Tony Cai:Optimal Estimation of Co-heritability in High-dimensional Linear Models




报告题目:Optimal Estimation of Co-heritability in High-dimensional Linear Models 

报告人Tony CaiDepartment of StatisticsThe Wharton School University of Pennsylvania



Co-heritability is an important concept that characterizes the genetic associations within pairs of quantitative traits. There has been significant recent interest in estimating the co-heritability based on data from the genome-wide association studies (GWAS). In this talk, we introduce two measures of co-heritability in the high-dimensional linear model framework, including the inner product of the two regression vectors and a normalized inner product by their lengths. Functional de-biased estimators (FDEs) are developed to estimate these two co-heritability measures. In addition, estimators of quadratic functionals of the regression vectors are proposed. Both theoretical and numerical properties of the estimators are investigated. In particular, minimax rates of convergence are established and the proposed estimators of the inner product, the quadratic functionals and the normalized inner product are shown to be rate-optimal. Numerical results show that the FDEs significantly outperform the naive plug-in estimates.