Sparse Principal Component Analysis (PCA) methods are efficient tools to reduce the dimension (or the number of variables) of complex data. Sparse principal components (PCs) are easier to interpret than conventional PCs, because most loadings are zero. We study the asymptotic properties of these sparse PC directions for scenarios with fixed sample size and increasing dimension (i.e. High Dimension, Low Sample Size (HDLSS)). Under the previously studied spike covariance assumption, we show that Sparse PCA remains consistent under the same large spike condition that was previously established for conventional PCA. Under a broad range of small spike conditions, we find a large set of sparsity assumptions where Sparse PCA is consistent, but PCA is strongly inconsistent. The boundaries of the consistent region are clarified using an oracle result.

The aim of this paper is to establish several deep theoretical properties of principal component analysis for multiple-component spike covariance models. Our new results reveal an asymptotic conical structure in critical sample eigendirections under the spike models with distinguishable (or indistinguishable) eigenvalues, when the sample size and/or the number of variables (or dimension) tend to infinity. The consistency of the sample eigenvectors relative to their population counterparts is determined by the ratio between the dimension and the product of the sample size with the spike size. When this ratio converges to a nonzero constant, the sample eigenvector converges to a cone, with a certain angle to its corresponding population eigenvector. In the High Dimension, Low Sample Size case, the angle between the sample eigenvector and its population counterpart converges to a limiting distribution. Several generalizations of the multi-spike covariance models are also explored, and additional theoretical results are presented.

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Data analysis on non-Euclidean spaces, such as tree spaces, can be challenging. The main contribution of this paper is establishment of a connection between tree data spaces and the well developed area of Functional Data Analysis (FDA), where the data objects are curves. This connection comes through two tree representation approaches, the Dyck path representation and the branch length representation. These representations of trees in Euclidean spaces enable us to exploit the power of FDA to explore statistical properties of tree data objects. A major challenge in the analysis is the sparsity of tree branches in a sample of trees. We overcome this issue by using a tree pruning technique that focuses the analysis on important underlying population structures. This method parallels scale-space analysis in the sense that it reveals statistical properties of tree structured data over a range of scales. The effectiveness of these new approaches is demonstrated by some novel results obtained in the analysis of brain artery trees. The scale space analysis reveals a deeper relationship between structure and age. These methods are the first to find a statistically significant gender difference.

Peter Hall's work illuminated many aspects of statistical thought, some of which are very well known including the bootstrap and smoothing. However, he also explored many other lesser known aspects of mathematical statistics. This is a survey of one of those areas, initiated by a seminal paper in 2005, on high dimension low sample size asymptotics. An interesting characteristic of that first paper, and of many of the following papers, is that they contain deep and insightful concepts which are frequently surprising and counter-intuitive, yet have mathematical underpinnings which tend to be direct and not difficult to prove.

Drug–drug interaction (DDI) is becoming a serious clinical safety issue as the use of multiple medications becomes more common. Searching the MEDLINE database for journal articles related to DDI produces over 330,000 results. It is impossible to read and summarize these references manually. As the volume of biomedical reference in the MEDLINE database continues to expand at a rapid pace, automatic identification of DDIs from literature is becoming increasingly important. In this article, we present a random-sampling-based statistical algorithm to identify possible DDIs and the underlying mechanism from the substances field of MEDLINE records. The substances terms are essentially carriers of compound (including protein) information in a MEDLINE record. Four case studies on warfarin, ibuprofen, furosemide and sertraline implied that our method was able to rank possible DDIs with high accuracy (90.0% for warfarin, 83.3% for ibuprofen, 70.0% for furosemide and 100% for sertraline in the top 10% of a list of compounds ranked by p-value). A social network analysis of substance terms was also performed to construct networks between proteins and drug pairs to elucidate how the two drugs could interact.