Statistical Applications in Genetics and Molecular Biology
Editor-in-Chief: Stumpf, Michael P.H.
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Most Downloaded Articles
- A General Framework for Weighted Gene Co-Expression Network Analysis by Zhang, Bin and Horvath, Steve
- Linear Models and Empirical Bayes Methods for Assessing Differential Expression in Microarray Experiments by Smyth, Gordon K
- Detecting Differential Expression in RNA-sequence Data Using Quasi-likelihood with Shrunken Dispersion Estimates by Lund, Steven P./ Nettleton, Dan/ McCarthy, Davis J. and Smyth, Gordon K.
- A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics by Schäfer, Juliane and Strimmer, Korbinian
- Normalization, bias correction, and peak calling for ChIP-seq by Diaz, Aaron/ Park, Kiyoub/ Lim, Daniel A. and Song, Jun S.
A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics
1Department of Statistics, University of Munich, Germany
2Department of Statistics, University of Munich, Germany
Citation Information: Statistical Applications in Genetics and Molecular Biology. Volume 4, Issue 1, Pages –, ISSN (Online) 1544-6115, DOI: 10.2202/1544-6115.1175, November 2005
- Published Online:
Inferring large-scale covariance matrices from sparse genomic data is an ubiquitous problem in bioinformatics. Clearly, the widely used standard covariance and correlation estimators are ill-suited for this purpose. As statistically efficient and computationally fast alternative we propose a novel shrinkage covariance estimator that exploits the Ledoit-Wolf (2003) lemma for analytic calculation of the optimal shrinkage intensity.Subsequently, we apply this improved covariance estimator (which has guaranteed minimum mean squared error, is well-conditioned, and is always positive definite even for small sample sizes) to the problem of inferring large-scale gene association networks. We show that it performs very favorably compared to competing approaches both in simulations as well as in application to real expression data.