RegularizedSCA:Regularized simultaneous component analysis of multiblock data in R

This article introduces a package developed for R (R Core Team, 2017) for performing an integrated analysis of multiple data blocks (i.e., linked data) coming from different sources. The methods in this package combine simultaneous component analysis (SCA) with structured selection of variables. The key feature of this package is that it allows to (1) identify joint variation that is shared across all the data sources and specific variation that is associated with one or a few of the data sources and (2) flexibly estimate component matrices with predefined structures. Linked data occur in many disciplines (e.g., biomedical research, bioinformatics, chemometrics, finance, genomics, psychology, and sociology) and especially in multidisciplinary research. Hence, we expect our package to be useful in various fields

Model selection techniques for sparse weight-based principal component analysis

Many studies make use of multiple types of data that are collected for the same set of samples, resulting in so-called multiblock data (e.g., multiomics studies). A popular analysis framework is sparse principal component analysis (PCA) of the concatenated data. The sparseness in the component weights of these models is usually induced by penalties. A crucial factor in the use of such penalized methods is a proper tuning of the regularization parameters used to give more or less weight to the penalties. In this paper, we examine several model selection procedures to tune these regularization parameters for sparse PCA. The model selection procedures include cross-validation, Bayesian information criterion (BIC), index of sparseness, and the convex hull procedure. Furthermore, to account for the multiblock structure, we present a sparse PCA algorithm with a group least absolute shrinkage and selection operator (LASSO) penalty added to it, to either select or cancel out blocks of data in an automated way. Also, the tuning of the group LASSO parameter is studied for the proposed model selection procedures. We conclude that when the component weights are to be interpreted, cross-validation with the one standard error rule is preferred; alternatively, if the interest lies in obtaining component scores using a very limited set of variables, the convex hull, BIC, and index of sparseness are all suitable

Sparse common and distinctive covariates regression

Having large sets of predictors from multiple sources concerning the same observation units and the same criterion is becoming increasingly common in chemometrics. When analyzing such data, chemometricians often have multiple objectives: prediction of the criterion, variable selection, and identification of underlying processes associated to individual predictor sources or to several sources jointly. Existing methods offer solutions regarding the first two aims of uncovering the predictive mechanisms and relevant variables therein for a single block of predictor variables, but the challenge of uncovering joint and distinctive predictive mechanisms and the relevant variables therein in the multisource setting still needs to be addressed. To this end, we present a multiblock extension of principal covariates regression that aims to find the complex mechanisms in which several or single sources may be involved; taken together, these mechanisms predict an outcome of interest. We call this method sparse common and distinctive covariates regression (SCD‐CovR). Through a simulation study, we demonstrate that SCD‐CovR provides competitive solutions when compared with related methods. The method is also illustrated via an application to a publicly available dataset

Bayesian multilevel latent class models for the multiple imputation of nested categorical data

With this article, we propose using a Bayesian multilevel latent class (BMLC; or mixture) model for the multiple imputation of nested categorical data. Unlike recently developed methods that can only pick up associations between pairs of variables, the multilevel mixture model we propose is flexible enough to automatically deal with complex interactions in the joint distribution of the variables to be estimated. After formally introducing the model and showing how it can be implemented, we carry out a simulation study and a real-data study in order to assess its performance and compare it with the commonly used listwise deletion and an available R-routine. Results indicate that the BMLC model is able to recover unbiased parameter estimates of the analysis models considered in our studies, as well as to correctly reflect the uncertainty due to missing data, outperforming the competing methods

Variable selection in the regularized simultaneous component analysis method for multi-source data integration

Interdisciplinary research often involves analyzing data obtained from different data sources with respect to the same subjects, objects, or experimental units. For example, global positioning systems (GPS) data have been coupled with travel diary data, resulting in a better understanding of traveling behavior. The GPS data and the travel diary data are very different in nature, and, to analyze the two types of data jointly, one often uses data integration techniques, such as the regularized simultaneous component analysis (regularized SCA) method. Regularized SCA is an extension of the (sparse) principle component analysis model to the cases where at least two data blocks are jointly analyzed, which - in order to reveal the joint and unique sources of variation - heavily relies on proper selection of the set of variables (i.e., component loadings) in the components. Regularized SCA requires a proper variable selection method to either identify the optimal values for tuning parameters or stably select variables. By means of two simulation studies with various noise and sparseness levels in simulated data, we compare six variable selection methods, which are cross-validation (CV) with the “one-standard-error” rule, repeated double CV (rdCV), BIC, Bolasso with CV, stability selection, and index of sparseness (IS) - a lesser known (compared to the first five methods) but computationally efficient method. Results show that IS is the best-performing variable selection method

