arXiv subjects

Wen Zhou

Publications and source records attributed to Wen Zhou.

59 records · Page 4Linked to original sources

arXiv2018

Border Effect of Complex Network: An analysis on the cooperation network of movie stars across different regions

People always carry out social activities within certain geographic space. The geographic boundary likes national boundaries and provincial boundaries functions as dividing policies, distributing administrative resources, defining the scope of application of laws and regulations or even the boundary of cultural region, producing fundamental influence on lifestyle. Network analysis is a powerful tool to abstract complex system. In this article, we used network method to understand changes of cooperation network in movie industry and effect of geographical boundary.

cs.CY↗

arXiv2018

Squeeze-and-Excitation on Spatial and Temporal Deep Feature Space for Action Recognition

Spatial and temporal features are two key and complementary information for human action recognition. In order to make full use of the intra-frame spatial characteristics and inter-frame temporal relationships, we propose the Squeeze-and-Excitation Long-term Recurrent Convolutional Networks (SE-LRCN) for human action recognition. The Squeeze and Excitation operations are used to implement the feature recalibration. In SE-LRCN, Squeeze-and-Excitation ResNet-34 (SE-ResNet-34) network is adopted to extract spatial features to enhance the dependencies and importance of feature channels of pixel granularity. We also propose the Squeeze-and-Excitation Long Short-Term Memory (SE-LSTM) network to model the temporal relationship, and to enhance the dependencies and importance of feature channels of frame granularity. We evaluate the proposed model on two challenging benchmarks, HMDB51 and UCF101, and the proposed SE-LRCN achieves the competitive results with the state-of-the-art.

cs.CV↗

arXiv2017

Testing for high-dimensional white noise using maximum cross-correlations

We propose a new omnibus test for vector white noise using the maximum absolute auto-correlations and cross-correlations of the component series. Based on the newly established approximation by the $L_\infty$-norm of a normal random vector, the critical value of the test can be evaluated by bootstrapping from a multivariate normal distribution. In contrast to the conventional white noise test, the new method is proved to be valid for testing the departure from non-IID white noise. We illustrate the accuracy and the power of the proposed test by simulation, which also shows that the new test outperforms several commonly used methods including, for example, the Lagrange multiplier test and the multivariate Box-Pierce portmanteau tests especially when the dimension of time series is high in relation to the sample size. The numerical results also indicate that the performance of the new test can be further enhanced when it is applied to the pre-transformed data obtained via the time series principal component analysis proposed by Chang, Guo and Yao (2014). The proposed procedures have been implemented in an R-package HDtest and is available online at CRAN.

stat.ME↗

arXiv2017

Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity

In this paper, we study the problem of testing the mean vectors of high dimensional data in both one-sample and two-sample cases. The proposed testing procedures employ maximum-type statistics and the parametric bootstrap techniques to compute the critical values. Different from the existing tests that heavily rely on the structural conditions on the unknown covariance matrices, the proposed tests allow general covariance structures of the data and therefore enjoy wide scope of applicability in practice. To enhance powers of the tests against sparse alternatives, we further propose two-step procedures with a preliminary feature screening step. Theoretical properties of the proposed tests are investigated. Through extensive numerical experiments on synthetic datasets and an human acute lymphoblastic leukemia gene expression dataset, we illustrate the performance of the new tests and how they may provide assistance on detecting disease-associated gene-sets. The proposed methods have been implemented in an R-package HDtest and are available on CRAN.

math.ST↗

arXiv2016

Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering

Comparing large covariance matrices has important applications in modern genomics, where scientists are often interested in understanding whether relationships (e.g., dependencies or co-regulations) among a large number of genes vary between different biological states. We propose a computationally fast procedure for testing the equality of two large covariance matrices when the dimensions of the covariance matrices are much larger than the sample sizes. A distinguishing feature of the new procedure is that it imposes no structural assumptions on the unknown covariance matrices. Hence the test is robust with respect to various complex dependence structures that frequently arise in genomics. We prove that the proposed procedure is asymptotically valid under weak moment conditions. As an interesting application, we derive a new gene clustering algorithm which shares the same nice property of avoiding restrictive structural assumptions for high-dimensional genomics data. Using an asthma gene expression dataset, we illustrate how the new test helps compare the covariance matrices of the genes across different gene sets/pathways between the disease group and the control group, and how the gene clustering algorithm provides new insights on the way gene clustering patterns differ between the two groups. The proposed methods have been implemented in an R-package HDtest and is available on CRAN.

stat.ME↗