充分維度縮減在基因集分析上的運用
計 畫 類 別 : 個別型計畫
計 畫 編 號 : MOST
104-2118-M-004-002-執 行 期 間 : 104年08月01日至105年07月31日
執 行 單 位 : 國立政治大學統計學系
計 畫 主 持 人 : 薛慧敏
共 同 主 持 人 : 蔡政安
計畫參與人員: 碩士班研究生-兼任助理人員:鍾立強
碩士班研究生-兼任助理人員:鍾其昀
中 華 民 國 105 年 10 月 26 日
相關資訊。例如分子特徵資料庫(MSigDB)中包含數個系列,其中包
括彙整其他基因資料庫以及生物醫學相關學術期刊的結果所定義之
基因庫。這些基因集合依據基因之生物功能將基因歸類。當外顯表
現變數為二元或類別型態時,文獻上已發表的基因集分析方法多數
是偵測基因表現量的平均差異。Cook與Weisberg (1991)曾提出的「
切片平均變異法」(sliced average variance estimation)來估計
基因資料的充分維度縮減(sufficient dimension reduction)中央
子空間(central subspace),若基因集與外顯變數無關,則該空間
的維度應當為零。所以我們提出以檢定”中央子空間維度為零”的
假設以評估該基因集的顯著性。本方法將可掘取及運用資料中更豐
富的資訊,而且本方法將適用於類別、量化的外顯變數資料。運用
電腦模擬,我們驗證本方法的有效性。
中 文 關 鍵 詞 : 基因集分析,差異共變,充分維度縮減,非線性相關
英 文 摘 要 : Gene set analysis (GSA) aims to evaluate the association
between the expression of biological pathways, or a priori
defined gene sets, and a particular phenotype. Numerous GSA
methods have been proposed to assess the enrichment of sets
of genes. However, most methods are developed with respect
to a specific alternative scenario, such as a differential
mean pattern or a differential coexpression. Moreover, a
very limited number of methods can handle either binary,
categorical, or continuous phenotypes. In this paper, we
develop two novel GSA tests, called SDRs, based on the
sufficient dimension reduction technique, which aims to
capture sufficient information about the relationship
between genes and the phenotype. The advantages of our
proposed methods are that they allow for categorical and
continuous phenotypes, and they are also able to identify a
variety of enriched gene sets. Through simulation studies,
we compared the type I error and power of SDRs with
existing GSA methods for binary, triple, and continuous
phenotypes. We found that SDR methods adequately control
the type I error rate at the pre-specified nominal level,
and they have a satisfactory power to detect gene sets with
differential coexpression and to test non-linear
associations between gene sets and a continuous phenotype.
In addition, the SDR methods were compared with seven
widely-used GSA methods using two real microarray datasets
for illustration. We concluded that the SDR methods
outperform the others because of their flexibility with
regard to handling different kinds of phenotypes and their
power to detect a wide range of alternative scenarios. Our
real data analysis highlights the differences between GSA
M E T H O D O L O G Y A R T I C L E
Open Access
Gene set analysis using sufficient
dimension reduction
Huey-Miin Hsueh
1and Chen-An Tsai
2*Abstract
Background: Gene set analysis (GSA) aims to evaluate the association between the expression of biological pathways, or a priori defined gene sets, and a particular phenotype. Numerous GSA methods have been proposed to assess the enrichment of sets of genes. However, most methods are developed with respect to a specific alternative scenario, such as a differential mean pattern or a differential coexpression. Moreover, a very limited number of methods can handle either binary, categorical, or continuous phenotypes. In this paper, we develop two novel GSA tests, called SDRs, based on the sufficient dimension reduction technique, which aims to capture sufficient information about the relationship between genes and the phenotype. The advantages of our proposed methods are that they allow for categorical and continuous phenotypes, and they are also able to identify a variety of enriched gene sets. Results: Through simulation studies, we compared the type I error and power of SDRs with existing GSA methods for binary, triple, and continuous phenotypes. We found that SDR methods adequately control the type I error rate at the pre-specified nominal level, and they have a satisfactory power to detect gene sets with differential coexpression and to test non-linear associations between gene sets and a continuous phenotype. In addition, the SDR methods were compared with seven widely-used GSA methods using two real microarray datasets for illustration.
Conclusions: We concluded that the SDR methods outperform the others because of their flexibility with regard to handling different kinds of phenotypes and their power to detect a wide range of alternative scenarios. Our real data analysis highlights the differences between GSA methods for detecting enriched gene sets.
