Generalized Liquid Association Analysis for Multimodal Data Integration
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Multimodal data are now prevailing in scientific research. A central question in multimodal integrative analysis is to understand how two data modalities associate and interact with each other given another modality or demographic covariates. The problem can be formulated as studying the associations among three sets of random variables, a question that has received relatively less attention in the literature. In this article, we propose a novel generalized liquid association analysis method, which offers a new and unique angle to this important class of problem of studying three-way associations. We extend the notion of liquid association of Li (2002) from the univariate setting to the multivariate and high-dimensional setting. We establish a population dimension reduction model, transform the problem to sparse Tucker decomposition of a three-way tensor, and develop a higher-order singular value decomposition estimation algorithm. We derive the non-asymptotic error bound and asymptotic consistency of the proposed estimator, while allowing the variable dimensions to be larger than and diverge with the sample size. We demonstrate the efficacy of the method through both simulations and a multimodal neuroimaging application for Alzheimer's disease research.
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