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 ar. g å v y N at mas ua mposiLang Syette elM Abby 4n 1e 0k 2a heot tot atPh s nt a p ci arti P 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 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof thematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation, broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionorinformation storageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodology nowknownorhereafterdeveloped. Theuseofgeneraldescriptivenames,registerednames,trademarks,servicemarks,etc.inthispublication doesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfromtherelevant protectivelawsandregulationsandthereforefreeforgeneraluse. Thepublisher,theauthorsandtheeditorsaresafetoassumethattheadviceandinformationinthisbook arebelievedtobetrueandaccurateatthedateofpublication.Neitherthepublishernortheauthorsor theeditorsgiveawarranty,expressorimplied,withrespecttothematerialcontainedhereinorforany errorsoromissionsthatmayhavebeenmade. Printedonacid-freepaper Springer International Publishing AG Switzerland is part of Springer Science+Business Media (www.springer.com) 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.
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