Project Details

Description

In the era of big data, data sets may be massive in size and have high dimensionality. Examples include social media data, high-resolution image data, and genomic data. High dimensionality and massive sample size pose great computational and statistical challenges. This project aims to investigate novel optimization techniques and statistical analytic tools for big data collected in important applications. The project will significantly enhance the capabilities of optimization and statistics in analyzing big data. Results of the project are anticipated to benefit a broad range of areas including public health, medical studies, and financial portfolio management.

This project consists of three sub-projects to advance knowledge in modern optimization techniques and statistical procedures for big data. (1) The project studies a unified framework for high-dimensional constrained regularization, and further investigates the statistical performance of a general framework for high-dimensional data under folded concave penalty and fixed constraints. (2) The project explores efficient distributed algorithms for constrained statistical learning, investigating communication-efficient sample-splitting algorithms to handle the vast number of samples and high communication cost in high-dimensional constrained regularization problems with folded concave penalty. The project will study the convergence of the new algorithms for non-convex learning as well as statistical convergence. The work demonstrates the necessity to consider statistical analysis and optimization analysis simultaneously. (3) The investigators plan to apply the methodology in analyzing big data sets to address clinical and scientific questions related to Parkinson's disease.

This award reflects NSF's statutory mission and has been deemed worthy of support through evaluation using the Foundation's intellectual merit and broader impacts review criteria.

StatusActive
Effective start/end date10/1/166/30/22

Funding

  • National Science Foundation: $350,000.00

Fingerprint

Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.