Department of Statistics Stanford University 390 Serra Mall Stanford, California 94305 USA E-mail: .
The Annals of Applied Statistics (Impact Factor: 1.69). 09/2008; 2(3):986-1012. DOI: 10.1214/08-AOAS182SUPP
Source: PubMed

ABSTRACT 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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    ABSTRACT: DNA microarrays are a relatively new technology that can simultaneously measure the expression level of thousands of genes. They have become an important tool for a wide variety of biological experiments. One of the most common goals of DNA microarray experiments is to identify genes associated with biological processes of interest. Conventional statistical tests often produce poor results when applied to microarray data owing to small sample sizes, noisy data, and correlation among the expression levels of the genes. Thus, novel statistical methods are needed to identify significant genes in DNA microarray experiments. This article discusses the challenges inherent in DNA microarray analysis and describes a series of statistical techniques that can be used to overcome these challenges. The problem of multiple hypothesis testing and its relation to microarray studies are also considered, along with several possible solutions.
    07/2013; 5(4). DOI:10.1002/wics.1260
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    ABSTRACT: In this paper we address the problem of feature selection when the data is functional, we study several statistical procedures including classification, regression and principal components. One advantage of the blinding procedure is that it is very flexible since the features are defined by a set of functions, relevant to the problem being studied, proposed by the user. Our method is consistent under a set of quite general assumptions, and produces good results with the real data examples that we analyze.
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    ABSTRACT: In this article, we introduce a procedure for selecting variables in principal components analysis. The procedure was developed to identify a small subset of the original variables that "best explain" the principal components through nonparametric relationships. There are usually some "noisy" uninformative variables in a dataset, and some variables that are strongly related to each other because of their general interdependence. The procedure is designed to be used following the satisfactory initial use of a principal components analysis with all variables, and its aim is to help to interpret underlying structures, particularly in high dimensional data. We analyse the asymptotic behaviour of the method and provide an example by applying the procedure to some real data.


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