报告时间：3月22日(周三)下午16:00
报告地点：统计楼105
报告题目：Optimal Estimation of Co-heritability in High-dimensional Linear Models
报告人: Tony Cai，Department of Statistics，The Wharton School University of Pennsylvania
摘要：
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.