Power Transformations of Relative Count Data as a Shrinkage Problem

05/18/2022
by   Ionas Erb, et al.
0

Here we show an application of our recently proposed information-geometric approach to compositional data analysis (CoDA). This application regards relative count data, which are, e.g., obtained from sequencing experiments. First we review in some detail a variety of necessary concepts ranging from basic count distributions and their information-geometric description over the link between Bayesian statistics and shrinkage to the use of power transformations in CoDA. We then show that powering, i.e., the equivalent to scalar multiplication on the simplex, can be understood as a shrinkage problem on the tangent space of the simplex. In information-geometric terms, traditional shrinkage corresponds to an optimization along a mixture (or m-) geodesic, while powering (or 'exponential' shrinkage) can be optimized along an exponential (or e-) geodesic. While the m-geodesic corresponds to the posterior mean of the multinomial counts using a conjugate prior, the e-geodesic corresponds to an alternative parametrization of the posterior where prior and data contributions are weighted by geometric rather than arithmetic means. To optimize the exponential shrinkage parameter, we use mean-squared error as a cost function on the tangent space. This is just the expected squared Aitchison distance from the true parameter. We derive an analytic solution for its minimum based on the delta method and test it via simulations. We also discuss exponential shrinkage as an alternative to zero imputation for dimension reduction and data normalization.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
02/12/2020

M-estimators of scatter with eigenvalue shrinkage

A popular regularized (shrinkage) covariance estimator is the shrinkage ...
research
12/25/2021

Bayesian Shrinkage Estimation for Stratified Count Data

In this paper, we consider the problem of simultaneously estimating Pois...
research
07/02/2019

On Global-local Shrinkage Priors for Count Data

Global-local shrinkage prior has been recognized as useful class of prio...
research
08/11/2021

Kurtosis control in wavelet shrinkage with generalized secant hyperbolic prior

The present paper proposes a bayesian approach for wavelet shrinkage wit...
research
05/29/2019

Bayesian Dynamic Fused LASSO

The new class of Markov processes is proposed to realize the flexible sh...
research
12/05/2014

Multi-Target Shrinkage

Stein showed that the multivariate sample mean is outperformed by "shrin...
research
06/11/2020

Bayesian Eigenvalue Regularization via Cumulative Shrinkage Process

This study proposes a novel hierarchical prior for inferring possibly lo...

Please sign up or login with your details

Forgot password? Click here to reset