The DOI matches its Crossref record; 7 of the 7 references it cites were found in a registry or an index.
A Shrinkage Approach to Large-Scale Covariance Matrix Estimation and Implications for Functional Genomics
Abstract
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.
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Cites
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Smyth, G. K. (2004) · Statistical Applications in Genetics and Molecular Biology · doi:10.2202/1544-6115.1027 · Cited by 11,829
Network biology: understanding the cell's functional organization
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Parametric empirical Bayes inference: theory and applications
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Cited by
Inferring Regulatory Networks from Expression Data Using Tree-Based Methods
Huynh-Thu, V. A., Irrthum, A., Wehenkel, L., & Geurts, P. (2010) · PLoS ONE · doi:10.1371/journal.pone.0012776 · Cited by 2,131
Information-based functional brain mapping
Kriegeskorte, N., Goebel, R., & Bandettini, P. (2006) · Proceedings of the National Academy of Sciences · doi:10.1073/pnas.0600244103 · Cited by 2,113
Single-trial analysis and classification of ERP components — A tutorial
Blankertz, B., Lemm, S., Treder, M., Haufe, S., & Müller, K.-R. (2011) · NeuroImage · doi:10.1016/j.neuroimage.2010.06.048 · Cited by 1,138
Gao, X., Starmer, J., & Martin, E. R. (2008) · Genetic Epidemiology · doi:10.1002/gepi.20310 · Cited by 849
Epigenomic Profiling Reveals DNA-Methylation Changes Associated with Major Psychosis
Mill, J., Tang, T., Kaminsky, Z., Khare, T., Yazdanpanah, S., Bouchard, L., Jia, P., Assadzadeh, A., Flanagan, J., Schumacher, A., et al. (2008) · The American Journal of Human Genetics · doi:10.1016/j.ajhg.2008.01.008 · Cited by 773
Metadata
- Authors
- Schäfer, J., & Strimmer, K.
- Venue
- Statistical Applications in Genetics and Molecular Biology
- Publisher
- Walter de Gruyter GmbH
- Published
- 2005-01-14
- Volume
- 4
- Issue
- 1
- Pages
- Article32-Article32
- ISSN
- 1544-6115 (ISSN-L)
- 2194-6302
- OpenAlex
- W1990512452
- Cited by
- 1,561
- References
- 7
- FWCI
- 27.46
- Type
- journal article
- Language
- en
- Open access
- closed
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