Testing High Dimensional Covariance Matrices, with Application to Detecting Schizophrenia Risk Genes
Lingxue Zhu, Jing Lei, Bernie Devlin, Kathryn Roeder

TL;DR
This paper introduces a novel statistical test called sLED for comparing high-dimensional covariance matrices, specifically applied to gene expression data to identify genes associated with schizophrenia, outperforming existing methods.
Contribution
The paper develops the sLED test, a new approach for high-dimensional covariance comparison that leverages spectral analysis and is proven to be asymptotically powerful, with demonstrated superior performance.
Findings
sLED outperforms existing methods in simulations
Identifies new schizophrenia-associated genes
Reveals gene co-expression patterns in schizophrenia
Abstract
Scientists routinely compare gene expression levels in cases versus controls in part to determine genes associated with a disease. Similarly, detecting case-control differences in co-expression among genes can be critical to understanding complex human diseases; however statistical methods have been limited by the high dimensional nature of this problem. In this paper, we construct a sparse-Leading-Eigenvalue-Driven (sLED) test for comparing two high-dimensional covariance matrices. By focusing on the spectrum of the differential matrix, sLED provides a novel perspective that accommodates what we assume to be common, namely sparse and weak signals in gene expression data, and it is closely related with Sparse Principal Component Analysis. We prove that sLED achieves full power asymptotically under mild assumptions, and simulation studies verify that it outperforms other existing…
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