĞ ƌĞĐŽǀĞƌLJ ĐŽŶƐŝƐƚĞŶĐLJ

Page 32: Han Liu MedicReS World Congress 2015

High Dimensional Theory

8

ƐƟŵĂƚŽƌ dƌƵƚŚ

dŚĞŽƌLJ ŝƐ ǁĞůů ƵŶĚĞƌƐƚŽŽĚ ƵŶĚĞƌ 'ĂƵƐƐŝĂŶ ŵŽĚĞů

= ŽW(ϭ)WĂƌĂŵĞƚĞƌ ĞƐƟŵĂƟŽŶ ĐŽŶƐŝƐƚĞŶĐLJ

PƐƚƌƵĐƚƵƌĞ() = ƐƚƌƵĐƚƵƌĞ()

ϭ Ž(ϭ)

^ƚƌƵĐƚƵƌĞ ƌĞĐŽǀĞƌLJ ĐŽŶƐŝƐƚĞŶĐLJ

EƵŵĞƌŝĐĂů ƌĂƚĞƐ ŽĨ ĐŽŶǀĞƌŐĞŶĐĞ ĨŽƌ ĂƩĂŝŶŝŶŐ

ŽŵƉƵƚĂƟŽŶĂů ĐŽŵƉůĞdžŝƚLJ

Page 33: Han Liu MedicReS World Congress 2015

Theoretical Foundations

9

R4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

Ϯ = KW

ĚŶ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Page 34: Han Liu MedicReS World Congress 2015

Real Data are non-Gaussian

10

>Ăďϭ >ĂďϮ >Ăďϯ >Ăď ŵ

ŝŽůŽŐŝĐĂů ĐŽŶƚĞdžƚƐ ! "## $##ƌĞ

ĂƐƚĐĂŶ

ĐĞƌ

ǁŝŶŐΖƐ

ƐĂƌĐŽŵ

Ă

^ƚĞŵ ĐĞůů

(> ϮK)

DzZϭ

'ĞŶĞƐ(> ϭϮK)

'ĞŶĞ ĞdžƉƌĞƐƐŝŽŶ ĚĂƚĂ,/WͲĐŚŝƉ ĚĂƚĂ

ZĞŐƵůĂƚ

ŽƌLJĨĂĐƚ

Žƌ

;> ϭKͿ

Page 35: Han Liu MedicReS World Congress 2015

Real Data are non-Gaussian

10

>Ăďϭ >ĂďϮ >Ăďϯ >Ăď ŵ

ŝŽůŽŐŝĐĂů ĐŽŶƚĞdžƚƐ ! "## $##ƌĞ

ĂƐƚĐĂŶ

ĐĞƌ

ǁŝŶŐΖƐ

ƐĂƌĐŽŵ

Ă

^ƚĞŵ ĐĞůů

(> ϮK)

DzZϭ

'ĞŶĞƐ(> ϭϮK)

'ĞŶĞ ĞdžƉƌĞƐƐŝŽŶ ĚĂƚĂ,/WͲĐŚŝƉ ĚĂƚĂ

ZĞŐƵůĂƚ

ŽƌLJĨĂĐƚ

Žƌ

;> ϭKͿ

Page 36: Han Liu MedicReS World Congress 2015

Real Data are non-Gaussian

10

ZĞůĂdž 'ĂƵƐƐŝĂŶ ĂƐƐƵŵƉƟŽŶ ǁŝƚŚŽƵƚ ůŽƐŝŶŐ ƐƚĂƟƐƟĐĂů ĂŶĚĐŽŵƉƵƚĂƟŽŶĂů ĞĸĐŝĞŶĐŝĞƐ

>Ăďϭ >ĂďϮ >Ăďϯ >Ăď ŵ

ŝŽůŽŐŝĐĂů ĐŽŶƚĞdžƚƐ ! "## $##ƌĞ

ĂƐƚĐĂŶ

ĐĞƌ

ǁŝŶŐΖƐ

ƐĂƌĐŽŵ

Ă

^ƚĞŵ ĐĞůů

(> ϮK)

DzZϭ

'ĞŶĞƐ(> ϭϮK)

'ĞŶĞ ĞdžƉƌĞƐƐŝŽŶ ĚĂƚĂ,/WͲĐŚŝƉ ĚĂƚĂ

ZĞŐƵůĂƚ

ŽƌLJĨĂĐƚ

Žƌ

;> ϭKͿ

Page 37: Han Liu MedicReS World Congress 2015

Transelliptical Distribution

11

'ĂƵƐƐŝĂŶ ůůŝƉƟĐĂů ĐŽƉƵůĂ

Page 38: Han Liu MedicReS World Congress 2015

Transelliptical Distribution

11

'ĂƵƐƐŝĂŶ ůůŝƉƟĐĂů ĐŽƉƵůĂ

ƌĂŶĚŽŵ ǀĞĐƚŽƌ y = (yϭ, . . . , yĚ)d ŝƐ ƚƌĂŶƐĞůůŝƉƟĐĂůĞĮŶŝƟŽŶ ;,ĂŶ ĂŶĚ >ŝƵ ϮϬϭϮͿ

y dĚ(µ,, ĨũĚũ=ϭ, Ő)

ŝĨ ƚŚĞƌĞ ĞdžŝƐƚ ƐƚƌŝĐƚůLJ ŝŶĐƌĞĂƐŝŶŐ ĨƵŶĐƐ Ĩϭ, . . . , ĨĚ ƐƵĐŚ ƚŚĂƚz =

Ĩϭ(yϭ), . . . , ĨĚ(yĚ)

ŚĂƐ ĂŶ ĞůůŝƉƟĐĂůůLJ ĚĞŶƐŝƚLJ

ϭ||ϭ/Ϯ Ő

ϭ

Ϯ (y µ)dϭ(y µ)

Page 39: Han Liu MedicReS World Congress 2015

Transelliptical Distribution

11

'ĂƵƐƐŝĂŶ ůůŝƉƟĐĂů ĐŽƉƵůĂ

ƌďŝƚƌĂƌLJ ƵŶŝǀĂƌŝĂƚĞ ĨƵŶĐƟŽŶ

ƌĂŶĚŽŵ ǀĞĐƚŽƌ y = (yϭ, . . . , yĚ)d ŝƐ ƚƌĂŶƐĞůůŝƉƟĐĂůĞĮŶŝƟŽŶ ;,ĂŶ ĂŶĚ >ŝƵ ϮϬϭϮͿ

y dĚ(µ,, ĨũĚũ=ϭ, Ő)

