Abstract Details
Activity Number:
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176
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Type:
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Contributed
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Date/Time:
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Monday, August 5, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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Abstract - #310195 |
Title:
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Sensitivity Analysis for Inference with Partially Identifiable Covariance Matrices
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Author(s):
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Maxwell Grazier G'Sell*+ and Shai S. Shen-Orr and Rob Tibshirani
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Companies:
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Stanford and Technion and Stanford
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Keywords:
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EM Algorithm ;
Sensitivity Analysis ;
Semidefinite Programming ;
Mass Cytometry ;
Flow Cytometry
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Abstract:
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In some multivariate problems with missing data, pairs of variables exist that are never observed together. For example, some modern biological tools can produce data of this form. As a result of this structure, the covariance matrix is only partially identifiable, and point estimation requires that identifying assumptions be made. These assumptions can introduce an unknown and potentially large bias into the inference. We present a method based on semidefinite programming for automatically quantifying this potential bias by computing the range of possible equal-likelihood inferred values for convex functions of the covariance matrix. We focus on the bias of missing value imputation via conditional expectation and show that our method can give an accurate assessment of the true error in cases where estimates based on sampling uncertainty alone are overly optimistic.
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Authors who are presenting talks have a * after their name.
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