Biwhitening Reveals the Rank of a Count Matrix.
SIAM J Math Data Sci
; 4(4): 1420-1446, 2022.
Article
em En
| MEDLINE
| ID: mdl-37576699
ABSTRACT
Estimating the rank of a corrupted data matrix is an important task in data analysis, most notably for choosing the number of components in PCA. Significant progress on this task was achieved using random matrix theory by characterizing the spectral properties of large noise matrices. However, utilizing such tools is not straightforward when the data matrix consists of count random variables, e.g., Poisson, in which case the noise can be heteroskedastic with an unknown variance in each entry. In this work, we focus on a Poisson random matrix with independent entries and propose a simple procedure, termed biwhitening, for estimating the rank of the underlying signal matrix (i.e., the Poisson parameter matrix) without any prior knowledge. Our approach is based on the key observation that one can scale the rows and columns of the data matrix simultaneously so that the spectrum of the corresponding noise agrees with the standard Marchenko-Pastur (MP) law, justifying the use of the MP upper edge as a threshold for rank selection. Importantly, the required scaling factors can be estimated directly from the observations by solving a matrix scaling problem via the Sinkhorn-Knopp algorithm. Aside from the Poisson, our approach is extended to families of distributions that satisfy a quadratic relation between the mean and the variance, such as the generalized Poisson, binomial, negative binomial, gamma, and many others. This quadratic relation can also account for missing entries in the data. We conduct numerical experiments that corroborate our theoretical findings, and showcase the advantage of our approach for rank estimation in challenging regimes. Furthermore, we demonstrate the favorable performance of our approach on several real datasets of single-cell RNA sequencing (scRNA-seq), High-Throughput Chromosome Conformation Capture (Hi-C), and document topic modeling.
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1
Coleções:
01-internacional
Base de dados:
MEDLINE
Tipo de estudo:
Prognostic_studies
Idioma:
En
Revista:
SIAM J Math Data Sci
Ano de publicação:
2022
Tipo de documento:
Article