Dataset Information

Sparse Covariance Matrix Estimation With Eigenvalue Constraints.

ABSTRACT: We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint. The estimated covariance matrix simultaneously achieves sparsity and positive definiteness. The estimator is rate optimal in the minimax sense and we develop an efficient iterative soft-thresholding and projection algorithm based on the alternating direction method of multipliers. Empirically, we conduct thorough numerical experiments on simulated datasets as well as real data examples to illustrate the usefulness of our method. Supplementary materials for the article are available online.

SUBMITTER: Liu H

PROVIDER: S-EPMC4303596 | biostudies-literature | 2014 Apr

REPOSITORIES: biostudies-literature

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Sparse Covariance Matrix Estimation With Eigenvalue Constraints.

Liu Han H Wang Lie L Zhao Tuo T

Journal of computational and graphical statistics : a joint publication of American Statistical Association, Institute of Mathematical Statistics, Interface Foundation of North America 20140401 2

We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint. The estimated covariance matrix simultaneously achieves sparsity and positive definiteness. The estimator is rate optimal in the minimax sense and we develop an efficient iterative soft-thresholding and projection algorithm based on the alternating direction method of multipliers. Empirically, we co ...[more]

PMID: 25620866

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Project description:In neurodegenerative disorders, a clearer understanding of the underlying aberrant networks facilitates the search for effective therapeutic targets and potential cures. [18F]-fluorodeoxyglucose (FDG) positron emission tomography (PET) imaging data of brain metabolism reflects the distribution of glucose consumption known to be directly related to neural activity. In FDG PET resting-state metabolic data, characteristic disease-related patterns have been identified in group analysis of various neurodegenerative conditions using principal component analysis of multivariate spatial covariance. Notably, among several parkinsonian syndromes, the identified Parkinson's disease-related pattern (PDRP) has been repeatedly validated as an imaging biomarker of PD in independent groups worldwide. Although the primary nodal associations of this network are known, its connectivity is not fully understood. Here, we describe a novel approach to elucidate functional principal component (PC) network connections by performing graph theoretical sparse network derivation directly within the disease relevant PC partition layer of the whole brain data rather than by searching for associations retrospectively in whole brain sparse representations. Using sparse inverse covariance estimation of each overlapping PC partition layer separately, a single coherent network is detected for each layer in contrast to more spatially modular segmentation in whole brain data analysis. Using this approach, the major nodal hubs of the PD disease network are identified and their characteristic functional pathways are clearly distinguished within the basal ganglia, midbrain and parietal areas. Network associations are further clarified using Laplacian spectral analysis of the adjacency matrices. In addition, the innate discriminative capacity of the eigenvector centrality of the graph derived networks in differentiating PD versus healthy external data provides evidence of their validity.

Dataset Information

Sparse Covariance Matrix Estimation With Eigenvalue Constraints.

Publications

Sparse Covariance Matrix Estimation With Eigenvalue Constraints.

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