3,018 research outputs found
Comparing large covariance matrices under weak conditions on the dependence structure and its application to gene clustering
Comparing large covariance matrices has important applications in modern
genomics, where scientists are often interested in understanding whether
relationships (e.g., dependencies or co-regulations) among a large number of
genes vary between different biological states. We propose a computationally
fast procedure for testing the equality of two large covariance matrices when
the dimensions of the covariance matrices are much larger than the sample
sizes. A distinguishing feature of the new procedure is that it imposes no
structural assumptions on the unknown covariance matrices. Hence the test is
robust with respect to various complex dependence structures that frequently
arise in genomics. We prove that the proposed procedure is asymptotically valid
under weak moment conditions. As an interesting application, we derive a new
gene clustering algorithm which shares the same nice property of avoiding
restrictive structural assumptions for high-dimensional genomics data. Using an
asthma gene expression dataset, we illustrate how the new test helps compare
the covariance matrices of the genes across different gene sets/pathways
between the disease group and the control group, and how the gene clustering
algorithm provides new insights on the way gene clustering patterns differ
between the two groups. The proposed methods have been implemented in an
R-package HDtest and is available on CRAN.Comment: The original title dated back to May 2015 is "Bootstrap Tests on High
Dimensional Covariance Matrices with Applications to Understanding Gene
Clustering
Bayesian Sparse Factor Analysis of Genetic Covariance Matrices
Quantitative genetic studies that model complex, multivariate phenotypes are
important for both evolutionary prediction and artificial selection. For
example, changes in gene expression can provide insight into developmental and
physiological mechanisms that link genotype and phenotype. However, classical
analytical techniques are poorly suited to quantitative genetic studies of gene
expression where the number of traits assayed per individual can reach many
thousand. Here, we derive a Bayesian genetic sparse factor model for estimating
the genetic covariance matrix (G-matrix) of high-dimensional traits, such as
gene expression, in a mixed effects model. The key idea of our model is that we
need only consider G-matrices that are biologically plausible. An organism's
entire phenotype is the result of processes that are modular and have limited
complexity. This implies that the G-matrix will be highly structured. In
particular, we assume that a limited number of intermediate traits (or factors,
e.g., variations in development or physiology) control the variation in the
high-dimensional phenotype, and that each of these intermediate traits is
sparse -- affecting only a few observed traits. The advantages of this approach
are two-fold. First, sparse factors are interpretable and provide biological
insight into mechanisms underlying the genetic architecture. Second, enforcing
sparsity helps prevent sampling errors from swamping out the true signal in
high-dimensional data. We demonstrate the advantages of our model on simulated
data and in an analysis of a published Drosophila melanogaster gene expression
data set.Comment: 35 pages, 7 figure
Dissecting high-dimensional phenotypes with bayesian sparse factor analysis of genetic covariance matrices.
Quantitative genetic studies that model complex, multivariate phenotypes are important for both evolutionary prediction and artificial selection. For example, changes in gene expression can provide insight into developmental and physiological mechanisms that link genotype and phenotype. However, classical analytical techniques are poorly suited to quantitative genetic studies of gene expression where the number of traits assayed per individual can reach many thousand. Here, we derive a Bayesian genetic sparse factor model for estimating the genetic covariance matrix (G-matrix) of high-dimensional traits, such as gene expression, in a mixed-effects model. The key idea of our model is that we need consider only G-matrices that are biologically plausible. An organism's entire phenotype is the result of processes that are modular and have limited complexity. This implies that the G-matrix will be highly structured. In particular, we assume that a limited number of intermediate traits (or factors, e.g., variations in development or physiology) control the variation in the high-dimensional phenotype, and that each of these intermediate traits is sparse - affecting only a few observed traits. The advantages of this approach are twofold. First, sparse factors are interpretable and provide biological insight into mechanisms underlying the genetic architecture. Second, enforcing sparsity helps prevent sampling errors from swamping out the true signal in high-dimensional data. We demonstrate the advantages of our model on simulated data and in an analysis of a published Drosophila melanogaster gene expression data set
Simulation-Based Hypothesis Testing of High Dimensional Means Under Covariance Heterogeneity
In this paper, we study the problem of testing the mean vectors of high
dimensional data in both one-sample and two-sample cases. The proposed testing
procedures employ maximum-type statistics and the parametric bootstrap
techniques to compute the critical values. Different from the existing tests