Keywords: Gene set analysis, Differential coexpression, Sufficient dimension reduction, Non-linear associations
Background
Gene set analysis (GSA) seeks to determine whether a pre-determined gene set, in which the genes share a common biological function, is correlated with a phenotypic vari-able. In the past decade, many GSA methods have been proposed in scientific literatures. Goeman and Bühmann [1], Nam and Kim [2] Dinu et al. [3], and Maciejewski [4] have given thorough reviews and comparisons of previ-ous GSA methods. Usually GSA methods are classified as either self-contained (Q2) or competitive (Q1) methods. Self-contained GSA methods have been used to reveal the association between gene sets and the phenotype of interest without taking other genes into consideration. In contrast, competitive GSA methods aim to provide the *Correspondence: [email protected]
2Department of Agronomy, National Taiwan University, No. 1, Section 4, Roosevelt Road, Taipei 106, Taiwan
Full list of author information is available at the end of the article
relative significance of a gene set when compared with available genes outside the gene set. Some methods use a parametric model to find the significance, while most methods use a resampling technique to obtain a nonpara-metric p-value. Usually the resampling is conducted with sample randomization to capture the variation between biological samples. However, to find the relative signif-icance in a competitive GSA, some authors propose a resampling with gene randomization. Maciejewski [4] recently concluded that to have an organization similar to that of the actual biological study, the researchers should employ sample randomization. Here we aim to propose a self-contained method with sample randomization.
There are many ways to measure the association between a gene set and a phenotype. The attribute of the phenotype is a key point. When the phenotype is categorical, very often researchers focus on detecting dif-ferences among mean patterns of genes across distinct phenotypic groups. For example, with a binary phenotype,
© 2016 Hsueh and Tsai. Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made. The Creative Commons Public Domain Dedication waiver (http://creativecommons.org/publicdomain/zero/1.0/) applies to the data made available in this article, unless otherwise stated.
many methods make use of the conventional two-sample t-test, see Subramanian et al. [5], Tian et al. [6], Efron and Tibshirani [7], Irizarry et al. [8], Jiang and Gentleman [9] and so on. However, these approaches do not take the interaction between genes into consideration. To accom-modate the correlations, Kong et al. [10] considered Hotelling’s test statistic of principle components, and Tsai and Chen [11], Chien et al. [12] suggested using the MANOVA approach. All these approaches test against the specific hypothesis that the gene set has common means across groups. They give satisfactory results when the gene set has a differentially expressed mean pattern. How-ever, overemphasizing the first moments and ignoring other important information may result in a loss of power. In addition to mean the second moments, including variance and correlation, have received more and more attention from researchers. A set of genes, being coex-pressed across different biological samples, is said to be coexpressed. The network formed by coexpressed genes are of biological interest, since it provides evidence that these genes are functionally related, see Stuart et al. [13], Zhang and Horvath [14]. Furthermore, genes that have different coexpressions across groups are said to be differentially coexpressed. According to Cho et al. [15] differential coexpression analysis is helpful to explore key biological processes stimulated by changes in exper-imental conditions. Choi et al. [16] attempted to find the functional changes that accompany a comparison of two constructed coexpression networks under differ-ent biological conditions from ten published microarray data sets. Given a pre-determined gene set, Choi and Kendziorski [17] proposed a Gene Set Coexpression Anal-ysis (GSCA) to identify differentially coexpressed gene sets. Rahmatallah et al. [18] developed the Gene Sets Net Correlations Analysis (GSNCA), which claims to account for the complete correlation structure of gene set analysis. The method for Evaluation of Dependency Differential-itY (EDDY) proposed by Jung and Kim [19] also compares the joint probability distributions found in different condi-tions for a complete, thorough detection. Rahmatallah et al. [20] employed several minimum-spanning tree-based non-parametric multivariate tests to detect complex and specific alternative hypotheses.
Many microarray experiments involve more than two biological conditions, such as dose levels, time points, or treatment combinations; some even consider continuous phenotypes. To date, only a few of the previously devel-oped GSA methods are able to handle either a categorical or a continuous phenotype. For example, the Gene Set Enrichment Analysis (GSEA) by Subramanian et al. [5], the methods by Tian et al. [6] and the global test (GT) by Goeman et al. [21]. Nevertheless, the other methods intro-duced in previous paragraphs are for the most best-suited for handling binary phenotypes. The linear combination
test (LCT) by Dinu et al. [22] and its extended non-linear combination test (NLCT) by Wang et al. [23] are recently proposed GSAs specifically for continuous phenotypes. GSEA, LCT and NLCT assess the association between a gene set and a continuous phenotype using the Pearson correlation coefficient. Alternatively, GT is a score test for the random effect under a generalized linear model. On the other hand, when the phenotype is not binary, identi-fying coexpressed gene sets becomes more difficult due to limited observations in a genomic experiment. The pre-viously mentioned GSCA method can deal with multiple phenotypic responses, while GSNCA is only suited to deal with a binary phenotype.
It can be seen that existing GSA methods are devel-oped with respect to a particular alternative hypothesis, either of differential mean or of differential coexpression. To discover broader alternative spaces, this study aims to develop methods that can capture more information regarding the association between gene sets and pheno-types of interest. The proposed methods can be used as an initial screening in gene set analysis. When a significance appears, researchers can further investigate the source of deviation by using previously reviewed methods to deter-mine whether there is a differential mean expression, a differential coexpression, or both. Further, our methods have wide applications in the sense of being suitable for binary, categorical or continuous phenotypes.
Sufficient dimension reduction (SDR) is an informative data reduction methodology used in regression analysis. Suppose X are p×1 predictors, Y is a univariate response, and the conditional distribution Y|X is the research of interest. Suppose there exists a p × d matrix η, where
d ≤ p, such that Y|X and Y|ηTX have the same proba-bility distribution. Then the column space ofη is called a dimension reduction subspace, which contains sufficient information of the association between X and Y, see Li [24]. The subspace always exists and is not unique. The so-called central subspace is the intersection of all dimension reduction subspaces, if the intersection is also a dimension reduction subspace. This subspace is the most compact and informative subspace. One major goal of SDR is to find the central subspace or its subspace.
Several authors proposed the use of different slicing and inverse regression analysis to find a subspace of the cen-tral subspace. The major difference is the kernel matrix used to estimate the central subspace. Table 1 in Bura and Yang [25] provides a thorough list of the SDR ker-nel matrices and the corresponding estimations of existing methods. Among them, the two most popular methods are the sliced inverse regression (SIR) by Li [24], and the sliced average variance estimation (SAVE) by Cook and Weisberg [26]. The kernel used in SIR is the covariance of the conditional mean of X given Y, which detects the deviation between the conditional mean and the marginal
Table 1 Empirical type I error rates of eight GSA tests atα = 0.05 for data of two biological conditions
Sample size I. Homogeneity II.Heterogeneity
n Methods p= 20 p= 100 p= 200 p= 20 p= 100 p= 200 20 GSEA 0.112 0.108 0.096 0.142 0.096 0.102 GT 0.048 0.058 0.048 0.046 0.044 0.042 MVAT 0.058 0.074 0.048 0.038 0.052 0.048 PCOT 0.050 0.046 0.044 0.038 0.052 0.028 GSNCA 0.045 0.060 0.052 0.062 0.045 0.045 GSCA 0.042 0.076 0.066 0.048 0.046 0.046 SDRT 0.049 0.052 0.052 0.051 0.044 0.049 SDRV 0.049 0.062 0.056 0.048 0.044 0.049 40 GSEA 0.094 0.086 0.092 0.138 0.114 0.092 GT 0.054 0.044 0.044 0.058 0.050 0.042 MVAT 0.042 0.036 0.048 0.062 0.038 0.056 PCOT 0.056 0.058 0.058 0.046 0.064 0.056 GSNCA 0.050 0.038 0.062 0.042 0.041 0.050 GSCA 0.053 0.056 0.062 0.060 0.052 0.055 SDRT 0.043 0.048 0.046 0.055 0.037 0.047 SDRV 0.039 0.050 0.038 0.046 0.036 0.046 60 GSEA 0.138 0.112 0.090 0.136 0.114 0.098 GT 0.046 0.058 0.052 0.052 0.068 0.044 MVAT 0.052 0.062 0.050 0.042 0.048 0.038 PCOT 0.058 0.074 0.048 0.046 0.056 0.060 GSNCA 0.042 0.044 0.050 0.048 0.047 0.058 GSCA 0.049 0.064 0.044 0.056 0.061 0.067 SDRT 0.047 0.046 0.044 0.049 0.044 0.054 SDRV 0.055 0.040 0.040 0.050 0.051 0.055
mean of X. On the other hand, the SAVE detects the devi-ation between the conditional covariance of X given Y and the marginal covariance of X. It has been shown in Cook and Lee [27] that the subspace found by SIR is contained in the subspace found by SAVE. More information about the association between X and Y is captured by apply-ing SAVE. In this article, we employ the SAVE method for gene set analysis.
The determination of the dimension of the central sub-space, the so-called structural dimension, is an important issue in SDR data analysis. Shao et al. [28] considered a point estimation of the dimension by sequentially apply-ing the proposed marginal dimension test. Specifically, if the structural dimension is zero, there is no association between X and Y, which is the exact null hypothesis of GSA. In this article, this marginal dimension test for test-ing zero dimension is adopted to identify differentially expressed gene sets. A modified test that places more emphasis on means is also proposed. We conduct sim-ulation studies for three scenarios of binary, three-class, and continuous phenotypes. Using simulated data sets, we
study the performance of our proposed methods in terms of control of type I error and power in comparison with several existing methods. In addition, we also present the results of two real microarray datasets, the p53 dataset and GSE6956 dataset, for illustration. Significances of the deregulation of gene sets obtained from the Molecular Signature Database (MSigDB) of the GSEA website are measured using the proposed methods and the competing GSA methods.
The rest of the paper is organized as follows. In the Method section, the methodology of SAVE is briefly reviewed, and the marginal dimension test and its modifi-cation for GSA are then proposed. In the Results section, the proposed methods are evaluated and compared with other GSA methods using simulation studies and real microarray datasets. Lastly, discussion and a brief conclu-sion are provided at the end.
Method
Suppose that X presents the gene expressions of a pre-determined gene set of size p, and Y is the phenotypic
response. In a self-contained GSA problem, we are inter-ested in determining whether X is independent with Y. The following null hypothesis is tested:
H0: Xis independent with Y.
When employing the slicing inverse regression anal-ysis, X is standardized with respect to its marginal distribution, and denote Z = (Z1,. . . , Zp) as the
standardized random vector. Assume a random sam-ple{(X(1), Y(1)), . . . , (X(n), Y(n))}, where (X(i), Y(i)) are the original gene expressions and phenotype of the i-th sub-ject respectively, i = 1, . . . , n. Let ¯X and ˆX be the
sample mean and the sample variance-covariance matrix of X respectively without taking Y into account. For i = 1,. . . , n, let Z(i) = ˆ−1/2X
X(i)− ¯X. Then Z(1),. . . , Z(n)
are the n realizations of Z. It is known that the mean of Z is the zero vector and the covariance matrix of Z is the p× p identity matrix, Ip. Next, the observations
are classified into several disjoint groups, the so-called ’slices’, according to the value of Y. If Y is binary, multi-categorical, or discrete, there is a nature slicing. If Y is continuous, we consider a monotonic discretization. The subgroups (or slices) are formed by dividing the sample space of Y, a subset of R, into several disjoint intervals. Define the group/slice label variable as S. If there are H subgroups, S= s ∈ {1, 2, . . . , H}. In the s-th slice, S = s, let ˆpsbe the corresponding sample proportion, and let ˆZ|s
be the within-slice sample variance-covariance matrix of
Z. In SAVE, the central subspace is the column space of the specific kernel matrix, E[ Var(Z|Y) − Var(Z)]2, where
Var(Z|Y) is the conditional covariance matrix of Z given Y in the inverse regression, and Var(Z) is the marginal covariance matrix of Z, which is equal to Ip. The kernel
matrix is estimated byHs=1ˆps
ˆZ|s− Ip
2 .
The structural dimension, denoted by d, is defined as the dimension of the central subspace. If the gene set is not associated with the phenotype, the central subspace should be null and the structural dimension should be zero. Therefore, the problem is equivalent to testing the following hypothesis:
H0: d= 0 versus H1: d> 0.
Shao et al. [28] proposed the marginal dimension test with the following test statistic,
T= H s=1 ˆpstr ˆZ|s− Ip 2 = H s=1 ˆps ⎧ ⎨ ⎩ p i=1 p j=1 ˆσi,j|s− σi,j2 ⎫ ⎬ ⎭. (1) In which, ˆσi,j|sis the(i, j)-th element of ˆZ|s; andσi,jis the(i, j)-th element of Ip. The null hypothesis is rejected
if T is sufficiently large. Here we apply the marginal
dimension test to assess the significance of the association between the gene set and the phenotype.
Explicitly, T assesses the weighted squared Euclidean distance between the within-slice sample covariance matrix and the pooled sample covariance matrix of Z. A significant difference results from the perturbation in the second moment of Z caused by the slicing based on the information of Y. In fact, the deviations in the first moment across slices also contributes to T. Denote the population version of T by T, which is
T= Etr{Var(Z|S) − Var(Z)}2. It can be shown that
T= p i=1 E{Var(Zi|S) − E(Var(Zi|S))}2+ p i=1 p j=i ECov(Zi, Zj|S) − E(Cov(Zi, Zj|S)) 2 + p i=1 p j=1
E(E(Zi|S) − E(Zi))(E(Zj|S) − E(Zj))
2 , where Var(Zi|S) is the conditional variance of Zi given S
and Cov(Zi, Zj|S) is the conditional covariance between
Zi, Zjgiven S for i = j, and i, j = 1, . . . , p. The first two
terms show the deviations in the second moment. If the gene set has a constant mean across groups, the third term vanishes. However, when the conditional means of genes are independent of S but pairwisely uncorrelated, the third term is also negligible. It leads to a lack of power in detect-ing differential means. Hence, we proposed the followdetect-ing modified test statistic, which places more weight on the mean perturbation: V = H s=1 ˆps tr ˆ1/2 Z|s − Ip 2 + ¯Zs¯ZsT . (2)
In which, ¯Zsis the sample mean vector of Z in the s-th
slice. The null hypothesis is rejected if a sufficiently large value of the test statistic is observed.
To evaluate the statistical significance, we perform a permutation test by using the proposed statistics. The phenotype labels of a given dataset are randomly per-muted a thousand times and the SDR statistics are com-puted for each permuted dataset. An empirical distribu-tion of each SDR statistic is then used to estimate a p-value with reference to the observed SDR statistic from the orig-inal data. At a significance levelα, H0 is rejected if the p-value is not greater thanα.
When a gene set is found to have a significant associ-ation with the phenotypic response, another question of interest is to find the hub genes in the set that contribute the most significance value. As per the definition in (1),
T can be rearranged and expressed as a sum of p terms, T =pi=1Ti, where Ti= H s=1 ˆps ⎡ ⎣p j=1 ˆσi,j|s− σi,j 2 ⎤ ⎦ , i = 1, . . . , p. The statistic Ti sums up those deviations with regard
to the i-th gene. As a result, marginal importance of the
i-th gene can be evaluated on the value Ti, or on the
fraction Ti/T. A gene plays an essential role if the value
dominates that of most other genes in the set, or if the fraction exceeds some threshold. The significance of each individual gene can be also assessed using the previously mentioned permutation samples for significance by apply-ing T in GSA. However, the significance is self-contained, not competitive, since it does not take other genes into consideration at the same time.
In this article, the gene set analysis is formulated as a specific problem in the sufficient dimension reduction analysis. Therefore, the proposed methods are referred to as the SDR methods. The proposed methods are applica-ble to single or multiple responses. In addition, they allow response variables to be binary, multi-class or continu-ous phenotypes. In the next section, we present a variety of simulation studies to compare the SDR methods with other existing methods, with regard to the performance of identification of differentially expressed gene sets.
Results
Simulation studies
In the following, the proposed methods are denoted by SDRT and SDRV, corresponding to T in (1) and V in (2),
respectively. The competing methods in the assessment include: (1) GSEA by Subramanian et al. [5] with R pack-age sigPathway; (2) Global test (GT) by Goeman et al. with R package globaltest; (3) MVAT by Tsai and Chen [11]; (4) PCA-based test (PCOT) by Kong et al. [10] with R package pcot2; (5) GSNCA by Rahmatallah et al. [18]; (6) GSCA by Choi and Kendziorski [17]. The methods GSEA, GT, MVAT and PCOT are well-known GSA meth-ods developed for differential expression, while GSNCA and GSCA are for differential coexpression. In the first and second simulations, differentially coexpressed gene sets with binary and three-class phenotype data are gen-erated accordingly. Since PCOT and GSNCA are only applicable to comparisons of two data samples, these two methods are absent in the second simulation study. In the last scenario, where differentially expressed genes with a continuous phenotype are simulated, GSEA, GT, and our SDRs are compared with the LCT by Dinu et al. [22] under a linear model assumption, and NLCT by Wang et al. [23] under a non-linear model assumption. The p-values are based on 1,000 permutations. The simulation data are replicated 1,000 times in each model for the empirical type
I error rate and empirical power in the null and alternative hypothesis, respectively.
Binary phenotypic response
Our first simulation design adopts the setting used by Rahmatallah et al. [18] for two biological condition groups. In each replicate, we generate two gene expression matrices of equal sample size, n/2, from p-dimensional multivariate normal distributions (MVN) N(0, 1) and N(0, 2), respectively. Two different types of variance-covariance matrices are selected. The first homogeneous case assumes that all genes have an unit variance within each group. In contrast, in the heterogeneous case the variances of genes are randomly drawn from the uni-form distribution U(1, 5). With regard to the correlation structure, the genes in the first group are uncorrelated. Consequently,1is a p× p identity matrix in the homo-geneous case and a diagonal matrix in the heterohomo-geneous case. Under H0, the two covariance matrices are identical, i.e.2= 1. In the alternative scenario,2is completely distinct from1. In the diagonal, the variances of genes in the second group are also randomly generated from
U(1, 5), independent of the first group. In the off-diagonal,
the firstγ p genes are equi-correlated with correlation ρ in the second group, whereγ , ρ ∈ (0, 1). In this simula-tion, the proportion of truly coexpressed genes,γ , is either 0.25, 0.5, 0.75, or 1; the inter-gene correlationρ ranges from 0.1 to 0.9 with an increment of 0.1. Three gene set sizes are considered: relatively small (p = 20), moderate (p= 100), and relatively large (p = 200). The total sample sizes n are 20, 40 and 60, respectively.
Table 1 shows the empirical type I error rates of the eight GSA methods at nominal level 0.05. Based on a sim-ulation size of 1000, the standard error of the empirical type I error rate is .0069 when the true type I error rate is .05. Consequently, there is only 2.5 % of chance that the empirical error rate exceeds 0.064(= .05 + (1.96)(.0069)) approximately. It can be seen that the empirical type I error rates of GSEA are all greater than 0.064. This method is too liberal. GSCA sometimes (4 times out of 18 scenarios) has an inflated type I error rate. In contrast, our two methods and GSNCA are good at controling the type I error rate in both homogeneous and heterogeneous cases. From this table, the heterogeneity in variations of genes does not affect the error rate of these methods.
The power curves, as functions of the inter-gene cor-relation ρ, of the eight methods for total sample size
n = 40 at nominal level 0.05 are provided respectively
in Fig. 1 for the homogeneous case, and in Fig. 2 for the heterogeneous case. Note that the difference between two covariance matrices increases asρ and γ increase. Hence, we expect to see a monotone trend in the power curves. Looking at Figs. 1 and 2, we observe that GSEA, GT, MVAT and PCOT, which were developed for detection
Fig. 1 The power curves of MVAT, PCOT, GT, GSEA, SDRs, GSNCA, and GSCA in homogeneous cases for two biological conditions (n= 40)
of a mean difference, have unsatisfactory performance in terms of their ability to detect differential coexpression, as expected. Among these four methods, GSEA seems to be superior. However, it is important to note that its type I error rate is severely inflated in Table 1. In the follow-ing passage, we focus on the comparison of the four other methods: GSNCA, GSCA, SDRT, and SDRV. Whenγ is
low, sayγ = 0.25, the GSNCA method outperforms the others in terms of statistical power. However, when the proportion γ is greater than 0.5, this method becomes less powerful than the other three methods, and its power curve is not monotone as the correlation deviates from zero. When all genes are pairwisely correlated in the sec-ond group, i.e.γ = 1, the power decreases with inter-gene correlation and becomes powerless for large ρ. On the other hand, SDRT, SDRV, and GSCA have the expected
trends in power, increasing withγ and ρ. SDRTand GSCA
are comparable and dominate SDRV across different
com-binations ofγ and ρ. The test SDRVplaces more emphasis
on mean difference and as a result suffers a power loss in detecting differential coexpression.
In the heterogeneous case, Fig. 2 shows that the power of SDRT is much higher than the power of GSNCA and
GSCA because it successfully detects the deviation in vari-ances. SDRV has comparable performance with SDRT
when the gene set size p is moderate to large. Again when the proportion of truly coexpressed genes is large (γ = 0.75, 1), the power of GSNCA does not increase with the inter-gene correlation ρ. As a result, SDRT, SDRV,
GSCA, and GSNCA all demonstrate that they are good at identifying differential correlation of genes within a gene set. When a great proportion of genes are corre-lated, GSNCA should be applied with caution. In actuality, genes are likely to have differential variations in real gene expression data. Both of the proposed SDR methods have an advantage when dealing with differential variations of genes.
Three-class phenotypic response
For each replicate, we generate three independent ran-dom samples of p gene expressions with equal sam-ple size, n/3, from p-dimensional multivariate normal
Fig. 2 The power curves of MVAT, PCOT, GT, GSEA, SDRs, GSNCA, and GSCA in heterogeneous cases for two biological conditions (n= 40)
distributions (MVN) N(0, 1), N(0, 2), and N(0, 3), respectively. This simulates an experiment with three bio-logical conditions. All the diagonal elements of the three covariance matrices are randomly generated from U(1, 5). Furthermore,1 is a diagonal matrix. Both 2 and3 have the following form of a block diagonal matrix of equal size p/4: i = ⎡ ⎢ ⎢ ⎣ V1 0 0 0 0 V2 0 0 0 0 V3 0 0 0 0 V4 ⎤ ⎥ ⎥ ⎦ , i = 2, 3.
Next, a mixed correlation structure between genes is adopted in each block. Within each block, 100γ percent of genes are equi-correlated with correlationρ; otherwise, the genes are uncorrelated. In order to simulate differ-entially coexpressed genes, correlated genes inside each block are assigned to different positions for2 and3. Specifically, in every block the first γ p/4 genes are cor-related in 2, while the last γ p/4 genes are correlated in3.
Figure 3 provides the power curves of GSEA, GT, MVAT, GSCA, SDRT and SDRV for experiments with
total sample size n = 30 at selected combinations of
p,γ . As in previous power studies, GSEA, GT, and MVAT lack the power to detect differentially coexpressed gene sets. The power of SDRV is relatively low for small p,
but it improves when the gene set size p increases. SDRT
outperforms other methods, even when the inter-gene correlation is small.
Continuous phenotypic response
In this study, gene expressions are generated according to the following model: For i= 1, . . . , n,
Xii.i.d.∼ MVN(0, X),
where the elements of the covariance matrix X =
(ρi,j)p×pare given by ρi,j= ⎧ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎩ 1, 1≤ i = j ≤ p, ρ, 1≤ i = j ≤ p1, ρ|i−j|, p1+ 1 ≤ i = j ≤ 2p1, 0, otherwise.
Fig. 3 The power curves of SDRs, GSCA, MVAT, GT, GSEA in heterogeneous cases for three biological conditions (n= 30)
That is, all p genes have unit variance, and the first 2p1 of them are pairwisely correlated. The first p1genes are equi-correlated pairwisely with correlationρ. The correla-tion of the next p1genes decreases as the distance between the two genes increases. Specifically,ρ = 0, 0.3, 0.6, 0.9 are selected.
For the null scenario, the continuous phenotype Y, being independent of X, is randomly drawn from N(0, 1). We consider two alternative scenarios. The first is a traditional normal linear regression model : For i= 1, . . . , n, given xi,
Yi|xi ∼ N
xTi β, 1
.
The second alternative model is a non-linear model: For
i= 1, . . . , n, given xi, Yi|xi ∼ N exp xTi β , 1 .
In which, the regression coefficient vector is β =
β1,. . . , βp
T
. Suppose that in both models the phenotype
Y depends on ten genes, five belong to the first group of p1 genes, the other five belong to the next group of p1 genes. We randomly select 5 of the first group of p1 genes, and then produce their corresponding βj’s from
N(ν, |ν|). Next, another 5 genes from the second group
of p1genes are randomly selected, and their correspond-ingβj’s are generated from N(−ν, |ν|). Aside from the ten
selected genes, all other genes have zero regression coef-ficients. Several ν’s ranging from 0 to 2 are considered. We consider two equal slices for the SDR methods, i.e.
H= 2, ˆp1= ˆp2= 0.5.
Table 2 reports the empirical type I error rates of GSEA, GT, SDRT, SDRV and LCT at significance
level α = 0.01, 0.05 for (n, p, p1) = (20, 20, 5),
(30, 100, 20), (50, 200, 40). Based on a simulation size of
1000, the 97.5 % limit of the empirical type I error rate is .016 and .064 respectively, which corresponds to true error rate .01 and .05. Again GSEA is found to be too liberal in terms of a poor control of type I error rate. In con-trast, GT, LCT, SDRV, SDRT preserve type I error rates,
while SDRT can have a slightly inflated type I error rate
for independent cases.
Figures 4 and 5 illustrate the power curves of the methods being investigated under linear and non-linear models, respectively, for n = 20, p = 100, p1 = 20, and α = 0.05. Since LCT was developed under a lin-ear model assumption, it is not suitable for comparisons under non-linear models. Hence, in the non-linear sce-nario, we consider NLCT, which is a non-linear version of an extended LCT, as an alternative to LCT in the compar-ison. Figure 4 shows that SDRTand SDRV are dominated
by GSEA, GT and LCT in the linear model. The three dominating methods evaluate the significance of a gene set by its linear correlation with the phenotype. Hence they demonstrate excellent performance in a linear model, which has a strong link to a high linear correlation. The proposed SDR methods focus on the information of the conditional distribution of phenotype given a set of genes. The association under investigation is not limited to the linear correlation. However, as stated previously, account-ing for a broader class of alternatives results in a loss of power with respect to local alternatives. Among the two SDRs, SDRV performs better, because its extra attention
on the mean increases the power to detect a deviation in the pattern.
