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    Sparse logistic principal components analysis for binary data

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    Type
    Article
    Authors
    Lee, Seokho
    Huang, Jianhua Z.
    Hu, Jianhua
    KAUST Grant Number
    KUS-CI-016-04
    Date
    2010-09
    Permanent link to this record
    http://hdl.handle.net/10754/599680
    
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    Abstract
    We develop a new principal components analysis (PCA) type dimension reduction method for binary data. Different from the standard PCA which is defined on the observed data, the proposed PCA is defined on the logit transform of the success probabilities of the binary observations. Sparsity is introduced to the principal component (PC) loading vectors for enhanced interpretability and more stable extraction of the principal components. Our sparse PCA is formulated as solving an optimization problem with a criterion function motivated from a penalized Bernoulli likelihood. A Majorization-Minimization algorithm is developed to efficiently solve the optimization problem. The effectiveness of the proposed sparse logistic PCA method is illustrated by application to a single nucleotide polymorphism data set and a simulation study. © Institute ol Mathematical Statistics, 2010.
    Citation
    Lee S, Huang JZ, Hu J (2010) Sparse logistic principal components analysis for binary data. The Annals of Applied Statistics 4: 1579–1601. Available: http://dx.doi.org/10.1214/10-AOAS327.
    Sponsors
    Supported in part by Grants from the National Science Foundation (DMS-06-06580, DMS-09-07170), the National Cancer Institute (CA57030), the Virtual Center for Collaboration between Statisticians in the US and China, and King Abdullah University of Science and Technology (KAUST, Award KUS-CI-016-04).Supported in part by Grants from the National Science Foundation (DMS-07-06818) and the National Institute of Health (R01-RGM080503A, R21-CA129671).
    Publisher
    Institute of Mathematical Statistics
    Journal
    The Annals of Applied Statistics
    DOI
    10.1214/10-AOAS327
    ae974a485f413a2113503eed53cd6c53
    10.1214/10-AOAS327
    Scopus Count
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    Publications Acknowledging KAUST Support

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