Inference for high-dimensional differential correlation matrices
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Publication:900795
DOI10.1016/J.JMVA.2015.08.019zbMATH Open1328.62328DBLPjournals/ma/CaiZ16arXiv1408.5907OpenAlexW1419241926WikidataQ43211194 ScholiaQ43211194MaRDI QIDQ900795FDOQ900795
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1408.5907
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covariance matrixthresholdingoptimal rate of convergenceadaptive thresholdingdifferential co-expression analysisdifferential correlation matrixsparse correlation matrix
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Cited In (13)
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- High-dimensional correlation matrix estimation for general continuous data with Bagging technique
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- Potential genes and pathways of neonatal sepsis based on functional gene set enrichment analyses
- Test for high-dimensional correlation matrices
- StarTrek: combinatorial variable selection with false discovery rate control
- Rank-based correlation matrix estimation for high dimensional microbiome data
- Adaptive thresholding estimator for differential association structures in two independent contingency tables
- Simultaneous Covariance Inference for Multimodal Integrative Analysis
- Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data
- Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm
- High-dimensional proportionality test of two covariance matrices and its application to gene expression data
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