Testing the Mean Matrix in High-Dimensional Transposable Data

被引:9
|
作者
Touloumis, Anestis [1 ]
Tavare, Simon [1 ]
Marioni, John C. [2 ]
机构
[1] Univ Cambridge, Canc Res UK Cambridge Inst, Cambridge CB2 0RE, England
[2] EMBL European Bioinformat Inst, Hinxton CB10 1SD, England
关键词
High-dimensional transposable data; Hypothesis testing; Mean matrix; Nonparametric test; COVARIANCE; SELECTION; MODELS; SET;
D O I
10.1111/biom.12257
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
The structural information in high-dimensional transposable data allows us to write the data recorded for each subject in a matrix such that both the rows and the columns correspond to variables of interest. One important problem is to test the null hypothesis that the mean matrix has a particular structure without ignoring the dependence structure among and/or between the row and column variables. To address this, we develop a generic and computationally inexpensive nonparametric testing procedure to assess the hypothesis that, in each predefined subset of columns (rows), the column (row) mean vector remains constant. In simulation studies, the proposed testing procedure seems to have good performance and, unlike simple practical approaches, it preserves the nominal size and remains powerful even if the row and/or column variables are not independent. Finally, we illustrate the use of the proposed methodology via two empirical examples from gene expression microarrays.
引用
收藏
页码:157 / 166
页数:10
相关论文
共 50 条
  • [1] Simultaneous testing of mean vector and covariance matrix for high-dimensional data
    Liu, Zhongying
    Liu, Baisen
    Zheng, Shurong
    Shi, Ning-Zhong
    [J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2017, 188 : 82 - 93
  • [2] HYPOTHESIS TESTING FOR THE COVARIANCE MATRIX IN HIGH-DIMENSIONAL TRANSPOSABLE DATA WITH KRONECKER PRODUCT DEPENDENCE STRUCTURE
    Touloumis, Anestis
    Marioni, John C.
    Tavare, Simon
    [J]. STATISTICA SINICA, 2021, 31 (03) : 1309 - 1329
  • [3] A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
    Masashi Hyodo
    Takahiro Nishiyama
    [J]. TEST, 2018, 27 : 680 - 699
  • [4] A simultaneous testing of the mean vector and the covariance matrix among two populations for high-dimensional data
    Hyodo, Masashi
    Nishiyama, Takahiro
    [J]. TEST, 2018, 27 (03) : 680 - 699
  • [5] Simultaneous testing of the mean vector and covariance matrix among k populations for high-dimensional data
    Hyodo, Masashi
    Nishiyama, Takahiro
    [J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2021, 50 (03) : 663 - 684
  • [6] Testing high-dimensional mean vector with applications
    Zhang, Jin-Ting
    Zhou, Bu
    Guo, Jia
    [J]. STATISTICAL PAPERS, 2022, 63 (04) : 1105 - 1137
  • [7] Mean test for high-dimensional data based on covariance matrix with linear structures
    Wang, Guanpeng
    Wang, Yuyuan
    Cui, Hengjian
    [J]. METRIKA, 2024,
  • [8] Multiple testing for high-dimensional data
    Diao, Guoqing
    Hanlon, Bret
    Vidyashankar, Anand N.
    [J]. PERSPECTIVES ON BIG DATA ANALYSIS: METHODOLOGIES AND APPLICATIONS, 2014, 622 : 95 - 108
  • [9] Testing identity of high-dimensional covariance matrix
    Wang, Hao
    Liu, Baisen
    Shi, Ning-Zhong
    Zheng, Shurong
    [J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2018, 88 (13) : 2600 - 2611
  • [10] Mean vector testing for high-dimensional dependent observations
    Ayyala, Deepak Nag
    Park, Junyong
    Roy, Anindya
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 153 : 136 - 155