Are a set of microarrays independent of each other?

DOI10.1214/09-AOAS236MaRDI QIDQ985013zbMATH OpenOpenAlexWikidataFDO

Authors Bradley Efron

Publication date 20 July 2010

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0910.1426

zbMATH Keywords

permutation testseffective sample sizematrix normal distributiontotal correlationrow and column correlations

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Biochemistry, molecular biology (92C40)

Abstract: Having observed an $mimesn$ matrix $X$ whose rows are possibly correlated, we wish to test the hypothesis that the columns are independent of each other. Our motivation comes from microarray studies, where the rows of $X$ record expression levels for $m$ different genes, often highly correlated, while the columns represent $n$ individual microarrays, presumably obtained independently. The presumption of independence underlies all the familiar permutation, cross-validation and bootstrap methods for microarray analysis, so it is important to know when independence fails. We develop nonparametric and normal-theory testing methods. The row and column correlations of $X$ interact with each other in a way that complicates test procedures, essentially by reducing the accuracy of the relevant estimators.

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Cited in

(20)

• Existence and uniqueness of the Kronecker covariance MLE
• Co-clustering of spatially resolved transcriptomic data
• Model selection and estimation in the matrix normal graphical model
• Detecting column dependence when rows are correlated and estimating the strength of the row correlation
• Testing independence with high-dimensional correlated samples
• Joint Mean and Covariance Estimation with Unreplicated Matrix-Variate Data
• Data-driven optimal shrinkage of singular values under high-dimensional noise with separable covariance structure with application
• Transposable regularized covariance models with an application to missing data imputation
• Positive-definite \(\ell_1\)-penalized estimation of large covariance matrices
• Gemini: graph estimation with matrix variate normal instances
• Testing the mean matrix in high-dimensional transposable data
• On correlated \(z\)-values distribution in hypothesis testing
• Limitations on detecting row covariance in the presence of column covariance
• Hypothesis testing for the covariance matrix in high-dimensional transposable data with Kronecker product dependence structure
• The use of random-effect models for high-dimensional variable selection problems
• Inferring multiple graphical structures
• Sparse estimation of high-dimensional correlation matrices
• Consistency of large dimensional sample covariance matrix under weak dependence
• Testing for independence of high-dimensional variables: \(\rho V\)-coefficient based approach
• Alteration detection of tensor dependence structure via sparsity-exploited reranking algorithm

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