ŝĨ ƚŚĞƌĞ ĞdžŝƐƚ ƐƚƌŝĐƚůLJ ŝŶĐƌĞĂƐŝŶŐ ĨƵŶĐƐ Ĩϭ, . . . , ĨĚ ƐƵĐŚ ƚŚĂƚz =

Ĩϭ(yϭ), . . . , ĨĚ(yĚ)

ŚĂƐ ĂŶ ĞůůŝƉƟĐĂůůLJ ĚĞŶƐŝƚLJ

ϭ||ϭ/Ϯ Ő

ϭ

Ϯ (y µ)dϭ(y µ)

Page 40: Han Liu MedicReS World Congress 2015

Visualization

12

Page 41: Han Liu MedicReS World Congress 2015

Special Cases

13

dƌĂŶƐĞůůŝƉƟĐĂůdĚ(µ,, ĨũĚ

ũ=ϭ, Ő)

Page 42: Han Liu MedicReS World Congress 2015

Special Cases

13

dƌĂŶƐĞůůŝƉƟĐĂůdĚ(µ,, ĨũĚ

ũ=ϭ, Ő)

Ĩũ(ƚ) = ƚ, ũ

Page 43: Han Liu MedicReS World Congress 2015

Special Cases

13

dƌĂŶƐĞůůŝƉƟĐĂůdĚ(µ,, ĨũĚ

ũ=ϭ, Ő)

ůůŝƉƟĐĂůĚ(µ,, Ő)

Ĩũ(ƚ) = ƚ, ũ

Page 44: Han Liu MedicReS World Congress 2015

Special Cases

13

dƌĂŶƐĞůůŝƉƟĐĂůdĚ(µ,, ĨũĚ

ũ=ϭ, Ő)

ůůŝƉƟĐĂůĚ(µ,, Ő)

Ĩũ(ƚ) = ƚ, ũ

Ő(ƚ) = Ğƚ

Page 45: Han Liu MedicReS World Congress 2015

Special Cases

13

dƌĂŶƐĞůůŝƉƟĐĂůdĚ(µ,, ĨũĚ

ũ=ϭ, Ő)

ůůŝƉƟĐĂůĚ(µ,, Ő)

EŽŶƉĂƌĂŶŽƌŵĂůEWEĚ(µ,, ĨũĚ

ũ=ϭ)

Ĩũ(ƚ) = ƚ, ũ

Ő(ƚ) = Ğƚ

Page 46: Han Liu MedicReS World Congress 2015

Special Cases

13

'ĂƵƐƐŝĂŶ

dƌĂŶƐĞůůŝƉƟĐĂůdĚ(µ,, ĨũĚ

ũ=ϭ, Ő)

ůůŝƉƟĐĂůĚ(µ,, Ő)

EŽŶƉĂƌĂŶŽƌŵĂůEWEĚ(µ,, ĨũĚ

ũ=ϭ)

ƐƚƌŝĐƚ ĞdžƚĞŶƐŝŽŶ ŽĨ 'ĂƵƐƐŝĂŶdŚĞŽƌĞŵ ϭ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Ĩũ(ƚ) = ƚ, ũ

Ő(ƚ) = Ğƚ

Page 47: Han Liu MedicReS World Congress 2015

14

Identifiability Conditions

Ĩϭ(yϭ), . . . , ĨĚ(yĚ)

Ě(µ,, Ő)

Page 48: Han Liu MedicReS World Congress 2015

14

Identifiability Conditions

Ĩϭ(yϭ), . . . , ĨĚ(yĚ)

Ě(µ,, Ő)

EŽƚ ŝĚĞŶƟĮĂďůĞ

Page 49: Han Liu MedicReS World Congress 2015

14

Identifiability Conditions

Ĩϭ(yϭ), . . . , ĨĚ(yĚ)

Ě(µ,, Ő)

EŽƚ ŝĚĞŶƟĮĂďůĞ

KƉƟŽŶ ϭ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿµ = Ϭ ĚŝĂŐ() = IĚ

Page 50: Han Liu MedicReS World Congress 2015

14

Identifiability Conditions

Ĩϭ(yϭ), . . . , ĨĚ(yĚ)

Ě(µ,, Ő)

EŽƚ ŝĚĞŶƟĮĂďůĞ

KƉƟŽŶ ϭ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿµ = Ϭ ĚŝĂŐ() = IĚ

KƉƟŽŶ Ϯ ;>ŝƵ >ĂīĞƌƚLJ tĂƐƐĞƌŵĂŶ ϮϬϬϵͿ

Eyũ = EĨũ(yũ) = µũ Var(yũ) = Var[Ĩũ(yũ)] = ũũ

Page 51: Han Liu MedicReS World Congress 2015

14

Identifiability Conditions

Ĩϭ(yϭ), . . . , ĨĚ(yĚ)

Ě(µ,, Ő)

EŽƚ ŝĚĞŶƟĮĂďůĞ

KƉƟŽŶ ϭ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿµ = Ϭ ĚŝĂŐ() = IĚ

ĚŽƉƚĞĚ ŝŶ ƚŚŝƐ ƚĂůŬ

KƉƟŽŶ Ϯ ;>ŝƵ >ĂīĞƌƚLJ tĂƐƐĞƌŵĂŶ ϮϬϬϵͿ

Eyũ = EĨũ(yũ) = µũ Var(yũ) = Var[Ĩũ(yũ)] = ũũ

Page 52: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

Page 53: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

(yϭ, . . . , yĚ) dĚ(µ,, ĨũĚũ=ϭ, Ő)

dŚĞŽƌĞŵ Ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Page 54: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

(ϭ, . . . , Ě) Ě(µ,, Ő)

yũ = Ĩϭũ (ũ)

(yϭ, . . . , yĚ) dĚ(µ,, ĨũĚũ=ϭ, Ő)

dŚĞŽƌĞŵ Ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Page 55: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

(ϭ, . . . , Ě) Ě(µ,, Ő)

yũ = Ĩϭũ (ũ)

(zϭ, . . . , zĚ) EĚ(µ,)

ũĚ= µũ + Ő(zũ µũ)

(yϭ, . . . , yĚ) dĚ(µ,, ĨũĚũ=ϭ, Ő)

dŚĞŽƌĞŵ Ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Page 56: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

(ϭ, . . . , Ě) Ě(µ,, Ő)

yũ = Ĩϭũ (ũ)

(zϭ, . . . , zĚ) EĚ(µ,)

ũĚ= µũ + Ő(zũ µũ)

