High-resolution QTL mapping for grain appearance traits and co-localization of chalkiness-associated differentially expressed candidate genes in rice

Table S4. Annotated function of differentially expressed genes identified between parents. (XLSX 1232 kb

Dynamic Semiparametric Factor Model with a Common Break

For change-point analysis of high dimensional time series, we consider a semiparametric model with dynamic structural break factors. The observations are described by a few low dimensional factors with time-invariate loading functions of covariates. The unknown structural break in time models the regime switching e ects introduced by exogenous shocks. In particular, the factors are assumed to be nonstationary and follow a Vector Autoregression (VAR) process with a structural break. In addition, to account for the known spatial discrepancies, we introduce discrete loading functions. We study the theoretical properties of the estimates of the loading functions and the factors. Moreover, we provide both the consistency and the asymptotic convergence results for making inference on the common breakpoint in time. The estimation precision is evaluated via a simulation study. Finally we present two empirical illustrations on modeling the dynamics of the minimum wage policy in China and analyzing a limit order book dataset

Inference on many jumps in nonparametric panel regression models

We investigate the significance of change-points within fully nonparametric regression contexts, with a particular focus on panel data where data generation processes vary across units, and error terms may display complex dependency structures. In our setting the threshold effect depends on one specific covariate, and we permit the true nonparametric regression to vary based on additional (latent) variables. We propose two uniform testing procedures: one to assess the existence of change-points and another to evaluate the uniformity of such effects across units. Our approach involves deriving a straightforward analytical expression to approximate the variance-covariance structure of change-point effects under general dependency conditions. Notably, when Gaussian approximations are made to these test statistics, the intricate dependency structures within the data can be safely disregarded owing to the localized nature of the statistics. This finding bears significant implications for obtaining critical values. Through extensive simulations, we demonstrate that our tests exhibit excellent control over size and reasonable power performance in finite samples, irrespective of strong cross-sectional and weak serial dependency within the data. Furthermore, applying our tests to two datasets reveals the existence of significant nonsmooth effects in both cases

Combining the Silhouette and Skeleton Data for Gait Recognition

Gait recognition, a promising long-distance biometric technology, has aroused intense interest in computer vision. Existing works on gait recognition can be divided into appearance-based methods and model-based methods, which extract features from silhouettes and skeleton data, respectively. However, since appearance-based methods are greatly affected by clothing changing and carrying condition, and model-based methods are limited by the accuracy of pose estimation approaches, gait recognition remains challenging in practical applications. In order to integrate the advantages of such two approaches, a two-branch neural network (NN) is proposed in this paper. Our method contains two branches, namely a CNN-based branch taking silhouettes as input and a GCN-based branch taking skeletons as input. In addition, two new modules are proposed in the GCN-based branch for better gait representation. First, we present a simple yet effective fully connected graph convolution operator to integrate the multi-scale graph convolutions and alleviate the dependence on natural human joint connections. Second, we deploy a multi-dimension attention module named STC-Att to learn spatial, temporal and channel-wise attention simultaneously. We evaluated the proposed two-branch neural network on the CASIA-B dataset. The experimental results show that our method achieves state-of-the-art performance in various conditions.Comment: The paper is under consideration at Computer Vision and Image Understandin

ℓ2\ell^2 Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM

We propose an inference method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. Our method aggregates moving sum (MOSUM) statistics cross-sectionally by an $\ell^2$-norm and maximizes them over time. We further introduce a novel Two-Way MOSUM, which utilizes spatial-temporal moving regions to search for breaks, with the added advantage of enhancing testing power when breaks occur in only a few groups. The limiting distribution of an $\ell^2$-aggregated statistic is established for testing break existence by extending a high-dimensional Gaussian approximation theorem to spatial-temporal non-stationary processes. Simulation studies exhibit promising performance of our test in detecting non-sparse weak signals. Two applications, analyzing equity returns and COVID-19 cases in the United States, showcase the real-world relevance of our proposed algorithms.Comment: 111 pages, 10 figure

Simultaneous Inference of a Partially Linear Model in Time Series

We introduce a new methodology to conduct simultaneous inference of the nonparametric component in partially linear time series regression models where the nonparametric part is a multivariate unknown function. In particular, we construct a simultaneous confidence region (SCR) for the multivariate function by extending the high-dimensional Gaussian approximation to dependent processes with continuous index sets. Our results allow for a more general dependence structure compared to previous works and are widely applicable to a variety of linear and nonlinear autoregressive processes. We demonstrate the validity of our proposed methodology by examining the finite-sample performance in the simulation study. Finally, an application in time series, the forward premium regression, is presented, where we construct the SCR for the foreign exchange risk premium from the exchange rate and macroeconomic data.Comment: 61 pages, 6 figure

ℓ² Inference for Change Points in High-Dimensional Time Series via a Two-Way MOSUM

We propose an inference method for detecting multiple change points in high-dimensional time series, targeting dense or spatially clustered signals. Our method aggregates moving sum (MOSUM) statistics cross-sectionally by an ℓ²-norm and maximizes them over time. We further introduce a novel Two-Way MOSUM, which utilizes spatial-temporal moving regions to search for breaks, with the added advantage of enhancing testing power when breaks occur in only a few groups. The limiting distribution of an ℓ²-aggregated statistic is established for testing break existence by extending a high-dimensional Gaussian approximation theorem to spatial-temporal non-stationary processes. Simulation studies exhibit promising performance of our test in detecting non-sparse weak signals. Two applications, analyzing equity returns and COVID-19 cases in the United States, showcase the real-world relevance of our proposed algorithms

Whole-genome sequencing of cultivated and wild peppers provides insights into Capsicum domestication and specialization

As an economic crop, pepper satisfies people's spicy taste and has medicinal uses worldwide. To gain a better understanding of Capsicum evolution, domestication, and specialization, we present here the genome sequence of the cultivated pepper Zunla-1 (C. annuum L.) and its wild progenitor Chiltepin (C. annuum var. glabriusculum). We estimate that the pepper genome expanded similar to 0.3 Mya (with respect to the genome of other Solanaceae) by a rapid amplification of retrotransposons elements, resulting in a genome comprised of similar to 81% repetitive sequences. Approximately 79% of 3.48-Gb scaffolds containing 34,476 protein-coding genes were anchored to chromosomes by a high-density genetic map. Comparison of cultivated and wild pepper genomes with 20 resequencing accessions revealed molecular footprints of artificial selection, providing us with a list of candidate domestication genes. We also found that dosage compensation effect of tandem duplication genes probably contributed to the pungent diversification in pepper. The Capsicum reference genome provides crucial information for the study of not only the evolution of the pepper genome but also, the Solanaceae family, and it will facilitate the establishment of more effective pepper breeding programs

Dynamic Semiparametric Factor Model with Structural Breaks

For the change-point analysis of a high-dimensional time series, we consider a semiparametric model with dynamic structural break factors. With our model, the observations are described by a few low-dimensional factors with time-invariant loading functions of the covariates. Regarding the structural break, the factors are assumed to be nonstationary and follow a vector autoregression (VAR) process with a change in the parameter values. In addition, to account for the known spatial discrepancies, we introduce discrete loading functions. We study the theoretical properties of the estimates of the loading functions and the factors. Moreover, we provide both the consistency and the asymptotic normality for making an inference on the estimated breakpoint. {Importantly, our results hold for both large and small breaks in the factor dependency structure.} The estimation precision is further illustrated via a simulation study. Finally, we present two empirical applications in modeling the dynamics of the minimum wage policy in China and analyzing a limit order book dataset