Adaptive evolution of the enigmatic Takakia now facing climate change in Tibet.

The most extreme environments are the most vulnerable to transformation under a rapidly changing climate. These ecosystems harbor some of the most specialized species, which will likely suffer the highest extinction rates. We document the steepest temperature increase (2010-2021) on record at altitudes of above 4,000 m, triggering a decline of the relictual and highly adapted moss Takakia lepidozioides. Its de-novo-sequenced genome with 27,467 protein-coding genes includes distinct adaptations to abiotic stresses and comprises the largest number of fast-evolving genes under positive selection. The uplift of the study site in the last 65 million years has resulted in life-threatening UV-B radiation and drastically reduced temperatures, and we detected several of the molecular adaptations of Takakia to these environmental changes. Surprisingly, specific morphological features likely occurred earlier than 165 mya in much warmer environments. Following nearly 400 million years of evolution and resilience, this species is now facing extinction.

Feature screening with latent responses.

A novel feature screening method is proposed to examine the correlation between latent responses and potential predictors in ultrahigh-dimensional data analysis. First, a confirmatory factor analysis (CFA) model is used to characterize latent responses through multiple observed variables. The expectation-maximization algorithm is employed to estimate the parameters in the CFA model. Second, R-Vector (RV) correlation is used to measure the dependence between the multivariate latent responses and covariates of interest. Third, a feature screening procedure is proposed on the basis of an unbiased estimator of the RV coefficient. The sure screening property of the proposed screening procedure is established under certain mild conditions. Monte Carlo simulations are conducted to assess the finite-sample performance of the feature screening procedure. The proposed method is applied to an investigation of the relationship between psychological well-being and the human genome.

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.

HYPOTHESIS TESTING ON LINEAR STRUCTURES OF HIGH DIMENSIONAL COVARIANCE MATRIX.

This paper is concerned with test of significance on high dimensional covariance structures, and aims to develop a unified framework for testing commonly-used linear covariance structures. We first construct a consistent estimator for parameters involved in the linear covariance structure, and then develop two tests for the linear covariance structures based on entropy loss and quadratic loss used for covariance matrix estimation. To study the asymptotic properties of the proposed tests, we study related high dimensional random matrix theory, and establish several highly useful asymptotic results. With the aid of these asymptotic results, we derive the limiting distributions of these two tests under the null and alternative hypotheses. We further show that the quadratic loss based test is asymptotically unbiased. We conduct Monte Carlo simulation study to examine the finite sample performance of the two tests. Our simulation results show that the limiting null distributions approximate their null distributions quite well, and the corresponding asymptotic critical values keep Type I error rate very well. Our numerical comparison implies that the proposed tests outperform existing ones in terms of controlling Type I error rate and power. Our simulation indicates that the test based on quadratic loss seems to have better power than the test based on entropy loss.

Regularized Quantile Regression and Robust Feature Screening for Single Index Models.

We propose both a penalized quantile regression and an independence screening procedure to identify important covariates and to exclude unimportant ones for a general class of ultrahigh dimensional single-index models, in which the conditional distribution of the response depends on the covariates via a single-index structure. We observe that the linear quantile regression yields a consistent estimator of the direction of the index parameter in the single-index model. Such an observation dramatically reduces computational complexity in selecting important covariates in the single-index model. We establish an oracle property for the penalized quantile regression estimator when the covariate dimension increases at an exponential rate of the sample size. From a practical perspective, however, when the covariate dimension is extremely large, the penalized quantile regression may suffer from at least two drawbacks: computational expediency and algorithmic stability. To address these issues, we propose an independence screening procedure which is robust to model misspecification, and has reliable performance when the distribution of the response variable is heavily tailed or response realizations contain extreme values. The new independence screening procedure offers a useful complement to the penalized quantile regression since it helps to reduce the covariate dimension from ultrahigh dimensionality to a moderate scale. Based on the reduced model, the penalized linear quantile regression further refines selection of important covariates at different quantile levels. We examine the finite sample performance of the newly proposed procedure by Monte Carlo simulations and demonstrate the proposed methodology by an empirical analysis of a real data set.

Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis.

This work is concerned with marginal sure independence feature screening for ultra-high dimensional discriminant analysis. The response variable is categorical in discriminant analysis. This enables us to use conditional distribution function to construct a new index for feature screening. In this paper, we propose a marginal feature screening procedure based on empirical conditional distribution function. We establish the sure screening and ranking consistency properties for the proposed procedure without assuming any moment condition on the predictors. The proposed procedure enjoys several appealing merits. First, it is model-free in that its implementation does not require specification of a regression model. Second, it is robust to heavy-tailed distributions of predictors and the presence of potential outliers. Third, it allows the categorical response having a diverging number of classes in the order of O(nκ ) with some κ ≥ 0. We assess the finite sample property of the proposed procedure by Monte Carlo simulation studies and numerical comparison. We further illustrate the proposed methodology by empirical analyses of two real-life data sets.

Geographic divisions and modeling of virological data on seasonal influenza in the Chinese mainland during the 2006-2009 monitoring years.

BACKGROUND: Seasonal influenza epidemics occur annually with bimodality in southern China and unimodality in northern China. Regional differences exist in surveillance data collected by the National Influenza Surveillance Network of the Chinese mainland. Qualitative and quantitative analyses on the spatiotemporal rules of the influenza virus's activities are needed to lay the foundation for the surveillance, prevention and control of seasonal influenza. METHODS: The peak performance analysis and Fourier harmonic extraction methods were used to explore the spatiotemporal characteristics of the seasonal influenza virus activity and to obtain geographic divisions. In the first method, the concept of quality control was introduced and robust estimators were chosen to make the results more convincing. The dominant Fourier harmonics of the provincial time series were extracted in the second method, and the VARiable CLUSter (VARCLUS) procedure was used to variably cluster the extracted results. On the basis of the above geographic division results, three typical districts were selected and corresponding sinusoidal models were applied to fit the time series of the virological data. RESULTS: The predominant virus during every peak is visible from the bar charts of the virological data. The results of the two methods that were used to obtain the geographic divisions have some consistencies with each other and with the virus activity mechanism. Quantitative models were established for three typical districts: the south1 district, including Guangdong, Guangxi, Jiangxi and Fujian; the south2 district, including Hunan, Hubei, Shanghai, Jiangsu and Zhejiang; and the north district, including the 14 northern provinces except Qinghai. The sinusoidal fitting models showed that the south1 district had strong annual periodicity with strong winter peaks and weak summer peaks. The south2 district had strong semi-annual periodicity with similarly strong summer and winter peaks, and the north district had strong annual periodicity with only winter peaks.

Robust estimation for partially linear models with large-dimensional covariates.

We are concerned with robust estimation procedures to estimate the parameters in partially linear models with large-dimensional covariates. To enhance the interpretability, we suggest implementing a noncon-cave regularization method in the robust estimation procedure to select important covariates from the linear component. We establish the consistency for both the linear and the nonlinear components when the covariate dimension diverges at the rate of [Formula: see text], where n is the sample size. We show that the robust estimate of linear component performs asymptotically as well as its oracle counterpart which assumes the baseline function and the unimportant covariates were known a priori. With a consistent estimator of the linear component, we estimate the nonparametric component by a robust local linear regression. It is proved that the robust estimate of nonlinear component performs asymptotically as well as if the linear component were known in advance. Comprehensive simulation studies are carried out and an application is presented to examine the finite-sample performance of the proposed procedures.