Correlation matrices provide a useful way to characterize variable dependencies in many real-world problems. Often, a perturbation in few variables can lead to small differences in multiple correlation coefficients related to these variables. In this paper we propose a low-dimensional representation of these differences as a product of single-variable perturbations that can efficiently characterize such effects; We develop methods for point estimation, confidence intervals and hypothesis tests for this model. Importantly, our methods are tailored for comparing samples of correlation matrices, in that they account for both the inherent variability in correlation matrices and for the variation between matrices in each sample. In simulations, our model shows a substantial increase in power compared to mass univariate approaches. As a test case, we analyze correlation matrices of resting state functional-MRI (RS-fMRI) in patients with a rare neurological condition - transient global amnesia (TGA) and healthy controls. TGA is characterized by a lesion to a specific brain area and the connectivity matrices supposedly represent changes in only few variables, as in the assumption of our model. In this dataset, our model identifies substantially decreased synchronization in several brain regions within the patient population, which could not be detected using previous methods without prior-knowledge. Our framework shows the advantage of adding informed mean-structure for detecting differences in high-dimensional correlation matrices, and can be adapted for new differential structures. Our methods are available in the open-source package corrpops.
翻译:相关关系矩阵为确定许多现实世界问题的不同依赖性提供了一种有用的方法。 通常,一些变量的扰动可能会导致与这些变量相关的多重相关系数差异很小。 在本文中,我们提出这些差异的低维表达方式,作为单一可变扰动的产物,能够有效地描述这些影响; 我们为这一模型制定了点估、 信任间隔和假设测试方法。 重要的是,我们采用的方法是为了比较相关矩阵的样本,因为它们既反映了相关矩阵的内在变化,也反映了每个样本中矩阵之间的差异。 在模拟中,我们的模型显示与大规模单体化方法相比,能力有很大的差别。 作为测试,我们分析这些差异的低维度表达方式是作为罕见神经神经状态患者的功能-MRI(RS-fMRI)(RS-fMRI)的成份量; 我们为这一模型制定了点估测、信任间隔和假设值测试方法。 TGA的特征是相对于特定大脑区域的偏差,而连接矩阵似乎代表着少数变量的变化。 在这种模型中,我们的模型中,我们的模型表明与大规模单体结构中,我们几个大脑结构结构中的同步性大大降低了我们之前对等结构的对比。