ZĂŶĚŽŵ ǀĂƌŝĂďůĞ ĚĞƚĞƌŵŝŶĞĚ ďLJ Ő(·)

(yϭ, . . . , yĚ) dĚ(µ,, ĨũĚũ=ϭ, Ő)

dŚĞŽƌĞŵ Ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Page 57: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

(ϭ, . . . , Ě) Ě(µ,, Ő)

yũ = Ĩϭũ (ũ)

(zϭ, . . . , zĚ) EĚ(µ,)

ũĚ= µũ + Ő(zũ µũ)

ZĂŶĚŽŵ ǀĂƌŝĂďůĞ ĚĞƚĞƌŵŝŶĞĚ ďLJ Ő(·)

,ĞĂǀLJ ƚĂŝů н ƚĂŝů ĚĞƉĞŶĚĞŶĐĞ

(yϭ, . . . , yĚ) dĚ(µ,, ĨũĚũ=ϭ, Ő)

dŚĞŽƌĞŵ Ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Page 58: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

(ϭ, . . . , Ě) Ě(µ,, Ő)

yũ = Ĩϭũ (ũ)

(zϭ, . . . , zĚ) EĚ(µ,)

ũĚ= µũ + Ő(zũ µũ)

ZĂŶĚŽŵ ǀĂƌŝĂďůĞ ĚĞƚĞƌŵŝŶĞĚ ďLJ Ő(·)

,ĞĂǀLJ ƚĂŝů н ƚĂŝů ĚĞƉĞŶĚĞŶĐĞ

ƐLJŵŵĞƚƌŝĐŝƚLJ(yϭ, . . . , yĚ) dĚ(µ,, ĨũĚũ=ϭ, Ő)

dŚĞŽƌĞŵ Ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Page 59: Han Liu MedicReS World Congress 2015

15

Hierarchical Representation

dƌĂŶƐĞůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ ŚĂƐ Ă ůĂƚĞŶƚ 'ĂƵƐƐŝĂŶ ƌĞƉƌĞƐĞŶƚĂƟŽŶ

(ϭ, . . . , Ě) Ě(µ,, Ő)

yũ = Ĩϭũ (ũ)

(zϭ, . . . , zĚ) EĚ(µ,)

ũĚ= µũ + Ő(zũ µũ)

ZĂŶĚŽŵ ǀĂƌŝĂďůĞ ĚĞƚĞƌŵŝŶĞĚ ďLJ Ő(·)

ZĞƵƐĞ ŝŶƚĞƌƉƌĞƚĂƟŽŶƐ ŽĨ 'ĂƵƐƐŝĂŶ ĐŽǀĂƌŝĂŶĐĞ ĨƵŶĐƟŽŶĂůƐ

,ĞĂǀLJ ƚĂŝů н ƚĂŝů ĚĞƉĞŶĚĞŶĐĞ

ƐLJŵŵĞƚƌŝĐŝƚLJ(yϭ, . . . , yĚ) dĚ(µ,, ĨũĚũ=ϭ, Ő)

dŚĞŽƌĞŵ Ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ

Page 60: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 61: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 62: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

'

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 63: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

(ϭ)ϯϰ = Ϭ'

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 64: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

(ϭ)ϯϰ = Ϭ'

ůůŝƉƟĐĂů

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 65: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

(ϭ)ϯϰ = Ϭ'

ϭ

Ϯ

ϯ

ϰ

Ě

'ĂƵƐƐŝĂŶ

ůůŝƉƟĐĂů

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 66: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

(ϭ)ϯϰ = Ϭ'

ϭ

Ϯ

ϯ

ϰ

Ě

'ĂƵƐƐŝĂŶ

ůůŝƉƟĐĂů

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 67: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

(ϭ)ϯϰ = Ϭ'

ϭ

Ϯ

ϯ

ϰ

Ě

'ĂƵƐƐŝĂŶ

ůůŝƉƟĐĂů

ϯ ĂŶĚ ϰ ĂƌĞ ĐŽŶĚŝŶĚĞƉĞŶĚĞŶƚ

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 68: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

(ϭ)ϯϰ = Ϭ'

ϭ

Ϯ

ϯ

ϰ

Ě

'ĂƵƐƐŝĂŶ

ůůŝƉƟĐĂů

ϯ ĂŶĚ ϰ ĂƌĞ ĐŽŶĚŝŶĚĞƉĞŶĚĞŶƚ

zϯ ĂŶĚ zϰ ĂƌĞ ĐŽŶĚƵŶĐŽƌƌĞůĂƚĞĚ

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 69: Han Liu MedicReS World Congress 2015

Transelliptical Graphical Model

16

(ϭ)ϯϰ = Ϭ'

ϭ

Ϯ

ϯ

ϰ

Ě

'ĂƵƐƐŝĂŶ

ůůŝƉƟĐĂů

ϯ ĂŶĚ ϰ ĂƌĞ ĐŽŶĚŝŶĚĞƉĞŶĚĞŶƚ

zϯ ĂŶĚ zϰ ĂƌĞ ĐŽŶĚƵŶĐŽƌƌĞůĂƚĞĚ

yϯ ĂŶĚ yϰ ĂƌĞ ĐŽŶĚƵŶĐŽƌƌĞůĂƚĞĚ ǁƌ ƚƌĂŶŬ ĐŽƌƌĞůĂƟŽŶ

dŚĞŽƌĞŵ ϯ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ y dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 70: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

Page 71: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

&ŝŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů /ŶĮŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů

Page 72: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

;DĂũŽƌ ŝŶƚĞƌĞƐƚͿ&ŝŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů /ŶĮŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů

Page 73: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

;EƵŝƐĂŶĐĞͿ;DĂũŽƌ ŝŶƚĞƌĞƐƚͿ&ŝŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů /ŶĮŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů

Page 74: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

;EƵŝƐĂŶĐĞͿ;DĂũŽƌ ŝŶƚĞƌĞƐƚͿ

ZĞƋƵŝƌĞŵĞŶƚ &ŝŶĚ µ, ƚŚĂƚ ĂƌĞ ŝŶǀĂƌŝĂŶƚ ƚŽ ĨũĚũ=ϭ ĂŶĚ Ő

&ŝŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů /ŶĮŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů

Page 75: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

;EƵŝƐĂŶĐĞͿ;DĂũŽƌ ŝŶƚĞƌĞƐƚͿ

ZĞƋƵŝƌĞŵĞŶƚ &ŝŶĚ µ, ƚŚĂƚ ĂƌĞ ŝŶǀĂƌŝĂŶƚ ƚŽ ĨũĚũ=ϭ ĂŶĚ Ő

&ŝŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů /ŶĮŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů

ůŐŽƌŝƚŚŵµ,

džŝƐƟŶŐ ŚŝŐŚ ĚŝŵĞŶƐŝŽŶĂů ŵĞƚŚŽĚƐ

Page 76: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

;EƵŝƐĂŶĐĞͿ;DĂũŽƌ ŝŶƚĞƌĞƐƚͿ

ZĞƋƵŝƌĞŵĞŶƚ &ŝŶĚ µ, ƚŚĂƚ ĂƌĞ ŝŶǀĂƌŝĂŶƚ ƚŽ ĨũĚũ=ϭ ĂŶĚ Ő

^ĂŵƉůĞ ŵĞĂŶ ĐŽǀĂƌŝĂŶĐĞ

&ŝŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů /ŶĮŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů

ůŐŽƌŝƚŚŵµ,

džŝƐƟŶŐ ŚŝŐŚ ĚŝŵĞŶƐŝŽŶĂů ŵĞƚŚŽĚƐ

Page 77: Han Liu MedicReS World Congress 2015

Semiparametric Inference

17

>Ğƚ xϭ, . . . ,xŶ ďĞ Ŷ ĚĂƚĂ ĨƌŽŵ dĚ(µ,, ĨũĚũ=ϭ, Ő)

;EƵŝƐĂŶĐĞͿ;DĂũŽƌ ŝŶƚĞƌĞƐƚͿ

ZĞƋƵŝƌĞŵĞŶƚ &ŝŶĚ µ, ƚŚĂƚ ĂƌĞ ŝŶǀĂƌŝĂŶƚ ƚŽ ĨũĚũ=ϭ ĂŶĚ Ő

^ĂŵƉůĞ ŵĞĂŶ ĐŽǀĂƌŝĂŶĐĞ

&ŝŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů /ŶĮŶŝƚĞ ĚŝŵĞŶƐŝŽŶĂů

ůŐŽƌŝƚŚŵµ,

džŝƐƟŶŐ ŚŝŐŚ ĚŝŵĞŶƐŝŽŶĂů ŵĞƚŚŽĚƐ

Page 78: Han Liu MedicReS World Congress 2015

Technical Requirements

18

R4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

Ϯ = KW

ĚŶ

ZĞƋƵŝƌĞŵĞŶƚ µ, ĐŽŶǀĞƌŐĞƐ ƚŽ µ, ǁŝƚŚ Ă ĨĂƐƚ ƌĂƚĞ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Page 79: Han Liu MedicReS World Congress 2015

Estimating Mean

19

ĂŶƚŽŶŝΖƐ DͲƐƟŵĂƚŽƌ ;ĂŶƚŽŶŝ ϮϬϭϭͿ

Page 80: Han Liu MedicReS World Congress 2015

Estimating Mean

19

ĂŶƚŽŶŝΖƐ DͲƐƟŵĂƚŽƌ ;ĂŶƚŽŶŝ ϮϬϭϭͿ

µũ ŝƐ ƚŚĞ ƐŽůƵƟŽŶ ƚŽŶ

ŝ=ϭ · (xŝũ µũ)

= Ϭ

Page 81: Han Liu MedicReS World Congress 2015

Estimating Mean

19

ĂŶƚŽŶŝΖƐ DͲƐƟŵĂƚŽƌ ;ĂŶƚŽŶŝ ϮϬϭϭͿ

dƵŶŝŶŐ ƉĂƌĂŵĞƚĞƌ

µũ ŝƐ ƚŚĞ ƐŽůƵƟŽŶ ƚŽŶ

ŝ=ϭ · (xŝũ µũ)

= Ϭ

Page 82: Han Liu MedicReS World Congress 2015

Estimating Mean

19

ĂŶƚŽŶŝΖƐ DͲƐƟŵĂƚŽƌ ;ĂŶƚŽŶŝ ϮϬϭϭͿ

dƵŶŝŶŐ ƉĂƌĂŵĞƚĞƌ

µũ ŝƐ ƚŚĞ ƐŽůƵƟŽŶ ƚŽŶ

ŝ=ϭ · (xŝũ µũ)

= Ϭ

Ϭ ϱϱ

Page 83: Han Liu MedicReS World Congress 2015

Estimating Mean

19

ĂŶƚŽŶŝΖƐ DͲƐƟŵĂƚŽƌ ;ĂŶƚŽŶŝ ϮϬϭϭͿ

dƵŶŝŶŐ ƉĂƌĂŵĞƚĞƌ

µũ ŝƐ ƚŚĞ ƐŽůƵƟŽŶ ƚŽŶ

ŝ=ϭ · (xŝũ µũ)

= Ϭ

Ϭ ϱϱ

(ƚ) = logϭ + ƚ + ƚϮ/Ϯ

ƚ

Page 84: Han Liu MedicReS World Congress 2015

Estimating Mean

19

ĂŶƚŽŶŝΖƐ DͲƐƟŵĂƚŽƌ ;ĂŶƚŽŶŝ ϮϬϭϭͿ

dƵŶŝŶŐ ƉĂƌĂŵĞƚĞƌ

µũ ŝƐ ƚŚĞ ƐŽůƵƟŽŶ ƚŽŶ

ŝ=ϭ · (xŝũ µũ)

= Ϭ

Ϭ ϱϱ

(ƚ) = logϭ + ƚ + ƚϮ/Ϯ

ƚ

µ µmax = KW

log ĚŶ

dŚĞŽƌĞŵ ;ĂŶƚŽŶŝ ϮϬϭϭͿ /Ĩ EyϮ

ũ < D

R1

Page 85: Han Liu MedicReS World Congress 2015

Estimating Covariance

20

Page 86: Han Liu MedicReS World Congress 2015

Estimating Covariance

20

ũŬ = ũŬ · ũ · Ŭ

^ƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶWĂŝƌǁŝƐĞ ĐŽƌƌĞůĂƟŽŶ

Page 87: Han Liu MedicReS World Congress 2015

Estimating Covariance

20

ũŬ = ũŬ · ũ · Ŭ

^ƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶWĂŝƌǁŝƐĞ ĐŽƌƌĞůĂƟŽŶ

ƉƉůLJ ĂŶƚŽŶŝΖƐ ĞƐƟŵĂƚŽƌ ƚŽ ĞƐƟŵĂƚĞ ϮŶĚͲŽƌĚĞƌ ŵŽŵĞŶƚƐƟŵĂƟŶŐ ŵĂƌŐŝŶĂů ƐƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶ ũ

Page 88: Han Liu MedicReS World Congress 2015

Estimating Covariance

20

ũŬ = ũŬ · ũ · Ŭ

^ƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶWĂŝƌǁŝƐĞ ĐŽƌƌĞůĂƟŽŶ

ƉƉůLJ ĂŶƚŽŶŝΖƐ ĞƐƟŵĂƚŽƌ ƚŽ ĞƐƟŵĂƚĞ ϮŶĚͲŽƌĚĞƌ ŵŽŵĞŶƚƐƟŵĂƟŶŐ ŵĂƌŐŝŶĂů ƐƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶ ũ

ũŬ = sin

Ϯ ũŬ

;Ϳ

Page 89: Han Liu MedicReS World Congress 2015

Estimating Covariance

20

ũŬ = ϮŶ(Ŷϭ)

ŝ<ŝƐŐŶ(xŝũ xŝũ) · ƐŐŶ(xŝŬ xŝŬ)

ũŬ = ũŬ · ũ · Ŭ

^ƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶWĂŝƌǁŝƐĞ ĐŽƌƌĞůĂƟŽŶ

ƉƉůLJ ĂŶƚŽŶŝΖƐ ĞƐƟŵĂƚŽƌ ƚŽ ĞƐƟŵĂƚĞ ϮŶĚͲŽƌĚĞƌ ŵŽŵĞŶƚƐƟŵĂƟŶŐ ŵĂƌŐŝŶĂů ƐƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶ ũ

ũŬ = sin

Ϯ ũŬ

;Ϳ

Page 90: Han Liu MedicReS World Congress 2015

Estimating Covariance

20

ũŬ = ϮŶ(Ŷϭ)

ŝ<ŝƐŐŶ(xŝũ xŝũ) · ƐŐŶ(xŝŬ xŝŬ)

ũŬ = ũŬ · ũ · Ŭ

^ƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶWĂŝƌǁŝƐĞ ĐŽƌƌĞůĂƟŽŶ

ƉƉůLJ ĂŶƚŽŶŝΖƐ ĞƐƟŵĂƚŽƌ ƚŽ ĞƐƟŵĂƚĞ ϮŶĚͲŽƌĚĞƌ ŵŽŵĞŶƚƐƟŵĂƟŶŐ ŵĂƌŐŝŶĂů ƐƚĂŶĚĂƌĚ ĚĞǀŝĂƟŽŶ ũ

dŚĞŽƌĞŵ ;>ŝƵ ,ĂŶ ŚĂŶŐ ϮϬϭϮͿ /Ĩ Eyϰũ < D

R2 max = KW

log ĚŶ

ũŬ = sin

Ϯ ũŬ

;Ϳ

Page 91: Han Liu MedicReS World Congress 2015

21

ŶĂůLJnjŝŶŐ max

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƐŚŽǁ maxũŬũŬ ũŬ

= KW

log ĚŶ

Page 92: Han Liu MedicReS World Congress 2015

21

ŶĂůLJnjŝŶŐ max

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƐŚŽǁ maxũŬũŬ ũŬ

= KW

log ĚŶ

ũŬ = sin

ϮE ũŬ

&Žƌ ĂŶLJ ůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ <ƌƵƐŬĂů;ϭϵϱϴͿ ƐŚŽǁƐ

Page 93: Han Liu MedicReS World Congress 2015

21

WĞĂƌƐŽŶΖƐĐŽƌƌĞůĂƟŽŶ ĐŽĞĨ

WŽƉƵůĂƟŽŶ<ĞŶĚĂůůΖƐ ƚĂƵ

ŶĂůLJnjŝŶŐ max

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƐŚŽǁ maxũŬũŬ ũŬ

= KW

log ĚŶ

ũŬ = sin

ϮE ũŬ

&Žƌ ĂŶLJ ůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ <ƌƵƐŬĂů;ϭϵϱϴͿ ƐŚŽǁƐ

Page 94: Han Liu MedicReS World Congress 2015

21

WĞĂƌƐŽŶΖƐĐŽƌƌĞůĂƟŽŶ ĐŽĞĨ

DŽŶŽƚŽŶĞ ƚƌĂŶƐ ŝŶǀĂƌŝĂŶƚ

WŽƉƵůĂƟŽŶ<ĞŶĚĂůůΖƐ ƚĂƵ

ŶĂůLJnjŝŶŐ max

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƐŚŽǁ maxũŬũŬ ũŬ

= KW

log ĚŶ

ũŬ = sin

ϮE ũŬ

&Žƌ ĂŶLJ ůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ <ƌƵƐŬĂů;ϭϵϱϴͿ ƐŚŽǁƐ

Page 95: Han Liu MedicReS World Congress 2015

21

WĞĂƌƐŽŶΖƐĐŽƌƌĞůĂƟŽŶ ĐŽĞĨ

DŽŶŽƚŽŶĞ ƚƌĂŶƐ ŝŶǀĂƌŝĂŶƚ

WŽƉƵůĂƟŽŶ<ĞŶĚĂůůΖƐ ƚĂƵ

ŶĂůLJnjŝŶŐ max

ůƐŽ ŚŽůĚƐ ĨŽƌ ƚŚĞ ƚƌĂŶƐĞůůŝƉƟĐĂů ĨĂŵŝůLJ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƐŚŽǁ maxũŬũŬ ũŬ

= KW

log ĚŶ

ũŬ = sin

ϮE ũŬ

&Žƌ ĂŶLJ ůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ <ƌƵƐŬĂů;ϭϵϱϴͿ ƐŚŽǁƐ

Page 96: Han Liu MedicReS World Congress 2015

21

WĞĂƌƐŽŶΖƐĐŽƌƌĞůĂƟŽŶ ĐŽĞĨ

DŽŶŽƚŽŶĞ ƚƌĂŶƐ ŝŶǀĂƌŝĂŶƚ

WŽƉƵůĂƟŽŶ<ĞŶĚĂůůΖƐ ƚĂƵ

ŶĂůLJnjŝŶŐ max

ůƐŽ ŚŽůĚƐ ĨŽƌ ƚŚĞ ƚƌĂŶƐĞůůŝƉƟĐĂů ĨĂŵŝůLJ

maxũŬũŬ ũŬ

maxũŬ ũŬ E ũŬ

= KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƐŚŽǁ maxũŬũŬ ũŬ

= KW

log ĚŶ

ũŬ = sin

ϮE ũŬ

&Žƌ ĂŶLJ ůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ <ƌƵƐŬĂů;ϭϵϱϴͿ ƐŚŽǁƐ

