Dataset Information

Convex Banding of the Covariance Matrix.

ABSTRACT: We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings.

SUBMITTER: Bien J

PROVIDER: S-EPMC5199058 | biostudies-literature | 2016

REPOSITORIES: biostudies-literature

ACCESS DATA

Publications

Convex Banding of the Covariance Matrix.

Bien Jacob J Bunea Florentina F Xiao Luo L

Journal of the American Statistical Association 20160818 514

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators ...[more]

PMID: 28042189

Similar Datasets

Project description:BackgroundPattern Recognition techniques can provide invaluable insights in the field of neuro-oncology. This is because the clinical analysis of brain tumors requires the use of non-invasive methods that generate complex data in electronic format. Magnetic Resonance (MR), in the modalities of spectroscopy (MRS) and spectroscopic imaging (MRSI), has been widely applied to this purpose. The heterogeneity of the tissue in the brain volumes analyzed by MR remains a challenge in terms of pathological area delimitation.Methodology/principal findingsA pre-clinical study was carried out using seven brain tumor-bearing mice. Imaging and spectroscopy information was acquired from the brain tissue. A methodology is proposed to extract tissue type-specific sources from these signals by applying Convex Non-negative Matrix Factorization (Convex-NMF). Its suitability for the delimitation of pathological brain area from MRSI is experimentally confirmed by comparing the images obtained with its application to selected target regions, and to the gold standard of registered histopathology data. The former showed good accuracy for the solid tumor region (proliferation index (PI)>30%). The latter yielded (i) high sensitivity and specificity in most cases, (ii) acquisition conditions for safe thresholds in tumor and non-tumor regions (PI>30% for solid tumoral region; ?5% for non-tumor), and (iii) fairly good results when borderline pixels were considered.Conclusions/significanceThe unsupervised nature of Convex-NMF, which does not use prior information regarding the tumor area for its delimitation, places this approach one step ahead of classical label-requiring supervised methods for discrimination between tissue types, minimizing the negative effect of using mislabeled voxels. Convex-NMF also relaxes the non-negativity constraints on the observed data, which allows for a natural representation of the MRSI signal. This should help radiologists to accurately tackle one of the main sources of uncertainty in the clinical management of brain tumors, which is the difficulty of appropriately delimiting the pathological area.

Dataset Information

Convex Banding of the Covariance Matrix.

Publications

Convex Banding of the Covariance Matrix.

Similar Datasets

OmicsDI is part of the ELIXIR infrastructure

Tweets