Inference for high-dimensional differential correlation matrices
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Abstract: Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical guarantees are given. Minimax rate of convergence is established and the proposed estimator is shown to be adaptively rate-optimal over collections of paired correlation matrices with approximately sparse differences. Simulation results show that the procedure significantly outperforms two other natural methods that are based on separate estimation of the individual correlation matrices. The procedure is also illustrated through an analysis of a breast cancer dataset, which provides evidence at the gene co-expression level that several genes, of which a subset has been previously verified, are associated with the breast cancer. Hypothesis testing on the differential correlation matrices is also considered. A test, which is particularly well suited for testing against sparse alternatives, is introduced. In addition, other related problems, including estimation of a single sparse correlation matrix, estimation of the differential covariance matrices, and estimation of the differential cross-correlation matrices, are also discussed.
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Cites work
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Cited in
(18)- Covariate-adjusted inference for differential analysis of high-dimensional networks
- Statistical properties of gene-gene correlations in omics experiments
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- scientific article; zbMATH DE number 5204610 (Why is no real title available?)
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- Compressed spectral screening for large-scale differential correlation analysis with application in selecting glioblastoma gene modules
- Max-sum tests for cross-sectional independence of high-dimensional panel data
- High-dimensional correlation matrix estimation for general continuous data with Bagging technique
- Test for high-dimensional correlation matrices
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- Rank-based correlation matrix estimation for high dimensional microbiome data
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- StarTrek: combinatorial variable selection with false discovery rate control
- Potential genes and pathways of neonatal sepsis based on functional gene set enrichment analyses
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