Invariant co-ordinate selection

Cumulants of Multivariate Symmetric and Skew Symmetric Distributions

This paper provides a systematic and comprehensive treatment for obtaining general expressions of any order, for the moments and cumulants of spherically and elliptically symmetric multivariate distributions; results for the case of multivariate t-distribution and related skew-t distribution are discussed in some detail.

Skewness-Based Projection Pursuit as an Eigenvector Problem in Scale Mixtures of Skew-Normal Distributions

This paper addresses the projection pursuit problem assuming that the distribution of the input vector belongs to the flexible and wide family of multivariate scale mixtures of skew normal distributions. Under this assumption, skewness-based projection pursuit is set out as an eigenvector problem, described in terms of the third order cumulant matrix, as well as an eigenvector problem that involves the simultaneous diagonalization of the scatter matrices of the model. Both approaches lead to dominant eigenvectors proportional to the shape parametric vector, which accounts for the multivariate asymmetry of the model; they also shed light on the parametric interpretability of the invariant coordinate selection method and point out some alternatives for estimating the projection pursuit direction. The theoretical findings are further investigated through a simulation study whose results provide insights about the usefulness of skewness model-based projection pursuit in the statistical practice.

On linear dimension reduction based on diagonalization of scatter matrices for bioinformatics downstream analyses

Dimension reduction is often a preliminary step in the analysis of data sets with a large number of variables. Most classical, both supervised and unsupervised, dimension reduction methods such as principal component analysis (PCA), independent component analysis (ICA) or sliced inverse regression (SIR) can be formulated using one, two or several different scatter matrix functionals. Scatter matrices can be seen as different measures of multivariate dispersion and might highlight different features of the data and when compared might reveal interesting structures. Such analysis then searches for a projection onto an interesting (signal) part of the data, and it is also important to know the correct dimension of the signal subspace. These approaches usually make either no model assumptions or work in wide classes of semiparametric models. Theoretical results in the literature are however limited to the case where the sample size exceeds the number of variables which is hardly ever true for data sets encountered in bioinformatics. In this paper, we briefly review the relevant literature and explore if the dimension reduction tools can be used to find relevant and interesting subspaces for small-n-large-p data sets. We illustrate the methods with a microarray dataset of prostate cancer patients and healthy controls.

Environment and pathogens shape local and regional adaptations to climate change in the chocolate tree, Theobroma cacao L

Predicting the potential fate of a species in the face of climate change requires knowing the distribution of molecular adaptations across the geographic range of the species. In this work, we analysed 79 genomes of Theobroma cacao, an Amazonian tree known for the fruit from which chocolate is produced, to evaluate how local and regional molecular signatures of adaptation are distributed across the natural range of the species. We implemented novel techniques that incorporate summary statistics from multiple selection scans to infer selective sweeps. The majority of the molecular adaptations in the genome are not shared among populations. We show that ~71.5% of genes under selection also show significant associations with changes in environmental variables. Our results support the interpretation that these genes contribute to local adaptation of the populations in response to abiotic factors. We also found strong patterns of molecular adaptation in a diverse array of disease resistance genes (6.5% of selective sweeps), suggesting that differential adaptation to pathogens also contributes significantly to local adaptations. Our results are consistent with the interpretation that local selective pressures are more important than regional selective pressures in explaining adaptation across the range of a species.

On Exploring Hidden Structures Behind Cervical Cancer Incidence

Finding new etiological components is of great interest in disease epidemiology. We consider time series version of invariant coordinate selection (tICS) as an exploratory tool in the search of hidden structures in the analysis of population-based registry data. Increasing cancer burden inspired us to consider a case study of age-stratified cervical cancer incidence in Finland between the years 1953 and 2014. The latent components, which we uncover using tICS, show that the etiology of cervical cancer is age dependent. This is in line with recent findings related to the epidemiology of cervical cancer. Furthermore, we are able to explain most of the variation of cervical cancer incidence in different age groups by using only two latent tICS components. The second tICS component, in particular, is interesting since it separates the age groups into three distinct clusters. The factor that separates the three clusters is the median age of menopause occurrence.

Subgroup detection in genotype data using invariant coordinate selection

BACKGROUND

The current gold standard in dimension reduction methods for high-throughput genotype data is the Principle Component Analysis (PCA). The presence of PCA is so dominant, that other methods usually cannot be found in the analyst's toolbox and hence are only rarely applied.

RESULTS

We present a modern dimension reduction method called 'Invariant Coordinate Selection' (ICS) and its application to high-throughput genotype data. The more commonly known Independent Component Analysis (ICA) is in this framework just a special case of ICS. We use ICS on both, a simulated and a real dataset to demonstrate first some deficiencies of PCA and how ICS is capable to recover the correct subgroups within the simulated data. Second, we apply the ICS method on a chicken dataset and also detect there two subgroups. These subgroups are then further investigated with respect to their genotype to provide further evidence of the biological relevance of the detected subgroup division. Further, we compare the performance of ICS also to five other popular dimension reduction methods.

CONCLUSION

The ICS method was able to detect subgroups in data where the PCA fails to detect anything. Hence, we promote the application of ICS to high-throughput genotype data in addition to the established PCA. Especially in statistical programming environments like e.g. R, its application does not add any computational burden to the analysis pipeline.

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented.