This thesis contains two parts. The first part, in Chapter 2-4, addresses three connected issues in penalized least-square estimation for high-dimensional data. The second part, in Chapter 5, concerns nonparametric maximum likelihood methods for mixture models. In the fi rst part, we prove the estimation, prediction and selection properties of concave penalized least-square estimation (PLSE) under fully observed and noisy/missing design, and validate an essential condition for PLSE: the restricted-eigenvalue condition. In Chapter 2, we prove that the concave PLSE matches the oracle inequalities for prediction and coefficients estimation of the Lasso, based only on the restricted eigenvalue condition, one of the mildest condition imposed on the design matrix. Furthermore, under a uniform signal strength assumption, the selection consistency does not require any additional conditions for proper concave penalties such as the SCAD penalty and MCP. A scaled version of the concave PLSE is also proposed to jointly estimate the regression coefficients and noise level. Chapter 3 concerns high-dimensional regression when the design matrix are subject to missingness or noise. We extend the PLSE for fully observed design to noisy or missing design and prove that the same scale of coefficients estimation error can be obtained, while requiring no additional condition. Moreover, we show that a linear combination of the `2 norm of regression coefficients and the noise level is large enough as penalty level when noise or missingness exists. This sharpens the commonly understood results where l-1 norm of coefficients is required. Chapter 4 validates the restricted eigenvalue (RE) type conditions required in Chapter 2 and Chapter 3 and considers a more general groupwise version. We prove that the population version of the groupwise RE condition implies its sample version under a low moment condition given usual sample size requirement. Our results include the ordinary RE condition as a special case. In the second part, we consider nonparametric maximum likelihood (NPML) methods for mixture models, a nonparametric empirical Bayes approach. We provide concrete guidance on implementing multivariate NPML methods for mixture models, with theoretical and empirical support; topics covered include identifying the support set of the mixing distribution, and comparing algorithms (across a variety of metrics) for solving the simple convex optimization problem at the core of the approximate NPML problem. In addition, three diverse real data applications are provided to illustrate the performance of nonparametric maximum likelihood methods.
Subject (authority = RUETD)
Topic
Statistics and Biostatistics
RelatedItem (type = host)
TitleInfo
Title
Rutgers University Electronic Theses and Dissertations
Identifier (type = RULIB)
ETD
Identifier
ETD_8263
PhysicalDescription
Form (authority = gmd)
electronic resource
InternetMediaType
application/pdf
InternetMediaType
text/xml
Extent
1 online resource (xi, 117 p. : ill.)
Note (type = degree)
Ph.D.
Note (type = bibliography)
Includes bibliographical references
Subject (authority = ETD-LCSH)
Topic
Regression analysis
Note (type = statement of responsibility)
by Long Feng
RelatedItem (type = host)
TitleInfo
Title
School of Graduate Studies Electronic Theses and Dissertations
Identifier (type = local)
rucore10001600001
Location
PhysicalLocation (authority = marcorg); (displayLabel = Rutgers, The State University of New Jersey)
I hereby grant to the Rutgers University Libraries and to my school the non-exclusive right to archive, reproduce and distribute my thesis or dissertation, in whole or in part, and/or my abstract, in whole or in part, in and from an electronic format, subject to the release date subsequently stipulated in this submittal form and approved by my school. I represent and stipulate that the thesis or dissertation and its abstract are my original work, that they do not infringe or violate any rights of others, and that I make these grants as the sole owner of the rights to my thesis or dissertation and its abstract. I represent that I have obtained written permissions, when necessary, from the owner(s) of each third party copyrighted matter to be included in my thesis or dissertation and will supply copies of such upon request by my school. I acknowledge that RU ETD and my school will not distribute my thesis or dissertation or its abstract if, in their reasonable judgment, they believe all such rights have not been secured. I acknowledge that I retain ownership rights to the copyright of my work. I also retain the right to use all or part of this thesis or dissertation in future works, such as articles or books.