lpc: Lassoed principal components for testing significance of features: ”Testing significance of features by lassoed principal components”. We consider the problem of testing the significance of features in high-dimensional settings. In particular, we test for differentially-expressed genes in a microarray experiment. We wish to identify genes that are associated with some type of outcome, such as survival time or cancer type. We propose a new procedure, called Lassoed Principal Components (LPC), that builds upon existing methods and can provide a sizable improvement. For instance, in the case of two-class data, a standard (albeit simple) approach might be to compute a two-sample t-statistic for each gene. The LPC method involves projecting these conventional gene scores onto the eigenvectors of the gene expression data covariance matrix and then applying an L 1 penalty in order to de-noise the resulting projections. We present a theoretical framework under which LPC is the logical choice for identifying significant genes, and we show that LPC can provide a marked reduction in false discovery rates over the conventional methods on both real and simulated data. Moreover, this flexible procedure can be applied to a variety of types of data and can be used to improve many existing methods for the identification of significant features.
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References in zbMATH (referenced in 5 articles , 1 standard article )
Showing results 1 to 5 of 5.
- Gimenez, Yanina; Giussani, Guido: Searching for the core variables in principal components analysis (2018)
- Steland, Ansgar; von Sachs, Rainer: Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage (2018)
- Fraiman, Ricardo; Gimenez, Yanina; Svarc, Marcela: Feature selection for functional data (2016)
- Fraiman, Ricardo; Gimenez, Yanina; Svarc, Marcela: Seeking relevant information from a statistical model (2016)
- Witten, Daniela M.; Tibshirani, Robert: Testing significance of features by lassoed principal components (2008)