Page 97: Han Liu MedicReS World Congress 2015

21

WĞĂƌƐŽŶΖƐĐŽƌƌĞůĂƟŽŶ ĐŽĞĨ

DŽŶŽƚŽŶĞ ƚƌĂŶƐ ŝŶǀĂƌŝĂŶƚ

hͲƐƚĂƟƐƟĐ ƚŚĞŽƌLJ

WŽƉƵůĂƟŽŶ<ĞŶĚĂůůΖƐ ƚĂƵ

ŶĂůLJnjŝŶŐ max

ůƐŽ ŚŽůĚƐ ĨŽƌ ƚŚĞ ƚƌĂŶƐĞůůŝƉƟĐĂů ĨĂŵŝůLJ

maxũŬũŬ ũŬ

maxũŬ ũŬ E ũŬ

= KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƐŚŽǁ maxũŬũŬ ũŬ

= KW

log ĚŶ

ũŬ = sin

ϮE ũŬ

&Žƌ ĂŶLJ ůůŝƉƟĐĂů ĚŝƐƚƌŝďƵƟŽŶ <ƌƵƐŬĂů;ϭϵϱϴͿ ƐŚŽǁƐ

Page 98: Han Liu MedicReS World Congress 2015

Transelliptical Theory

22

Page 99: Han Liu MedicReS World Congress 2015

Transelliptical Theory

22

dŚĞŽƌĞŵ ;,ĂŶ >ŝƵ ϮϬϭϯͿ ƐƐƵŵŝŶŐ Ě ŝŶĐƌĞĂƐĞƐ ǁŝƚŚ Ŷ ĐŽŶƐŝĚĞƌ

• ƐƉĂƌƐĞ ƉƌŝŶĐŝƉůĞ ĐŽŵƉŽŶĞŶƚ ĂŶĂůLJƐŝƐ• ŐƌĂƉŚŝĐĂů ŵŽĚĞů ĞƐƟŵĂƟŽŶ• ƐƉĂƌƐĞ ĐŽƌƌĞůĂƟŽŶ ŵĂƚƌŝdž ĞƐƟŵĂƟŽŶ

;hŶƐƵƉĞƌǀŝƐĞĚͿ

Page 100: Han Liu MedicReS World Congress 2015

Transelliptical Theory

22

ZĂƚĞ ŽĨ dƌĂŶƐĞůůŝƉƟĐĂů ŵĞƚŚŽĚ = ZĂƚĞ ŽĨ 'ĂƵƐƐŝĂŶ ŵĞƚŚŽĚ

dŚĞŽƌĞŵ ;,ĂŶ >ŝƵ ϮϬϭϯͿ ƐƐƵŵŝŶŐ Ě ŝŶĐƌĞĂƐĞƐ ǁŝƚŚ Ŷ ĐŽŶƐŝĚĞƌ

• ƐƉĂƌƐĞ ƉƌŝŶĐŝƉůĞ ĐŽŵƉŽŶĞŶƚ ĂŶĂůLJƐŝƐ• ŐƌĂƉŚŝĐĂů ŵŽĚĞů ĞƐƟŵĂƟŽŶ• ƐƉĂƌƐĞ ĐŽƌƌĞůĂƟŽŶ ŵĂƚƌŝdž ĞƐƟŵĂƟŽŶ

;hŶƐƵƉĞƌǀŝƐĞĚͿ

Page 101: Han Liu MedicReS World Congress 2015

Transelliptical Theory

22

ZĂƚĞ ŽĨ dƌĂŶƐĞůůŝƉƟĐĂů ŵĞƚŚŽĚ = ZĂƚĞ ŽĨ 'ĂƵƐƐŝĂŶ ŵĞƚŚŽĚ

• ƐƉĂƌƐĞ > ĂŶĚ ƋƵĂĚƌĂƟĐ ĂŶĂůLJƐŝƐ• ƐƉĂƌƐĞ ƌĂŶĚŽŵ ĚĞƐŝŐŶ ƌĞŐƌĞƐƐŝŽŶ• ƉƌŝŶĐŝƉĂů ĐŽŵƉŽŶĞŶƚ ƌĞŐƌĞƐƐŝŽŶ

;^ƵƉĞƌǀŝƐĞĚͿ

dŚĞŽƌĞŵ ;,ĂŶ >ŝƵ ϮϬϭϯͿ ƐƐƵŵŝŶŐ Ě ŝŶĐƌĞĂƐĞƐ ǁŝƚŚ Ŷ ĐŽŶƐŝĚĞƌ

• ƐƉĂƌƐĞ ƉƌŝŶĐŝƉůĞ ĐŽŵƉŽŶĞŶƚ ĂŶĂůLJƐŝƐ• ŐƌĂƉŚŝĐĂů ŵŽĚĞů ĞƐƟŵĂƟŽŶ• ƐƉĂƌƐĞ ĐŽƌƌĞůĂƟŽŶ ŵĂƚƌŝdž ĞƐƟŵĂƟŽŶ

;hŶƐƵƉĞƌǀŝƐĞĚͿ

Page 102: Han Liu MedicReS World Congress 2015

Transelliptical Theory

22

ZĂƚĞ ŽĨ dƌĂŶƐĞůůŝƉƟĐĂů ŵĞƚŚŽĚ = ZĂƚĞ ŽĨ 'ĂƵƐƐŝĂŶ ŵĞƚŚŽĚ

ZĂƚĞ ŽĨ dƌĂŶƐĞůůŝƉƟĐĂů ŵĞƚŚŽĚ =

sZĂƚĞ ŽĨ 'ĂƵƐƐŝĂŶ ŵĞƚŚŽĚ

• ƐƉĂƌƐĞ > ĂŶĚ ƋƵĂĚƌĂƟĐ ĂŶĂůLJƐŝƐ• ƐƉĂƌƐĞ ƌĂŶĚŽŵ ĚĞƐŝŐŶ ƌĞŐƌĞƐƐŝŽŶ• ƉƌŝŶĐŝƉĂů ĐŽŵƉŽŶĞŶƚ ƌĞŐƌĞƐƐŝŽŶ

