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Sparse canonical correlation analysis (sCCA) has been a useful approach for integrating different high-dimensional datasets by finding a subset of correlated features that explain the most correlation in the data. In the context of microbiome studies, investigators are always interested in knowing how the microbiome interacts with the host at different molecular levels such as genome, methylol, transcriptome, metabolome and proteome. sCCA provides a simple approach for exploiting the correlation structure among multiple omics data and finding a set of correlated omics features, which could contribute to understanding the host-microbiome interaction. However, existing sCCA methods do not address compositionality, and its application to microbiome data is thus not optimal. This paper proposes a new sCCA framework for integrating microbiome data with other high-dimensional omics data, accounting for the compositional nature of microbiome sequencing data. It also allows integrating prior structure information such as the grouping structure among bacterial taxa by imposing a “soft” constraint on the coefficients through varying penalization strength. As a result, the method provides significant improvement when the structure is informative while maintaining robustness against a misspecified structure. Through extensive simulation studies and real data analysis, we demonstrate the superiority of the proposed framework over the state-of-the-art approaches. 

Abstract The joint analysis of spatial and temporal processes poses computational challenges due to the data's high dimensionality. Furthermore, such data are commonly non-Gaussian. In this paper, we introduce a copula-based spatiotemporal model for analyzing spatiotemporal data and propose a semiparametric estimator. The proposed algorithm is computationally simple, since it models the marginal distribution and the spatiotemporal dependence separately. Instead of assuming a parametric distribution, the proposed method models the marginal distributions nonparametrically and thus offers more flexibility. The method also provides a convenient way to construct both point and interval predictions at new times and locations, based on the estimated conditional quantiles. Through a simulation study and an analysis of wind speeds observed along the border between Oregon and Washington, we show that our method produces more accurate point and interval predictions for skewed data than those based on normality assumptions. 

Abstract The analysis of time series data with detection limits is challenging due to the high‐dimensional integral involved in the likelihood. Existing methods are either computationally demanding or rely on restrictive parametric distributional assumptions. We propose a semiparametric approach, where the temporal dependence is captured by parametric copula, while the marginal distribution is estimated non‐parametrically. Utilizing the properties of copulas, we develop a new copula‐based sequential sampling algorithm, which provides a convenient way to calculate the censored likelihood. Even without full parametric distributional assumptions, the proposed method still allows us to efficiently compute the conditional quantiles of the censored response at a future time point, and thus construct both point and interval predictions. We establish the asymptotic properties of the proposed pseudo maximum likelihood estimator, and demonstrate through simulation and the analysis of a water quality data that the proposed method is more flexible and leads to more accurate predictions than Gaussian‐based methods for non‐normal data.The Canadian Journal of Statistics47: 438–454; 2019 © 2019 Statistical Society of Canada