Single-cell data integration can provide a comprehensive molecular view of cells, and many algorithms have been developed to remove unwanted technical or biological variations and integrate heterogeneous single-cell datasets. Despite their wide usage, existing methods suffer from several fundamental limitations. In particular, we lack a rigorous statistical test for whether two high-dimensional single-cell datasets are alignable (and therefore should even be aligned). Moreover, popular methods can substantially distort the data during alignment, making the aligned data and downstream analysis difficult to interpret. To overcome these limitations, we present a spectral manifold alignment and inference (SMAI) framework, which enables principled and interpretable alignability testing and structure-preserving integration of single-cell data. SMAI provides a statistical test to robustly determine the alignability between datasets to avoid misleading inference, and is justified by high-dimensional statistical theory. On a diverse range of real and simulated benchmark datasets, it outperforms commonly used alignment methods. Moreover, we show that SMAI improves various downstream analyses such as identification of differentially expressed genes and imputation of single-cell spatial transcriptomics, providing further biological insights. SMAI's interpretability also enables quantification and a deeper understanding of the sources of technical confounders in single-cell data.
Dimension reduction and data visualization aim to project a high-dimensional dataset to a low-dimensional space while capturing the intrinsic structures in the data. It is an indispensable part of modern data science, and many dimensional reduction and visualization algorithms have been developed. However, different algorithms have their own strengths and weaknesses, making it critically important to evaluate their relative performance for a given dataset, and to leverage and combine their individual strengths. In this paper, we propose an efficient spectral method for assessing and combining multiple visualizations of a given dataset produced by diverse algorithms. The proposed method provides a quantitative measure -- the visualization eigenscore -- of the relative performance of the visualizations for preserving the structure around each data point. Then it leverages the eigenscores to obtain a consensus visualization, which has much improved { quality over the individual visualizations in capturing the underlying true data structure.} Our approach is flexible and works as a wrapper around any visualizations. We analyze multiple simulated and real-world datasets from diverse applications to demonstrate the effectiveness of the eigenscores for evaluating visualizations and the superiority of the proposed consensus visualization. Furthermore, we establish rigorous theoretical justification of our method based on a general statistical framework, yielding fundamental principles behind the empirical success of consensus visualization along with practical guidance.
The past two decades have witnessed the rapid development of personalized recommendation techniques. Despite the significant progress made in both research and practice of recommender systems, to date, there is a lack of a widely-recognized benchmarking standard in this field. Many of the existing studies perform model evaluations and comparisons in an ad-hoc manner, for example, by employing their own private data splits or using a different experimental setting. However, such conventions not only increase the difficulty in reproducing existing studies, but also lead to inconsistent experimental results among them. This largely limits the credibility and practical value of research results in this field. To tackle these issues, we present an initiative project aimed for open benchmarking for recommender systems. In contrast to some earlier attempts towards this goal, we take one further step by setting up a standardized benchmarking pipeline for reproducible research, which integrates all the details about datasets, source code, hyper-parameter settings, running logs, and evaluation results. The benchmark is designed with comprehensiveness and sustainability in mind. It spans both matching and ranking tasks, and also allows anyone to easily follow and contribute. We believe that our benchmark could not only reduce the redundant efforts of researchers to re-implement or re-run existing baselines, but also drive more solid and reproducible research on recommender systems.
We propose a kernel-spectral embedding algorithm for learning low-dimensional nonlinear structures from high-dimensional and noisy observations, where the datasets are assumed to be sampled from an intrinsically low-dimensional manifold and corrupted by high-dimensional noise. The algorithm employs an adaptive bandwidth selection procedure which does not rely on prior knowledge of the underlying manifold. The obtained low-dimensional embeddings can be further utilized for downstream purposes such as data visualization, clustering and prediction. Our method is theoretically justified and practically interpretable. Specifically, we establish the convergence of the final embeddings to their noiseless counterparts when the dimension and size of the samples are comparably large, and characterize the effect of the signal-to-noise ratio on the rate of convergence and phase transition. We also prove convergence of the embeddings to the eigenfunctions of an integral operator defined by the kernel map of some reproducing kernel Hilbert space capturing the underlying nonlinear structures. Numerical simulations and analysis of three real datasets show the superior empirical performance of the proposed method, compared to many existing methods, on learning various manifolds in diverse applications.
Motivated by applications in single-cell biology and metagenomics, we consider matrix reordering based on the noisy disordered matrix model. We first establish the fundamental statistical limit for the matrix reordering problem in a decision-theoretic framework and show that a constrained least square estimator is rate-optimal. Given the computational hardness of the optimal procedure, we analyze a popular polynomial-time algorithm, spectral seriation, and show that it is suboptimal. We then propose a novel polynomial-time adaptive sorting algorithm with guaranteed improvement on the performance. The superiority of the adaptive sorting algorithm over the existing methods is demonstrated in simulation studies and in the analysis of two real single-cell RNA sequencing datasets.
Blockwise missing data occurs frequently when we integrate multisource or multimodality data where different sources or modalities contain complementary information. In this paper, we consider a high-dimensional linear regression model with blockwise missing covariates and a partially observed response variable. Under this semi-supervised framework, we propose a computationally efficient estimator for the regression coefficient vector based on carefully constructed unbiased estimating equations and a multiple blockwise imputation procedure, and obtain its rates of convergence. Furthermore, building upon an innovative semi-supervised projected estimating equation technique that intrinsically achieves bias-correction of the initial estimator, we propose nearly unbiased estimators for the individual regression coefficients that are asymptotically normally distributed under mild conditions. By carefully analyzing these debiased estimators, asymptotically valid confidence intervals and statistical tests about each regression coefficient are constructed. Numerical studies and application analysis of the Alzheimer's Disease Neuroimaging Initiative data show that the proposed method performs better and benefits more from unsupervised samples than existing methods.
This study investigates the theoretical foundations of t-distributed stochastic neighbor embedding (t-SNE), a popular nonlinear dimension reduction and data visualization method. A novel theoretical framework for the analysis of t-SNE based on the gradient descent approach is presented. For the early exaggeration stage of t-SNE, we show its asymptotic equivalence to a power iteration based on the underlying graph Laplacian, characterize its limiting behavior, and uncover its deep connection to Laplacian spectral clustering, and fundamental principles including early stopping as implicit regularization. The results explain the intrinsic mechanism and the empirical benefits of such a computational strategy. For the embedding stage of t-SNE, we characterize the kinematics of the low-dimensional map throughout the iterations, and identify an amplification phase, featuring the intercluster repulsion and the expansive behavior of the low-dimensional map. The general theory explains the fast convergence rate and the exceptional empirical performance of t-SNE for visualizing clustered data, brings forth the interpretations of the t-SNE output, and provides theoretical guidance for selecting tuning parameters in various applications.
This paper studies the high-dimensional mixed linear regression (MLR) where the output variable comes from one of the two linear regression models with an unknown mixing proportion and an unknown covariance structure of the random covariates. Building upon a high-dimensional EM algorithm, we propose an iterative procedure for estimating the two regression vectors and establish their rates of convergence. Based on the iterative estimators, we further construct debiased estimators and establish their asymptotic normality. For individual coordinates, confidence intervals centered at the debiased estimators are constructed. Furthermore, a large-scale multiple testing procedure is proposed for testing the regression coefficients and is shown to control the false discovery rate (FDR) asymptotically. Simulation studies are carried out to examine the numerical performance of the proposed methods and their superiority over existing methods. The proposed methods are further illustrated through an analysis of a dataset of multiplex image cytometry, which investigates the interaction networks among the cellular phenotypes that include the expression levels of 20 epitopes or combinations of markers.