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Title: Rank-adaptive covariance testing with applications to genomics and neuroimaging
In biomedical studies, testing for differences in covariance may offer scientific insights, especially when differences are driven by complex joint behavior between features. However, when differences in joint behavior are weakly dispersed across many dimensions and arise from differences in low-rank structures within the data, as is often the case in genomics and neuroimaging, existing two-sample covariance testing methods may suffer from power loss. The Ky-Fan(k) norm, defined by the sum of the top k singular values, is a simple and intuitive matrix norm able to capture signals caused by differences in low-rank structures between matrices, but its statistical properties in hypothesis testing have not been studied well. In this paper, we investigate the behavior of the Ky-Fan(k) norm in two-sample covariance testing. Ultimately, we propose a novel methodology, rank-adaptive covariance testing (RACT), which is able to leverage differences in low-rank structures found in the covariance matrices of two groups in order to maximize power. RACT uses permutation for statistical inference, ensuring an exact Type I error control. We validate RACT in simulation studies and evaluate its performance when testing for differences in gene expression networks between two types of lung cancer, as well as testing for covariance heterogeneity in diffusion tensor imaging data taken on two different scanner types.  more » « less
Award ID(s):
2515523
PAR ID:
10680817
Author(s) / Creator(s):
; ;
Publisher / Repository:
Oxford University Press (OUP) on behalf of the International Biometric Society.
Date Published:
Journal Name:
Biometrics
Volume:
82
Issue:
1
ISSN:
0006-341X
Subject(s) / Keyword(s):
adaptive testing, genomics, Ky-Fan(k) norm, neuroimaging, permutation, two-sample covariance testing
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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