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Compositional covariance shrinkage and regularised partial correlations

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dc.contributor.author Jin, Suzanne
dc.contributor.author Notredame, Cedric
dc.contributor.author Erb, Ionas
dc.date.accessioned 2024-07-23T06:37:55Z
dc.date.available 2024-07-23T06:37:55Z
dc.date.issued 2023
dc.identifier.citation Jin S, Notredame C, Erb I. Compositional covariance shrinkage and regularised partial correlations. SORT-Statistics and Operations Research Transactions. 2023;47(2):245-68. DOI: 10.57645/20.8080.02.8
dc.identifier.issn 1696-2281
dc.identifier.uri http://hdl.handle.net/10230/60812
dc.description.abstract We propose an estimation procedure for covariation in wide compositional data sets. For compositions, widely-used logratio variables are interdependent due to a common reference. Logratio uncorrelated compositions are linearly independent before the unitsum constraint is imposed. We show how they are used to construct bespoke shrinkage targets for logratio covariance matrices and test a simple procedure for partial correlation estimates on both a simulated and a single-cell gene expression data set. For the underlying counts, different zero imputations are evaluated. The partial correlation induced by the closure is derived analytically. Data and code are available from GitHub.
dc.format.mimetype application/pdf
dc.language.iso eng
dc.publisher Statistical Institute of Catalonia
dc.relation.ispartof SORT-Statistics and Operations Research Transactions. 2023;47(2):245-68
dc.rights This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (http://creativecommons.org/licenses/by-nc-nd/4.0).
dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.title Compositional covariance shrinkage and regularised partial correlations
dc.type info:eu-repo/semantics/article
dc.identifier.doi http://dx.doi.org/10.57645/20.8080.02.8
dc.subject.keyword Compositional covariance structure
dc.subject.keyword Logratio analysis
dc.subject.keyword Partial correlation
dc.subject.keyword James-Stein shrinkage
dc.rights.accessRights info:eu-repo/semantics/openAccess
dc.type.version info:eu-repo/semantics/publishedVersion

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