Bayesian latent class models for the multiple imputation of categorical data

Latent class analysis has beer recently proposed for the multiple imputation (MI) of missing categorical data, using either a standard frequentist approach or a nonparametric Bayesian model called Dirichlet process mixture of multinomial distributions (DPMM). The main advantage of using a latent class model for multiple imputation is that it is very flexible in the sense that it car capture complex relationships in the data given that the number of latent classes is large enough. However, the two existing approaches also have certain disadvantages. The frequentist approach is computationally demanding because it requires estimating many LC models: first models with different number of classes should be estimated to determine the required number of classes and subsequently the selected model is reestimated for multiple bootstrap samples to take into account parameter uncertainty during the imputation stage. Whereas the Bayesian. Dirichlet process models perform the model selection and the handling of the parameter uncertainty automatically, the disadvantage of this method is that it tends to use a too small number of clusters during the Gibbs sampling, leading to an underfitting model yielding invalid imputations. In this paper, we propose an alternative approach which combined the strengths of the two existing approaches; that is, we use the Bayesian standard latent class model as an imputation model. We show how model selection can be performed prior to the imputation step using a single run of the Gibbs sampler and, moreover, show how underfitting is prevented by using large values for the hyperparameters of the mixture weights. The results of two simulation studies and one real-data study indicate that with a proper setting of the prior distributions, the Bayesian latent class model yields valid imputations and outperforms competing methods

Joint mapping of genes and conditions via multidimensional unfolding analysis

<p>Abstract</p> <p>Background</p> <p>Microarray compendia profile the expression of genes in a number of experimental conditions. Such data compendia are useful not only to group genes and conditions based on their similarity in overall expression over profiles but also to gain information on more subtle relations between genes and conditions. Getting a clear visual overview of all these patterns in a single easy-to-grasp representation is a useful preliminary analysis step: We propose to use for this purpose an advanced exploratory method, called multidimensional unfolding.</p> <p>Results</p> <p>We present a novel algorithm for multidimensional unfolding that overcomes both general problems and problems that are specific for the analysis of gene expression data sets. Applying the algorithm to two publicly available microarray compendia illustrates its power as a tool for exploratory data analysis: The unfolding analysis of a first data set resulted in a two-dimensional representation which clearly reveals temporal regulation patterns for the genes and a meaningful structure for the time points, while the analysis of a second data set showed the algorithm's ability to go beyond a mere identification of those genes that discriminate between different patient or tissue types.</p> <p>Conclusion</p> <p>Multidimensional unfolding offers a useful tool for preliminary explorations of microarray data: By relying on an easy-to-grasp low-dimensional geometric framework, relations among genes, among conditions and between genes and conditions are simultaneously represented in an accessible way which may reveal interesting patterns in the data. An additional advantage of the method is that it can be applied to the raw data without necessitating the choice of suitable genewise transformations of the data.</p

Decoding the neural responses to experiencing disgust and sadness

Being able to classify experienced emotions by identifying distinct neural responses has tremendous value in both fundamental research (e.g. positive psychology, emotion regulation theory) and in applied settings (clinical, healthcare, commercial). We aimed to decode the neural representation of the experience of two discrete emotions: sadness and disgust, devoid of differences in valence and arousal. In a passive viewing paradigm, we showed emotion evoking images from the International Affective Picture System to participants while recording their EEG. We then selected a subset of those images that were distinct in evoking either sadness or disgust (20 for each), yet were indistinguishable on normative valence and arousal. Event-related potential analysis of 69 participants showed differential responses in the N1 and EPN components and a support-vector machine classifier was able to accurately classify (58%) whole-brain EEG patterns of sadness and disgust experiences. These results support and expand on earlier findings that discrete emotions do have differential neural responses that are not caused by differences in valence or arousal

PCovR2:A flexible principal covariates regression approach to parsimoniously handle multiple criterion variables

Principal covariates regression (PCovR) allows one to deal with the interpretational and technical problems associated with running ordinary regression using many predictor variables. In PCovR, the predictor variables are reduced to a limited number of components, and simultaneously, criterion variables are regressed on these components. By means of a weighting parameter, users can flexibly choose how much they want to emphasize reconstruction and prediction. However, when datasets contain many criterion variables, PCovR users face new interpretational problems, because many regression weights will be obtained and because some criteria might be unrelated to the predictors. We therefore propose PCovR2, which extends PCovR by also reducing the criteria to a few components. These criterion components are predicted based on the predictor components. The PCovR2 weighting parameter can again be flexibly used to focus on the reconstruction of the predictors and criteria, or on filtering out relevant predictor components and predictable criterion components. We compare PCovR2 to two other approaches, based on partial least squares (PLS) and principal components regression (PCR), that also reduce the criteria and are therefore called PLS2 and PCR2. By means of a simulated example, we show that PCovR2 outperforms PLS2 and PCR2 when one aims to recover all relevant predictor components and predictable criterion components. Moreover, we conduct a simulation study to evaluate how well PCovR2, PLS2 and PCR2 succeed in finding (1) all underlying components and (2) the subset of relevant predictor and predictable criterion components. Finally, we illustrate the use of PCovR2 by means of empirical data