Robust Sparse Canonical Correlation Analysis
Copyright policy )Robust Sparse Canonical Correlation Analysis
Canonical correlation analysis (CCA) is a multivariate statistical method which describes the associations between two sets of variables. The objective is to find linear combinations of the variables in each data set having maximal correlation. This paper discusses a method for Robust Sparse CCA. Sparse estimation produces canonical vectors with some of their elements estimated as exactly zero. As such, their interpretability is improved. We also robustify the method such that it can cope with outliers in the data. To estimate the canonical vectors, we convert the CCA problem into an alternating regression framework, and use the sparse Least Trimmed Squares estimator. We illustrate the good performance of the Robust Sparse CCA method in several simulation studies and two real data examples.
- KU Leuven Belgium
- Katholieke Universiteit Leuven Belgium
SELECTION, FOS: Computer and information sciences, Bioinformatics, EFFICIENT, REGRESSION SHRINKAGE, Breast Neoplasms, LASSO, 0601 Biochemistry and Cell Biology, CLASSIFICATION, Methodology (stat.ME), Sparse Least Trimmed Squares, Canonical correlation analysis, Structural Biology, 3205 Medical biochemistry and metabolomics, Modelling and Simulation, Penalized estimation, Robust regression, CCA, Molecular Biology, Statistics - Methodology, Science & Technology, Penalized regression, Applied Mathematics, Methodology Article, 0803 Computer Software, Computational Biology, ASSOCIATION, MODEL, Robust estimation, stat.ME, 3102 Bioinformatics and computational biology, Mathematical & Computational Biology, Life Sciences & Biomedicine, Algorithms, REGULATORY NETWORKS, 1199 Other Medical and Health Sciences
SELECTION, FOS: Computer and information sciences, Bioinformatics, EFFICIENT, REGRESSION SHRINKAGE, Breast Neoplasms, LASSO, 0601 Biochemistry and Cell Biology, CLASSIFICATION, Methodology (stat.ME), Sparse Least Trimmed Squares, Canonical correlation analysis, Structural Biology, 3205 Medical biochemistry and metabolomics, Modelling and Simulation, Penalized estimation, Robust regression, CCA, Molecular Biology, Statistics - Methodology, Science & Technology, Penalized regression, Applied Mathematics, Methodology Article, 0803 Computer Software, Computational Biology, ASSOCIATION, MODEL, Robust estimation, stat.ME, 3102 Bioinformatics and computational biology, Mathematical & Computational Biology, Life Sciences & Biomedicine, Algorithms, REGULATORY NETWORKS, 1199 Other Medical and Health Sciences
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