Discriminant analysis under the common principal components model

For two or more populations of which the covariance matrices have a common set of eigenvectors, but different sets of eigenvalues, the common principal components (CPC) model is appropriate. Pepler et al. (2015) proposed a regularised CPC covariance matrix estimator and showed that this estimator outperforms the unbiased and pooled estimators in situations where the CPC model is applicable. This paper extends their work to the context of discriminant analysis for two groups, by plugging the regularised CPC estimator into the ordinary quadratic discriminant function. Monte Carlo simulation results show that CPC discriminant analysis offers significant improvements in misclassification error rates in certain situations, and at worst performs similar to ordinary quadratic and linear discriminant analysis. Based on these results, CPC discriminant analysis is recommended for situations where the sample size is small compared to the number of variables, in particular for cases where there is uncertainty about the population covariance matrix structures

Gene ranking and biomarker discovery under correlation

Biomarker discovery and gene ranking is a standard task in genomic high throughput analysis. Typically, the ordering of markers is based on a stabilized variant of the t-score, such as the moderated t or the SAM statistic. However, these procedures ignore gene-gene correlations, which may have a profound impact on the gene orderings and on the power of the subsequent tests. We propose a simple procedure that adjusts gene-wise t-statistics to take account of correlations among genes. The resulting correlation-adjusted t-scores ("cat" scores) are derived from a predictive perspective, i.e. as a score for variable selection to discriminate group membership in two-class linear discriminant analysis. In the absence of correlation the cat score reduces to the standard t-score. Moreover, using the cat score it is straightforward to evaluate groups of features (i.e. gene sets). For computation of the cat score from small sample data we propose a shrinkage procedure. In a comparative study comprising six different synthetic and empirical correlation structures we show that the cat score improves estimation of gene orderings and leads to higher power for fixed true discovery rate, and vice versa. Finally, we also illustrate the cat score by analyzing metabolomic data. The shrinkage cat score is implemented in the R package "st" available from URL http://cran.r-project.org/web/packages/st/Comment: 18 pages, 5 figures, 1 tabl

Over-optimism in bioinformatics: an illustration

In statistical bioinformatics research, different optimization mechanisms potentially lead to "over-optimism" in published papers. The present empirical study illustrates these mechanisms through a concrete example from an active research field. The investigated sources of over-optimism include the optimization of the data sets, of the settings, of the competing methods and, most importantly, of the method’s characteristics. We consider a "promising" new classification algorithm that turns out to yield disappointing results in terms of error rate, namely linear discriminant analysis incorporating prior knowledge on gene functional groups through an appropriate shrinkage of the within-group covariance matrix. We quantitatively demonstrate that this disappointing method can artificially seem superior to existing approaches if we "fish for significance”. We conclude that, if the improvement of a quantitative criterion such as the error rate is the main contribution of a paper, the superiority of new algorithms should be validated using "fresh" validation data sets

Supervised Classification Using Sparse Fisher's LDA

It is well known that in a supervised classification setting when the number of features is smaller than the number of observations, Fisher's linear discriminant rule is asymptotically Bayes. However, there are numerous modern applications where classification is needed in the high-dimensional setting. Naive implementation of Fisher's rule in this case fails to provide good results because the sample covariance matrix is singular. Moreover, by constructing a classifier that relies on all features the interpretation of the results is challenging. Our goal is to provide robust classification that relies only on a small subset of important features and accounts for the underlying correlation structure. We apply a lasso-type penalty to the discriminant vector to ensure sparsity of the solution and use a shrinkage type estimator for the covariance matrix. The resulting optimization problem is solved using an iterative coordinate ascent algorithm. Furthermore, we analyze the effect of nonconvexity on the sparsity level of the solution and highlight the difference between the penalized and the constrained versions of the problem. The simulation results show that the proposed method performs favorably in comparison to alternatives. The method is used to classify leukemia patients based on DNA methylation features

SHrinkage Covariance Estimation Incorporating Prior Biological Knowledge with Applications to High-Dimensional Data

In ``-omic data'' analysis, information on the structure of covariates are broadly available either from public databases describing gene regulation processes and functional groups such as the Kyoto encyclopedia of genes and genomes (KEGG), or from statistical analyses -- for example in form of partial correlation estimators. The analysis of transcriptomic data might benefit from the incorporation of such prior knowledge. In this paper we focus on the integration of structured information into statistical analyses in which at least one major step involves the estimation of a (high-dimensional) covariance matrix. More precisely, we revisit the recently proposed ``SHrinkage Incorporating Prior'' (SHIP) covariance estimation method which takes into account the group structure of the covariates, and suggest to integrate the SHIP covariance estimator into various multivariate methods such as linear discriminant analysis (LDA), global analysis of covariance (GlobalANCOVA), and regularized generalized canonical correlation analysis (RGCCA). We demonstrate the use of the resulting new methods based on simulations and discuss the benefit of the integration of prior information through the SHIP estimator. Reproducible R codes are available at http://www.ibe.med.uni-muenchen.de/organisation/mitarbeiter/020_professuren/boulesteix/shipproject/index.html

SHrinkage Covariance Estimation Incorporating Prior Biological Knowledge with Applications to High-Dimensional Data

In ``-omic data'' analysis, information on the structure of covariates are broadly available either from public databases describing gene regulation processes and functional groups such as the Kyoto encyclopedia of genes and genomes (KEGG), or from statistical analyses -- for example in form of partial correlation estimators. The analysis of transcriptomic data might benefit from the incorporation of such prior knowledge. In this paper we focus on the integration of structured information into statistical analyses in which at least one major step involves the estimation of a (high-dimensional) covariance matrix. More precisely, we revisit the recently proposed ``SHrinkage Incorporating Prior'' (SHIP) covariance estimation method which takes into account the group structure of the covariates, and suggest to integrate the SHIP covariance estimator into various multivariate methods such as linear discriminant analysis (LDA), global analysis of covariance (GlobalANCOVA), and regularized generalized canonical correlation analysis (RGCCA). We demonstrate the use of the resulting new methods based on simulations and discuss the benefit of the integration of prior information through the SHIP estimator. Reproducible R codes are available at http://www.ibe.med.uni-muenchen.de/organisation/mitarbeiter/020_professuren/boulesteix/shipproject/index.html