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Table 2 Simulation results of setting 2

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 (0.9)

1.1 (3e-2)

1.0

1.0

0.0

0.0

4.3e-2 (2e-3)

8.2e-2 (2e-3)

 SPCA

35 (2)

1.3 (9e-2)

0.49

0.50

0.95

1.0

1.9e-2 (3e-3)

3.9e-2 (4e-3)

 SPC

15 (7)

0.54 (3e-1)

0.57

0.60

0.98

1.0

2.8e-2 (3e-3)

5.6e-2 (5e-3)

Biological information correctly specified

 Fused sPCA

27 (4)

0.93 (2e-1)

1.0

1.0

0.70

0.70

3.0e-2 (3e-3)

5.3e-2 (5e-3)

 Grouped sPCA

7.9 (5)

0.29 (2e-1)

0.80

0.80

0.97

1.0

3.2e-2(2e-3)

6.0e-2 (3e-3)

Biological information randomly specified

 Fused sPCA

32 (5)

1.1 (2e-1)

0.96

1.0

0.52

0.50

2.9e-2 (5e-3)

5.1e-2 (8e-3)

 Grouped sPCA

9.2 (6)

0.33 (0.2)

0.79

0.8

0.97

1.0

3.2e-2 (2e-3)

5.9e-2 (4e-3)

P = 10,000

 PCA

112 (3)

1.3 (2e-2)

1.0

1.0

0.0

0.0

2.7e-2 (1e-3)

5.0e-2 (1e-3)

 SPCA

162 (4)

1.9 (3e-2)

0.16

0.16

1.0

1.0

2.0e-3 (5e-4)

4.0e-3 (8e-4)

 SPC

173 (4)

2.0 (5e-3)

5.0e-3

5.0e-3

1.0

1.0

1.6e-4 (1e-4)

3.2e-4 (2e-4)

Biological information correctly specified

 Fused sPCA

77 (40)

0.89 (0.5)

0.65

0.57

0.99

1.0

1.3e-2 (5e-3)

2.3e-2 (9e-3)

 Grouped sPCA

46 (30)

0.53 (0.4)

0.65

0.62

0.99

1.0

1.5e-2 (2e-3)

2.8e-2 (5e-3)

Biological information randomly specified

 Fused sPCA

140 (30)

1.6 (0.4)

0.59

0.60

0.68

0.70

9.0e-3 (5e-3)

1.7e-2 (1e-2)

 Grouped sPCA

53 (40)

0.61 (0.4)

0.63

0.60

0.99

1.0

1.5e-2 (3e-3)

2.7e-2 (6e-3)

  1. Cumulative proportions of variance explained by true PCs are 0.15 for PC 1 and 0.30 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)