Large covariance estimation for compositional data via composition-adjusted thresholding
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Publication:5231504
Abstract: High-dimensional compositional data arise naturally in many applications such as metagenomic data analysis. The observed data lie in a high-dimensional simplex, and conventional statistical methods often fail to produce sensible results due to the unit-sum constraint. In this article, we address the problem of covariance estimation for high-dimensional compositional data, and introduce a composition-adjusted thresholding (COAT) method under the assumption that the basis covariance matrix is sparse. Our method is based on a decomposition relating the compositional covariance to the basis covariance, which is approximately identifiable as the dimensionality tends to infinity. The resulting procedure can be viewed as thresholding the sample centered log-ratio covariance matrix and hence is scalable for large covariance matrices. We rigorously characterize the identifiability of the covariance parameters, derive rates of convergence under the spectral norm, and provide theoretical guarantees on support recovery. Simulation studies demonstrate that the COAT estimator outperforms some naive thresholding estimators that ignore the unique features of compositional data. We apply the proposed method to the analysis of a microbiome dataset in order to understand the dependence structure among bacterial taxa in the human gut.
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- Robust Shape Matrix Estimation for High-Dimensional Compositional Data with Application to Microbial Inter-Taxa Analysis
- Robust Signal Recovery for High-Dimensional Linear Log-Contrast Models with Compositional Covariates
- Robust Covariance Matrix Estimation for High-Dimensional Compositional Data with Application to Sales Data Analysis
- Compositional covariance shrinkage and regularised partial correlations
- Direct covariance matrix estimation with compositional data
- Sparse basis covariance matrix estimation for high dimensional compositional data via hard thresholding
- A new robust covariance matrix estimation for high-dimensional microbiome data
- Robust covariance estimation for high-dimensional compositional data with application to microbial communities analysis
- Rank-based correlation matrix estimation for high dimensional microbiome data
- Robust sparse covariance matrix estimation for high-dimensional compositional data under lower moment assumption
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- Bayesian transfer learning
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- Estimating basis covariance and precision matrices for compositional data with missing values
- Optimal estimation for a class of high-dimensional covariance matrices
- A tree-based model for addressing sparsity and taxa covariance in microbiome compositional count data
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