Sparse CCA via precision adjusted iterative thresholding

MaRDI QIDQ5242648zbMATH OpenFDO

Authors Mengjie Chen, Chao Gao, Zhao Ren, Harrison H. Zhou

Publication date 12 November 2019

Full work available at URL https://arxiv.org/abs/1311.6186

zbMATH Keywords

canonical correlation analysisminimax lower boundoptimal convergence ratesingle canonical pair modelsparsity

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Protein sequences, DNA sequences (92D20)

Abstract: Sparse Canonical Correlation Analysis (CCA) has received considerable attention in high-dimensional data analysis to study the relationship between two sets of random variables. However, there has been remarkably little theoretical statistical foundation on sparse CCA in high-dimensional settings despite active methodological and applied research activities. In this paper, we introduce an elementary sufficient and necessary characterization such that the solution of CCA is indeed sparse, propose a computationally efficient procedure, called CAPIT, to estimate the canonical directions, and show that the procedure is rate-optimal under various assumptions on nuisance parameters. The procedure is applied to a breast cancer dataset from The Cancer Genome Atlas project. We identify methylation probes that are associated with genes, which have been previously characterized as prognosis signatures of the metastasis of breast cancer.

Recommendations

• Sparse canonical correlation analysis from a predictive point of view
• An iterative penalized least squares approach to sparse canonical correlation analysis
• Sparse canonical covariance analysis for high-throughput data
• Sparse CCA: adaptive estimation and computational barriers
• Sparse CCA using a lasso with positivity constraints

Cited in

(18)

• Extensions of sparse canonical correlation analysis with applications to genomic data
• Sparse CCA: adaptive estimation and computational barriers
• Rate-optimal perturbation bounds for singular subspaces with applications to high-dimensional statistics
• Eigenvector-based sparse canonical correlation analysis: fast computation for estimation of multiple canonical vectors
• tSSNALM: a fast two-stage semi-smooth Newton augmented Lagrangian method for sparse CCA
• Sparse generalized canonical correlation analysis via linearized Bregman method
• Sparse CCA using a lasso with positivity constraints
• Sparse canonical correlation analysis between an alcohol biomarker and self-reported alcohol consumption
• D-CCA: A Decomposition-Based Canonical Correlation Analysis for High-Dimensional Datasets
• Sparse canonical correlation analysis from a predictive point of view
• Sparse canonical correlation analysis
• Sparse canonical covariance analysis for high-throughput data
• Simultaneous covariance inference for multimodal integrative analysis
• scientific article; zbMATH DE number 7164767 (Why is no real title available?)
• An iterative penalized least squares approach to sparse canonical correlation analysis
• Joint association and classification analysis of multi‐view data
• Minimax estimation in sparse canonical correlation analysis
• Inference for high-dimensional differential correlation matrices

This page was built for publication: Sparse CCA via precision adjusted iterative thresholding

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5242648)