that heavily rely on the structural conditions on the unknown covariance
matrices, the proposed tests allow general covariance structures of the data
and therefore enjoy wide scope of applicability in practice. To enhance powers
of the tests against sparse alternatives, we further propose two-step
procedures with a preliminary feature screening step. Theoretical properties of
the proposed tests are investigated. Through extensive numerical experiments on
synthetic datasets and an human acute lymphoblastic leukemia gene expression
dataset, we illustrate the performance of the new tests and how they may
provide assistance on detecting disease-associated gene-sets. The proposed
methods have been implemented in an R-package HDtest and are available on CRAN.Comment: 34 pages, 10 figures; Accepted for biometric
Detecting positive correlations in a multivariate sample
We consider the problem of testing whether a correlation matrix of a
multivariate normal population is the identity matrix. We focus on sparse
classes of alternatives where only a few entries are nonzero and, in fact,
positive. We derive a general lower bound applicable to various classes and
study the performance of some near-optimal tests. We pay special attention to
computational feasibility and construct near-optimal tests that can be computed
efficiently. Finally, we apply our results to prove new lower bounds for the
clique number of high-dimensional random geometric graphs.Comment: Published at http://dx.doi.org/10.3150/13-BEJ565 in the Bernoulli
(http://isi.cbs.nl/bernoulli/) by the International Statistical
Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm
High-Dimensional Gaussian Graphical Model Selection: Walk Summability and Local Separation Criterion
We consider the problem of high-dimensional Gaussian graphical model
selection. We identify a set of graphs for which an efficient estimation
algorithm exists, and this algorithm is based on thresholding of empirical
conditional covariances. Under a set of transparent conditions, we establish
structural consistency (or sparsistency) for the proposed algorithm, when the
number of samples n=omega(J_{min}^{-2} log p), where p is the number of
variables and J_{min} is the minimum (absolute) edge potential of the graphical
model. The sufficient conditions for sparsistency are based on the notion of
walk-summability of the model and the presence of sparse local vertex
separators in the underlying graph. We also derive novel non-asymptotic
necessary conditions on the number of samples required for sparsistency
Generalized Network Psychometrics: Combining Network and Latent Variable Models
We introduce the network model as a formal psychometric model,
conceptualizing the covariance between psychometric indicators as resulting
from pairwise interactions between observable variables in a network structure.
This contrasts with standard psychometric models, in which the covariance
between test items arises from the influence of one or more common latent
variables. Here, we present two generalizations of the network model that
encompass latent variable structures, establishing network modeling as parts of
the more general framework of Structural Equation Modeling (SEM). In the first
generalization, we model the covariance structure of latent variables as a
network. We term this framework Latent Network Modeling (LNM) and show that,
with LNM, a unique structure of conditional independence relationships between
latent variables can be obtained in an explorative manner. In the second
generalization, the residual variance-covariance structure of indicators is
modeled as a network. We term this generalization Residual Network Modeling
(RNM) and show that, within this framework, identifiable models can be obtained
in which local independence is structurally violated. These generalizations
allow for a general modeling framework that can be used to fit, and compare,
SEM models, network models, and the RNM and LNM generalizations. This
methodology has been implemented in the free-to-use software package lvnet,
which contains confirmatory model testing as well as two exploratory search
algorithms: stepwise search algorithms for low-dimensional datasets and
penalized maximum likelihood estimation for larger datasets. We show in
simulation studies that these search algorithms performs adequately in
identifying the structure of the relevant residual or latent networks. We
further demonstrate the utility of these generalizations in an empirical
example on a personality inventory dataset.Comment: Published in Psychometrik
Two sample tests for high-dimensional covariance matrices
We propose two tests for the equality of covariance matrices between two
high-dimensional populations. One test is on the whole variance--covariance
matrices, and the other is on off-diagonal sub-matrices, which define the
covariance between two nonoverlapping segments of the high-dimensional random
vectors. The tests are applicable (i) when the data dimension is much larger
than the sample sizes, namely the "large , small " situations and (ii)
without assuming parametric distributions for the two populations. These two
aspects surpass the capability of the conventional likelihood ratio test. The
proposed tests can be used to test on covariances associated with gene ontology
terms.Comment: Published in at http://dx.doi.org/10.1214/12-AOS993 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
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