5,229 research outputs found
Sparse integrative clustering of multiple omics data sets
High resolution microarrays and second-generation sequencing platforms are
powerful tools to investigate genome-wide alterations in DNA copy number,
methylation and gene expression associated with a disease. An integrated
genomic profiling approach measures multiple omics data types simultaneously in
the same set of biological samples. Such approach renders an integrated data
resolution that would not be available with any single data type. In this
study, we use penalized latent variable regression methods for joint modeling
of multiple omics data types to identify common latent variables that can be
used to cluster patient samples into biologically and clinically relevant
disease subtypes. We consider lasso [J. Roy. Statist. Soc. Ser. B 58 (1996)
267-288], elastic net [J. R. Stat. Soc. Ser. B Stat. Methodol. 67 (2005)
301-320] and fused lasso [J. R. Stat. Soc. Ser. B Stat. Methodol. 67 (2005)
91-108] methods to induce sparsity in the coefficient vectors, revealing
important genomic features that have significant contributions to the latent
variables. An iterative ridge regression is used to compute the sparse
coefficient vectors. In model selection, a uniform design [Monographs on
Statistics and Applied Probability (1994) Chapman & Hall] is used to seek
"experimental" points that scattered uniformly across the search domain for
efficient sampling of tuning parameter combinations. We compared our method to
sparse singular value decomposition (SVD) and penalized Gaussian mixture model
(GMM) using both real and simulated data sets. The proposed method is applied
to integrate genomic, epigenomic and transcriptomic data for subtype analysis
in breast and lung cancer data sets.Comment: Published in at http://dx.doi.org/10.1214/12-AOAS578 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Dimensionality Reduction for k-Means Clustering and Low Rank Approximation
We show how to approximate a data matrix with a much smaller
sketch that can be used to solve a general class of
constrained k-rank approximation problems to within error.
Importantly, this class of problems includes -means clustering and
unconstrained low rank approximation (i.e. principal component analysis). By
reducing data points to just dimensions, our methods generically
accelerate any exact, approximate, or heuristic algorithm for these ubiquitous
problems.
For -means dimensionality reduction, we provide relative
error results for many common sketching techniques, including random row
projection, column selection, and approximate SVD. For approximate principal
component analysis, we give a simple alternative to known algorithms that has
applications in the streaming setting. Additionally, we extend recent work on
column-based matrix reconstruction, giving column subsets that not only `cover'
a good subspace for \bv{A}, but can be used directly to compute this
subspace.
Finally, for -means clustering, we show how to achieve a
approximation by Johnson-Lindenstrauss projecting data points to just dimensions. This gives the first result that leverages the
specific structure of -means to achieve dimension independent of input size
and sublinear in
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