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Published on: October 17, 2019
A whitening approach to probabilistic canonical correlation analysis for omics data integration
Takoua Jendoubi1,2, Korbinian Strimmer3
1Epidemiology and Biostatistics, School of Public Health, Imperial College London, Norfolk Place, London, W2 1PG, UK. t.jendoubi14@imperial.ac.uk.
This study introduces a novel probabilistic model for Canonical Correlation Analysis (CCA) using statistical whitening. This approach offers clearer interpretation and efficient computation for complex multivariate data analysis, particularly in high-dimensional settings.
Area of Science:
- Statistics
- Bioinformatics
- Computational Biology
Background:
- Canonical Correlation Analysis (CCA) is a statistical method for analyzing relationships between two sets of variables.
- CCA has broad applications across various scientific disciplines, including biology, medicine, and social sciences.
- Recent advancements focus on developing probabilistic models for CCA to enhance its applicability in large-scale data analysis.
Purpose of the Study:
- To propose a new probabilistic model for Canonical Correlation Analysis (CCA) based on statistical whitening.
- To enhance the interpretability and flexibility of CCA by addressing limitations of existing methods.
- To develop computationally efficient methods for applying probabilistic CCA to high-dimensional data.
Main Methods:
- Developed a two-layer latent variable generative model for probabilistic CCA.
- Utilized statistical whitening of random variables as a core component of the proposed model.
- Employed regularized inference for computationally efficient estimation in high-dimensional settings.
Main Results:
- The proposed probabilistic CCA model offers non-ambiguous latent variables and accommodates negative canonical correlations.
- The model allows for non-normal generative variables and provides enhanced interpretability.
- Demonstrated efficient estimation in high-dimensional data and applied the method to omics datasets integrating gene expression, lipids, and methylation data.
Conclusions:
- The whitening approach provides a unifying framework for CCA, connecting sphering, multivariate regression, and probabilistic models.
- An R package named "whitening" is available for implementing the proposed CCA method.
- This work advances CCA by offering a more robust, interpretable, and computationally efficient probabilistic framework.
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