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.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.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.doi http://dx.doi.org/10.57645/20.8080.02.8
• dc.identifier.issn 1696-2281
• dc.identifier.uri http://hdl.handle.net/10230/60812
• 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.accessRights info:eu-repo/semantics/openAccess
• dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/4.0/
• dc.subject.keyword Compositional covariance structure
• dc.subject.keyword Logratio analysis
• dc.subject.keyword Partial correlation
• dc.subject.keyword James-Stein shrinkage
• dc.title Compositional covariance shrinkage and regularised partial correlations
• dc.type info:eu-repo/semantics/article
• dc.type.version info:eu-repo/semantics/publishedVersion