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Accurate Genomic Prediction Of Human Height | bioRxiv
Stephen Hsu's compressed sensing application paper

We construct genomic predictors for heritable and extremely complex human quantitative traits (height, heel bone density, and educational attainment) using modern methods in high dimensional statistics (i.e., machine learning). Replication tests show that these predictors capture, respectively, ~40, 20, and 9 percent of total variance for the three traits. For example, predicted heights correlate ~0.65 with actual height; actual heights of most individuals in validation samples are within a few cm of the prediction.


I'm in Mountain View to give a talk at 23andMe. Their latest funding round was $250M on a (reported) valuation of $1.5B. If I just add up the Crunchbase numbers it looks like almost half a billion invested at this point...

Slides: Genomic Prediction of Complex Traits

Here's how people + robots handle your spit sample to produce a SNP genotype:

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september 2017 by nhaliday
Riemannian manifold - Wikipedia
In differential geometry, a (smooth) Riemannian manifold or (smooth) Riemannian space (M,g) is a real smooth manifold M equipped with an inner product {\displaystyle g_{p}} on the tangent space {\displaystyle T_{p}M} at each point {\displaystyle p} that varies smoothly from point to point in the sense that if X and Y are vector fields on M, then {\displaystyle p\mapsto g_{p}(X(p),Y(p))} is a smooth function. The family {\displaystyle g_{p}} of inner products is called a Riemannian metric (tensor). These terms are named after the German mathematician Bernhard Riemann. The study of Riemannian manifolds constitutes the subject called Riemannian geometry.

A Riemannian metric (tensor) makes it possible to define various geometric notions on a Riemannian manifold, such as angles, lengths of curves, areas (or volumes), curvature, gradients of functions and divergence of vector fields.
concept  definition  math  differential  geometry  manifolds  inner-product  norms  measure  nibble 
february 2017 by nhaliday
Sobolev space - Wikipedia
In mathematics, a Sobolev space is a vector space of functions equipped with a norm that is a combination of Lp-norms of the function itself and its derivatives up to a given order. The derivatives are understood in a suitable weak sense to make the space complete, thus a Banach space. Intuitively, a Sobolev space is a space of functions with sufficiently many derivatives for some application domain, such as partial differential equations, and equipped with a norm that measures both the size and regularity of a function.
math  concept  math.CA  math.FA  differential  inner-product  wiki  reference  regularity  smoothness  norms  nibble  zooming 
february 2017 by nhaliday
Unlearning descriptive statistics | Hacker News
For readers who are OK with some math, I recommend John Myles White's eye-opening post about means, medians, and modes: http://www.johnmyleswhite.com/notebook/2013/03/22/modes-medians-and-means-an-unifying-perspective/. He describes these summary descriptive stats in terms of what penalty function they minimize: mean minimizes L2, median minimizes L1, mode minimizes L0.
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february 2017 by nhaliday
Cauchy-Schwarz inequality and Hölder's inequality - Mathematics Stack Exchange
- Cauchy-Schwarz (special case of Holder's inequality where p=q=1/2) implies Holder's inequality
- pith: define potential F(t) = int f^{pt} g^{q(1-t)}, show log F is midpoint-convex hence convex, then apply convexity between F(0) and F(1) for F(1/p) = ||fg||_1
q-n-a  overflow  math  estimate  proofs  ground-up  math.FA  inner-product  tidbits  norms  duality  nibble  integral 
january 2017 by nhaliday
Dvoretzky's theorem - Wikipedia
In mathematics, Dvoretzky's theorem is an important structural theorem about normed vector spaces proved by Aryeh Dvoretzky in the early 1960s, answering a question of Alexander Grothendieck. In essence, it says that every sufficiently high-dimensional normed vector space will have low-dimensional subspaces that are approximately Euclidean. Equivalently, every high-dimensional bounded symmetric convex set has low-dimensional sections that are approximately ellipsoids.

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january 2017 by nhaliday
CS 731 Advanced Artificial Intelligence - Spring 2011
- statistical machine learning
- sparsity in regression
- graphical models
- exponential families
- variational methods
- dimensionality reduction, eg, PCA
- Bayesian nonparametrics
- compressive sensing, matrix completion, and Johnson-Lindenstrauss
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january 2017 by nhaliday
cv.complex variables - Absolute value inequality for complex numbers - MathOverflow
In general, once you've proven an inequality like this in R it holds automatically in any Euclidean space (including C) by averaging over projections. ("Inequality like this" = inequality where every term is the length of some linear combination of variable vectors in the space; here the vectors are a, b, c).

I learned this trick at MOP 30+ years ago, and don't know or remember who discovered it.
q-n-a  overflow  math  math.CV  estimate  tidbits  yoga  oly  mathtariat  math.FA  metabuch  inner-product  calculation  norms  nibble  tricki 
january 2017 by nhaliday
Information Processing: Search results for compressed sensing
Added: Here are comments from "Donoho-Student":
Donoho-Student says:
September 14, 2017 at 8:27 pm GMT • 100 Words

The Donoho-Tanner transition describes the noise-free (h2=1) case, which has a direct analog in the geometry of polytopes.

The n = 30s result from Hsu et al. (specifically the value of the coefficient, 30, when p is the appropriate number of SNPs on an array and h2 = 0.5) is obtained via simulation using actual genome matrices, and is original to them. (There is no simple formula that gives this number.) The D-T transition had only been established in the past for certain classes of matrices, like random matrices with specific distributions. Those results cannot be immediately applied to genomes.

The estimate that s is (order of magnitude) 10k is also a key input.

I think Hsu refers to n = 1 million instead of 30 * 10k = 300k because the effective SNP heritability of IQ might be less than h2 = 0.5 — there is noise in the phenotype measurement, etc.

Donoho-Student says:
September 15, 2017 at 11:27 am GMT • 200 Words

Lasso is a common statistical method but most people who use it are not familiar with the mathematical theorems from compressed sensing. These results give performance guarantees and describe phase transition behavior, but because they are rigorous theorems they only apply to specific classes of sensor matrices, such as simple random matrices. Genomes have correlation structure, so the theorems do not directly apply to the real world case of interest, as is often true.

What the Hsu paper shows is that the exact D-T phase transition appears in the noiseless (h2 = 1) problem using genome matrices, and a smoothed version appears in the problem with realistic h2. These are new results, as is the prediction for how much data is required to cross the boundary. I don’t think most gwas people are familiar with these results. If they did understand the results they would fund/design adequately powered studies capable of solving lots of complex phenotypes, medical conditions as well as IQ, that have significant h2.

Most people who use lasso, as opposed to people who prove theorems, are not even aware of the D-T transition. Even most people who prove theorems have followed the Candes-Tao line of attack (restricted isometry property) and don’t think much about D-T. Although D eventually proved some things about the phase transition using high dimensional geometry, it was initially discovered via simulation using simple random matrices.
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november 2016 by nhaliday
Xavier Amatriain's answer to What is the difference between L1 and L2 regularization? - Quora
So, as opposed to what Andrew Ng explains in his "Feature selection, l1 vs l2 regularization, and rotational invariance" (Page on stanford.edu), I would say that as a rule-of-thumb, you should always go for L2 in practice.
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november 2016 by nhaliday

bundles : mathsp

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