Partial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation.

TitlePartial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation.
Publication TypeJournal Article
Year of Publication2014
AuthorsHa, Min Jin, and Wei Sun
JournalBiometrics
Volume70
Issue3
Pagination765-73
Date Published2014 Sep
ISSN1541-0420
KeywordsCell Cycle Proteins, Computer Simulation, Data Interpretation, Statistical, Gene Expression Profiling, Gene Expression Regulation, Fungal, Models, Statistical, Protein Interaction Mapping, Regression Analysis, Saccharomyces cerevisiae, Saccharomyces cerevisiae Proteins
Abstract

Motivated by the problem of construction of gene co-expression network, we propose a statistical framework for estimating high-dimensional partial correlation matrix by a three-step approach. We first obtain a penalized estimate of a partial correlation matrix using ridge penalty. Next we select the non-zero entries of the partial correlation matrix by hypothesis testing. Finally we re-estimate the partial correlation coefficients at these non-zero entries. In the second step, the null distribution of the test statistics derived from penalized partial correlation estimates has not been established. We address this challenge by estimating the null distribution from the empirical distribution of the test statistics of all the penalized partial correlation estimates. Extensive simulation studies demonstrate the good performance of our method. Application on a yeast cell cycle gene expression data shows that our method delivers better predictions of the protein-protein interactions than the Graphic Lasso.

DOI10.1111/biom.12186
Alternate JournalBiometrics
Original PublicationPartial correlation matrix estimation using ridge penalty followed by thresholding and re-estimation.
PubMed ID24845967
PubMed Central IDPMC4239206
Grant ListR01 MH101819-01 / MH / NIMH NIH HHS / United States
R01 MH101819 / MH / NIMH NIH HHS / United States
R01 GM074175 / GM / NIGMS NIH HHS / United States
R01 CA149569-05 / CA / NCI NIH HHS / United States
P01 CA142538-03 / CA / NCI NIH HHS / United States
R01 CA149569 / CA / NCI NIH HHS / United States
P01 CA142538 / CA / NCI NIH HHS / United States
Project: