Empirical Bayes matrix factorization for data driven prior

Gao Wang



This is continuation of the eQTL analysis vignette. In that vignette we have used PCA to compute data driven covariances. Here we demonstrate the use of additional data driven covariance, via flash decomposition.

Dataset simulation

Same as the eQTL analysis vignette we simulate a toy data-set,

simdata = simple_sims(10000,5,1) # simulates data on 40k tests

# identify a subset of strong tests
m.1by1 = mash_1by1(mash_set_data(simdata$Bhat,simdata$Shat))
strong.subset = get_significant_results(m.1by1,0.05)

# identify a random subset of 5000 tests
random.subset = sample(1:nrow(simdata$Bhat),5000)

and create random and strong sets,

data.temp = mash_set_data(simdata$Bhat[random.subset,],simdata$Shat[random.subset,])
Vhat = estimate_null_correlation_simple(data.temp)
data.random = mash_set_data(simdata$Bhat[random.subset,],simdata$Shat[random.subset,],V=Vhat)
data.strong = mash_set_data(simdata$Bhat[strong.subset,],simdata$Shat[strong.subset,], V=Vhat)

FLASH analysis

We first perform the empirical Bayes matrix factorization via flashr using its default settings,

U.f = cov_flash(data.strong)

Alternatively, as suggested by Jason Willwerscheid for multi-tissue QTL studies, constrain factors to non-negative values. We can use tag parameter to customize the names in the output list:

U.f = cov_flash(data.strong, factors="nonneg", tag="non_neg", var_type="constant")

var_type="constant" is an additional parameter passed to flash function, as suggested in the post above.

Finalize covariances

U.pca = cov_pca(data.strong, 5)
U.ed = cov_ed(data.strong, c(U.f, U.pca))
U.c = cov_canonical(data.random)

Fit mash model (estimate mixture proportions)

Now we fit mash to the random tests using both data-driven and canonical covariances.

m = mash(data.random, Ulist = c(U.ed,U.c), outputlevel = 1)

Compute posterior summaries

Now we can compute posterior summaries etc for any subset of tests using the above mash fit. Here we do this for the strong tests.

m2 = mash(data.strong, g=get_fitted_g(m), fixg=TRUE)