;^ƵƉĞƌǀŝƐĞĚͿ

dŚĞŽƌĞŵ ;,ĂŶ >ŝƵ ϮϬϭϯͿ ƐƐƵŵŝŶŐ Ě ŝŶĐƌĞĂƐĞƐ ǁŝƚŚ Ŷ ĐŽŶƐŝĚĞƌ

• ƐƉĂƌƐĞ ƉƌŝŶĐŝƉůĞ ĐŽŵƉŽŶĞŶƚ ĂŶĂůLJƐŝƐ• ŐƌĂƉŚŝĐĂů ŵŽĚĞů ĞƐƟŵĂƟŽŶ• ƐƉĂƌƐĞ ĐŽƌƌĞůĂƟŽŶ ŵĂƚƌŝdž ĞƐƟŵĂƟŽŶ

;hŶƐƵƉĞƌǀŝƐĞĚͿ

Page 103: Han Liu MedicReS World Congress 2015

Transelliptical Theory

22^ƉĂƌƐŝƚLJ ůĞǀĞů

ZĂƚĞ ŽĨ dƌĂŶƐĞůůŝƉƟĐĂů ŵĞƚŚŽĚ = ZĂƚĞ ŽĨ 'ĂƵƐƐŝĂŶ ŵĞƚŚŽĚ

ZĂƚĞ ŽĨ dƌĂŶƐĞůůŝƉƟĐĂů ŵĞƚŚŽĚ =

sZĂƚĞ ŽĨ 'ĂƵƐƐŝĂŶ ŵĞƚŚŽĚ

• ƐƉĂƌƐĞ > ĂŶĚ ƋƵĂĚƌĂƟĐ ĂŶĂůLJƐŝƐ• ƐƉĂƌƐĞ ƌĂŶĚŽŵ ĚĞƐŝŐŶ ƌĞŐƌĞƐƐŝŽŶ• ƉƌŝŶĐŝƉĂů ĐŽŵƉŽŶĞŶƚ ƌĞŐƌĞƐƐŝŽŶ

;^ƵƉĞƌǀŝƐĞĚͿ

dŚĞŽƌĞŵ ;,ĂŶ >ŝƵ ϮϬϭϯͿ ƐƐƵŵŝŶŐ Ě ŝŶĐƌĞĂƐĞƐ ǁŝƚŚ Ŷ ĐŽŶƐŝĚĞƌ

• ƐƉĂƌƐĞ ƉƌŝŶĐŝƉůĞ ĐŽŵƉŽŶĞŶƚ ĂŶĂůLJƐŝƐ• ŐƌĂƉŚŝĐĂů ŵŽĚĞů ĞƐƟŵĂƟŽŶ• ƐƉĂƌƐĞ ĐŽƌƌĞůĂƟŽŶ ŵĂƚƌŝdž ĞƐƟŵĂƟŽŶ

;hŶƐƵƉĞƌǀŝƐĞĚͿ

Page 104: Han Liu MedicReS World Congress 2015

Proof of the Theory

23

Page 105: Han Liu MedicReS World Congress 2015

Proof of the Theory

23

R4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƉƌŽǀĞ Zϭ Ͳ Zϱ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Ϯ = KW

Ělog ĚŶ

Page 106: Han Liu MedicReS World Congress 2015

Proof of the Theory

23

ĂŶƚŽŶŝ ;ϮϬϭϭͿ

R4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƉƌŽǀĞ Zϭ Ͳ Zϱ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Ϯ = KW

Ělog ĚŶ

Page 107: Han Liu MedicReS World Congress 2015

Proof of the Theory

23

ĂŶƚŽŶŝ ;ϮϬϭϭͿ

ŽƌŽůůĂƌLJ ŽĨ Zϰ

R4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƉƌŽǀĞ Zϭ Ͳ Zϱ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Ϯ = KW

Ělog ĚŶ

Page 108: Han Liu MedicReS World Congress 2015

Proof of the Theory

23

ĂŶƚŽŶŝ ;ϮϬϭϭͿ

ŽƌŽůůĂƌLJ ŽĨ Zϰ

dŚĞŽƌLJ ŽĨ hͲƐƚĂƟƐƟĐ

R4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƉƌŽǀĞ Zϭ Ͳ Zϱ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Ϯ = KW

Ělog ĚŶ

Page 109: Han Liu MedicReS World Congress 2015

Proof of the Theory

23

ĂŶƚŽŶŝ ;ϮϬϭϭͿ

ŽƌŽůůĂƌLJ ŽĨ Zϰ

dŚĞŽƌLJ ŽĨ hͲƐƚĂƟƐƟĐ

R4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƉƌŽǀĞ Zϭ Ͳ Zϱ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Ϯ = KW

Ělog ĚŶ

DĂƚƌŝdž ĐŽŶĐĞŶƚƌĂƟŽŶ

Page 110: Han Liu MedicReS World Congress 2015

Proof of the Theory

23

ĂŶƚŽŶŝ ;ϮϬϭϭͿ

ŽƌŽůůĂƌLJ ŽĨ Zϰ

dŚĞŽƌLJ ŽĨ hͲƐƚĂƟƐƟĐ

dĞĐŚŶŝĐĂůR4

R3

R2

R5

R1 µ µmax = KW

log ĚŶ

max = KW

log ĚŶ

WƌŽŽĨ dŚĞ ŬĞLJ ŝƐ ƚŽ ƉƌŽǀĞ Zϭ Ͳ Zϱ

supvϬƐ

|vd( )v|vϮϮ

= KW

Ɛ log ĚŶ

infvϬƐ

|vd v|vϮϮ

> Ϭ ǁŝƚŚ ŚŝŐŚ ƉƌŽď

Ϯ = KW

Ělog ĚŶ

DĂƚƌŝdž ĐŽŶĐĞŶƚƌĂƟŽŶ

Page 111: Han Liu MedicReS World Congress 2015

Empirical Results

24

&Žƌ ŶŽŶ'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 112: Han Liu MedicReS World Congress 2015

Empirical Results

24

^ĂŵƉůĞ y EWEĚ(, Ĩ) ǁŝƚŚ Ŷ = ϮϬϬ, Ě = ϰϬ ĂŶĚ Ĩũ

&Žƌ ŶŽŶ'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 113: Han Liu MedicReS World Congress 2015

Empirical Results

24

true graph transelliptical glasso

^ĂŵƉůĞ y EWEĚ(, Ĩ) ǁŝƚŚ Ŷ = ϮϬϬ, Ě = ϰϬ ĂŶĚ Ĩũ

&Žƌ ŶŽŶ'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 114: Han Liu MedicReS World Congress 2015

