gaow / mvarbvs

Multivariate Bayesian variable selection via variational inference
https://gaow.github.io/mvarbvs/
MIT License
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Project meetings Aug 7 & Aug 14 #3

Closed gaow closed 7 years ago

gaow commented 8 years ago

with @NKweiwang

Aug 7

Discussion on multivariate, multiple regression version of ASH extension, i.e., extending the mash model with mvash. This issue summarizes these projects.

Action items

The m2ash model reads:

\hat{\beta}_{P, J} | \beta_{P, J}, V_{P, P}, \Sigma_{J, J} ~ N_{P,J} (\beta, V, \Sigma)

where V is proportional to X'X. Replacing V with identity matrix results in mash.

Aug 14

Discussion on m2ash model and wrapping up mvash.

Action items

The paper follows the logic that practical application of mvash method has two components: estimate \Omega and perform shrinkage via the mvash model. We justify the first component by benchmarking a range of \Omega estimation methods, and the second component by comparing with ash which does not model correlations. We then show mvash on real data, by first identifying biologically valid groups of differentially expressed genes, then apply it in combination with GSEA methods.

gaow commented 7 years ago

Close meeting related issues -- future meetings will be posted in project wiki