High-Dimensional Statistics and Network Data Analysis

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Probability and Statistics".

Deadline for manuscript submissions: 20 June 2025 | Viewed by 1988

Special Issue Editors


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Guest Editor
Department of Statistics, Oregon State University, Corvallis, OR 97331, USA
Interests: statistical inference of networks; high-dimensional statistical inference; clustering; semiparametric inference; hypothesis testing; application of statistical methods in neuroscience, genomics, and astronomy

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Guest Editor
Department of Mathematics, City College and Graduate Center, City University of New York, New York, NY 10017, USA
Interests: analysis of probabilistic models that arise from questions in biosciences; social sciences; physics and computer science; statistical inference problems that arise from questions in biosciences and other network data analysis

Special Issue Information

Dear Colleagues,

The data generation capacity of scientific studies has increased tremendously in recent years and continues to increase rapidly. With the increased complexity of data, multivariate data sets of large dimensions (also called high-dimensional data) and network data sets have come to prominence. Specifically, in the disciplines of genetics, neuroscience, finance, and computer science, to name a few, high-dimensional data have become commonplace. Complex networks and relational data sets are becoming common in various scientific fields, including social, economic, and biological science. In order to tackle high-dimensional and complex network data sets, significant efforts have been directed toward pathbreaking mathematical and statistical research. In terms of statistical methods, penalized and regularized estimators have become the standard to tackle estimation problems in high-dimensional data. New methods have been developed for inference in high-dimensional data thanks to innovations in multiple hypothesis testing, including false discovery rate control procedures. The likelihood and spectral methods have been developed to analyze network data sets. In order to build on the theoretical framework for the statistical methods of estimation and inference, significant efforts have been directed toward the study of concentration inequalities, large deviations, and random matrix theory in the disciplines of mathematical statistics and probability. We plan to focus on all these different directions of statistical research in high-dimensional and network data analysis in this Special Issue. 

Dr. Sharmodeep Bhattacharyya
Dr. Shirshendu Chatterjee
Guest Editors

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Keywords

  • high-dimensional data
  • network data
  • penalized estimation
  • multiple hypothesis testing
  • spectral methods
  • change-point detection
  • community detection
  • conformal inference

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Published Papers (1 paper)

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Research

19 pages, 16899 KiB  
Article
Research on Correlation Analysis for Multidimensional Time Series Based on the Evolution Synchronization of Network Topology
by Hongduo Cao and Ying Li
Mathematics 2024, 12(2), 204; https://doi.org/10.3390/math12020204 - 8 Jan 2024
Viewed by 1476
Abstract
We apply the inherent dynamic consistency of a dynamic system as the basis for correlation analysis among different variables in a system. We use network analysis to measure the correlativity of multiple variables, find the interdependence between multiple variables with nonlinear interactions, and [...] Read more.
We apply the inherent dynamic consistency of a dynamic system as the basis for correlation analysis among different variables in a system. We use network analysis to measure the correlativity of multiple variables, find the interdependence between multiple variables with nonlinear interactions, and study the complex relationship between the stock index and trading volume. We explore the change pattern of the number of edges in the networks derived from the correlation among different time series by gradually increasing the length of the time series. We found that the evolution trend of the corresponding network edges is the same or similar for multiple series with the same dynamic properties or mutual effects, which is called network topology evolution synchronization (NTES). The correlation among time series can be determined by investigating the existence of NTES. Using this method, we detected that both the stock price and trading volume are chaotic series and have complex correlations with varying randomness caused by different markets and series lengths. Full article
(This article belongs to the Special Issue High-Dimensional Statistics and Network Data Analysis)
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