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Significance testing for canonical correlation analysis in high dimensions.

ABSTRACT: We consider the problem of testing for the presence of linear relationships between large sets of random variables based on a post-selection inference approach to canonical correlation analysis. The challenge is to adjust for the selection of subsets of variables having linear combinations with maximal sample correlation. To this end, we construct a stabilized one-step estimator of the euclidean-norm of the canonical correlations maximized over subsets of variables of pre-specified cardinality. This estimator is shown to be consistent for its target parameter and asymptotically normal, provided the dimensions of the variables do not grow too quickly with sample size. We also develop a greedy search algorithm to accurately compute the estimator, leading to a computationally tractable omnibus test for the global null hypothesis that there are no linear relationships between any subsets of variables having the pre-specified cardinality. We further develop a confidence interval that takes the variable selection into account.

SUBMITTER: McKeague IW

PROVIDER: S-EPMC9857302 | biostudies-literature | 2022 Dec

REPOSITORIES: biostudies-literature

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Significance testing for canonical correlation analysis in high dimensions.

McKeague Ian W IW Zhang Xin X

Biometrika 20221118 4

We consider the problem of testing for the presence of linear relationships between large sets of random variables based on a post-selection inference approach to canonical correlation analysis. The challenge is to adjust for the selection of subsets of variables having linear combinations with maximal sample correlation. To this end, we construct a stabilized one-step estimator of the euclidean-norm of the canonical correlations maximized over subsets of variables of pre-specified cardinality. ...[more]

PMID: 36685139

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Project description:The emergence of high-throughput genomic datasets from different sources and platforms (e.g., gene expression, single nucleotide polymorphisms (SNP), and copy number variation (CNV)) has greatly enhanced our understandings of the interplay of these genomic factors as well as their influences on the complex diseases. It is challenging to explore the relationship between these different types of genomic data sets. In this paper, we focus on a multivariate statistical method, canonical correlation analysis (CCA) method for this problem. Conventional CCA method does not work effectively if the number of data samples is significantly less than that of biomarkers, which is a typical case for genomic data (e.g., SNPs). Sparse CCA (sCCA) methods were introduced to overcome such difficulty, mostly using penalizations with l-1 norm (CCA-l1) or the combination of l-1and l-2 norm (CCA-elastic net). However, they overlook the structural or group effect within genomic data in the analysis, which often exist and are important (e.g., SNPs spanning a gene interact and work together as a group).We propose a new group sparse CCA method (CCA-sparse group) along with an effective numerical algorithm to study the mutual relationship between two different types of genomic data (i.e., SNP and gene expression). We then extend the model to a more general formulation that can include the existing sCCA models. We apply the model to feature/variable selection from two data sets and compare our group sparse CCA method with existing sCCA methods on both simulation and two real datasets (human gliomas data and NCI60 data). We use a graphical representation of the samples with a pair of canonical variates to demonstrate the discriminating characteristic of the selected features. Pathway analysis is further performed for biological interpretation of those features.The CCA-sparse group method incorporates group effects of features into the correlation analysis while performs individual feature selection simultaneously. It outperforms the two sCCA methods (CCA-l1 and CCA-group) by identifying the correlated features with more true positives while controlling total discordance at a lower level on the simulated data, even if the group effect does not exist or there are irrelevant features grouped with true correlated features. Compared with our proposed CCA-group sparse models, CCA-l1 tends to select less true correlated features while CCA-group inclines to select more redundant features.

Dataset Information

Significance testing for canonical correlation analysis in high dimensions.

Publications

Significance testing for canonical correlation analysis in high dimensions.

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