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Table 1 Simulation results of setting 1

From: Incorporating biological information in sparse principal component analysis with application to genomic data

Method

RE

EE

Sensitivity

Specificity

cPVE

   

1stPC

2ndPC

1stPC

2ndPC

1stPC

2ndPC

P = 500

 PCA

31 (9e-1)

1.1 (3e-2)

1.0

1.0

0.0

0.0

4.3e-2 (2e-3)

8.2e-2 (2e-3)

 SPCA

34 (3)

1.2 (1e-1)

0.54

0.50

0.95

0.90

2.0e-2 (2e-3)

4.0e-2 (4e-3)

 SPC

16 (8)

0.57 (3e-1)

0.57

0.60

0.98

1.0

2.8e-2 (3e-3)

5.5e-2 (6e-3)

Biological information correctly specified

 Fused sPCA

25 (6)

0.90 (2e-1)

1.0

1.0

0.73

0.70

2.9e-2 (4e-3)

5.1e-2 (7e-3)

 Grouped sPCA

8.0 (6)

0.29 (2e-1)

0.81

0.80

0.97

1.0

3.2e-2 (2e-3)

6.0e-2 (3e-3)

Biological information randomly specified

 Fused sPCA

32 (4)

1.1 (2e-1)

0.95

1.0

0.51

0.51

3.0e-2 (4e-3)

5.2e-2 (7e-3)

 Grouped sPCA

9.1 (6)

0.33 (2e-1)

0.81

0.80

0.97

1.0

3.2e-2 (2e-3)

5.9e-2 (3e-3)

P = 10,000

 PCA

112 (3)

1.3 (2e-2)

1.0

1.0

0.0

0.0

2.6e-2 (1e-3)

5.0e-2 (1e-3)

 SPCA

160 (4)

1.9 (3e-2)

0.15

0.15

0.99

0.99

2.3e-3 (5e-4)

4.5e-3 (7e-4)

 SPC

172 (4)

2.0 (8e-3)

0.01

0.01

1.0

1.0

1.7e-4 (1e-4)

3.4e-4 (3e-4)

Biological information correctly specified

 Fused sPCA

81 (50)

0.94 (0.5)

0.62

0.55

0.99

0.99

1.2e-2 (6e-3)

2.2e-2 (1e-2)

 Grouped sPCA

54 (40)

0.62 (0.4)

0.62

0.58

0.99

1.0

1.4e-2 (3e-3)

2.6e-2 (6e-3)

Biological information randomly specified

 Fused sPCA

140 (30)

1.6 (0.4)

0.60

0.60

0.68

0.68

8.9e-3 (5e-3)

1.6e-2 (1e-2)

 Grouped sPCA

58 (40)

0.67 (0.5)

0.59

0.55

0.99

1.0

1.4e-2 (3e-3)

2.6e-2 (7e-2)

  1. Cumulative proportions of variance explained by true PCs are 0.03 for PC 1 and 0.06 for PC 1 and 2. P, number of variables. RE, reconstruction error, defined as \(||\mathbf {X}_{test}\mathbf {A}\mathbf {A}^{T} -\mathbf {X}_{test}\hat {\mathbf {A}}\hat {\mathbf {A}}^{\text {T}}||^{2}_{F}\), where A=(α 1 α 2). EE, estimation error, defined as \(||\mathbf {A}\mathbf {A}^{T} -\hat {\mathbf {A}}\hat {\mathbf {A}}^{\text {T}}||^{2}_{F}\). cPVE, proportions of cumulative variation explained. ·(·), mean(std)