Empirical Results

24

true graph transelliptical glasso

FP

FN

^ĂŵƉůĞ y EWEĚ(, Ĩ) ǁŝƚŚ Ŷ = ϮϬϬ, Ě = ϰϬ ĂŶĚ Ĩũ

&Žƌ ŶŽŶ'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 115: Han Liu MedicReS World Congress 2015

Empirical Results

24

true graph transelliptical glasso

FP

FN

^ĂŵƉůĞ y EWEĚ(, Ĩ) ǁŝƚŚ Ŷ = ϮϬϬ, Ě = ϰϬ ĂŶĚ Ĩũ

KƌĂĐůĞ ŐƌĂƉŚ ƉŝĐŬ ƚŚĞ ďĞƐƚ ƚƵŶŝŶŐ ƉĂƌĂŵĞƚĞƌ ďLJ ƚŚĞ ƚƌƵƚŚ

&Žƌ ŶŽŶ'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 116: Han Liu MedicReS World Congress 2015

Efficiency Loss

25

&Žƌ 'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 117: Han Liu MedicReS World Congress 2015

Efficiency Loss

25

ŽŵƉƵƚĂƟŽŶĂůůLJ ŶŽ ĞdžƚƌĂ ĐŽƐƚ

^ƚĂƟƐƟĐĂůůLJ ƐĂŵƉůĞ y EĚ(Ϭ,) ǁŝƚŚ Ŷ = ϴϬ, Ě = ϭϬϬ

&Žƌ 'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 118: Han Liu MedicReS World Congress 2015

Efficiency Loss

25

ROC curve for graph recovery

1-FP

1-FN

ŽŵƉƵƚĂƟŽŶĂůůLJ ŶŽ ĞdžƚƌĂ ĐŽƐƚ

^ƚĂƟƐƟĐĂůůLJ ƐĂŵƉůĞ y EĚ(Ϭ,) ǁŝƚŚ Ŷ = ϴϬ, Ě = ϭϬϬ

&Žƌ 'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

Page 119: Han Liu MedicReS World Congress 2015

Efficiency Loss

25

ROC curve for graph recovery

1-FP

1-FN

ŽŵƉƵƚĂƟŽŶĂůůLJ ŶŽ ĞdžƚƌĂ ĐŽƐƚ

^ƚĂƟƐƟĐĂůůLJ ƐĂŵƉůĞ y EĚ(Ϭ,) ǁŝƚŚ Ŷ = ϴϬ, Ě = ϭϬϬ

&Žƌ 'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

dƌĂŶƐĞůůŝƉƟĐĂů'ůĂƐƐŽ

Page 120: Han Liu MedicReS World Congress 2015

Efficiency Loss

25

ROC curve for graph recovery

1-FP

1-FN

ŽŵƉƵƚĂƟŽŶĂůůLJ ŶŽ ĞdžƚƌĂ ĐŽƐƚ

^ƚĂƟƐƟĐĂůůLJ ƐĂŵƉůĞ y EĚ(Ϭ,) ǁŝƚŚ Ŷ = ϴϬ, Ě = ϭϬϬ

&Žƌ 'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

dƌĂŶƐĞůůŝƉƟĐĂů'ůĂƐƐŽ

Page 121: Han Liu MedicReS World Congress 2015

Efficiency Loss

25

ROC curve for graph recovery

1-FP

1-FN

ŽŵƉƵƚĂƟŽŶĂůůLJ ŶŽ ĞdžƚƌĂ ĐŽƐƚ

^ƚĂƟƐƟĐĂůůLJ ƐĂŵƉůĞ y EĚ(Ϭ,) ǁŝƚŚ Ŷ = ϴϬ, Ě = ϭϬϬ

ůŵŽƐƚ ŶŽ ĞĸĐŝĞŶĐLJ ůŽƐƐ

&Žƌ 'ĂƵƐƐŝĂŶ ĚĂƚĂ ƚƌĂŶƐĞůůŝƉƟĐĂů 'ĂƵƐƐŝĂŶ

dƌĂŶƐĞůůŝƉƟĐĂů'ůĂƐƐŽ

Page 122: Han Liu MedicReS World Congress 2015

26

Summary

^ĐĂůĂďůĞ ƐĞŵŝƉĂƌĂŵĞƚƌŝĐ ŵĞƚŚŽĚ н ,ŝŐŚ ĚŝŵĞŶƐŝŽŶĂů ƚŚĞŽƌLJ

Page 123: Han Liu MedicReS World Congress 2015

26

Summary

^ĐĂůĂďůĞ ƐĞŵŝƉĂƌĂŵĞƚƌŝĐ ŵĞƚŚŽĚ н ,ŝŐŚ ĚŝŵĞŶƐŝŽŶĂů ƚŚĞŽƌLJ

• ^ĞŵŝƉĂƌĂŵĞƚƌŝĐ ŵŽĚĞůŝŶŐ ǁŝƚŚ ƉĂƌĂŵĞƚƌŝĐ ƌĂƚĞ

• Ɛ ƐĐĂůĂďůĞ ĂƐ ƚŚĞ ƉĂƌĂŵĞƚƌŝĐ ŵĞƚŚŽĚ

• >ĂƌŐĞůLJ ƵŶĞdžƉůŽƌĞĚ ĂƌĞĂ ǁŝƚŚ ŵĂŶLJ ĨƵƚƵƌĞ ĞdžƚĞŶƐŝŽŶƐ

Page 124: Han Liu MedicReS World Congress 2015

26

Summary

^ĐĂůĂďůĞ ƐĞŵŝƉĂƌĂŵĞƚƌŝĐ ŵĞƚŚŽĚ н ,ŝŐŚ ĚŝŵĞŶƐŝŽŶĂů ƚŚĞŽƌLJ

^ŽŌǁĂƌĞ ŚƵŐĞ ĂŶĚ ƐŵĂƌƚ ĂƌĞ ĂǀĂŝůĂďůĞ ŽŶ ZE

• ^ĞŵŝƉĂƌĂŵĞƚƌŝĐ ŵŽĚĞůŝŶŐ ǁŝƚŚ ƉĂƌĂŵĞƚƌŝĐ ƌĂƚĞ

• Ɛ ƐĐĂůĂďůĞ ĂƐ ƚŚĞ ƉĂƌĂŵĞƚƌŝĐ ŵĞƚŚŽĚ

• >ĂƌŐĞůLJ ƵŶĞdžƉůŽƌĞĚ ĂƌĞĂ ǁŝƚŚ ŵĂŶLJ ĨƵƚƵƌĞ ĞdžƚĞŶƐŝŽŶƐ