From Fig. 5, it can be seen that SDRV has
substan-tially higher power than other methods in the non-linear model with NCLT coming in second. SDRT and GT are
Table 2 Empirical type I error rate of five GSA tests atα = 0.05 for data with a continuous phenotype α = 0.01 α = 0.05 (n, p, p1) ρ 0.0 0.3 0.6 0.9 0.0 0.3 0.6 0.9 (20,20,5) GSEA 0.030 0.040 0.033 0.053 0.126 0.154 0.164 0.187 GT 0.011 0.008 0.010 0.009 0.049 0.039 0.043 0.053 LCT 0.010 0.008 0.014 0.008 0.047 0.047 0.066 0.037 SDRV 0.009 0.008 0.013 0.017 0.048 0.044 0.052 0.046 SDRT 0.014 0.011 0.010 0.017 0.055 0.053 0.049 0.055 (30,100,20) GSEA 0.021 0.036 0.035 0.057 0.110 0.147 0.178 0.188 GT 0.010 0.013 0.005 0.009 0.053 0.044 0.050 0.067 LCT 0.013 0.010 0.008 0.017 0.060 0.046 0.047 0.052 SDRV 0.009 0.015 0.010 0.012 0.043 0.047 0.045 0.042 SDRT 0.008 0.014 0.016 0.009 0.048 0.052 0.051 0.042 (50,200,40) GSEA 0.018 0.047 0.050 0.058 0.096 0.159 0.184 0.197 GT 0.004 0.015 0.007 0.008 0.038 0.050 0.061 0.054 LCT 0.012 0.012 0.014 0.013 0.056 0.052 0.060 0.042 SDRV 0.010 0.008 0.007 0.008 0.059 0.039 0.045 0.048 SDRT 0.018 0.008 0.009 0.008 0.072 0.050 0.044 0.050
performance only at ρ = .6. GSEA still suffers from a poor control of type I error rate in the continuous case.
Analysis of the p53 dataset
Next we investigate the performance of the GSA meth-ods with respect to the p53 microarray dataset. The p53 cancer data set is frequently used for GSA illustrations (e.g. [5, 29]) and publicly available at the GSEA website (http://www.broad.mit.edu/gsea/datasets.jsp). The p53 dataset seeks to identify targets of the transcription factor p53 from 10,100 gene expression profiles in the NCI-60 collection of cancer cell lines. The mutation status of the p53 gene has been reported for 50 of the NCI-60 cell lines with 17 normal and 33 mutation samples. The p53 protein is a transcription factor that plays a major role in sup-pressing cancer. We perform GSA comparisons on the C2 curated gene sets in the Molecular Signatures Database (MSigDB) on the GSEA website. The MSigDB contains over 6000 gene sets of a variety of functional types. We first discard genes in C2 pathways which do not exist in the p53 dataset and only keep gene sets of sizes between 10 and 500, resulting in 2533 gene sets to be considered in this study.
We compare the p-values obtained via th eight meth-ods. Table 3 shows the number of differentially expressed gene sets identified at varying significance levels. Look-ing at the table, MVAT, SDRV, GSEA find most significant
pathways while GSNCA and GSCA find the least. Among
the two proposed tests, using SDRV leads to more
discov-eries than using SDRT. These findings imply that more
gene sets express differentially in the mean, rather than in the correlation structure, across the two distinct p53-mutation status groups. The Venn diagrams in Fig. 6 show the common pathways detected by each of SDRV,
GSNCA, GSCA, and the other four methods: GSEA, GT, MVAT and PCOT, at significance level α = 0.01. It shows that SDRV and the other four methods find more
significant gene sets in common. However, the findings of GSNCA and GSCA rarely overlap with the findings of the other four methods. Using one of the methods alone may miss the deviation from other angles in gene expressions.
Among the C2 curated gene sets, we highlight a par-ticular gene set associated with DNA damage, AMUND-SON_DNA_DAMAGE_RESPONSE_TP53. This gene set is involved in the apoptosis and DNA damage response to a robust p53-dependent pattern of induction. Interest-ingly, the gene set was identified as a highly differentially expressed gene set by SDRV with p-value< 0.001, but was
not identified as significant by either GSCA (p-value= 0.60) or GSNCA (p-value = 0.58). To focus on the 15 genes in this gene set, a Pearson correlation matrix is used to investigate the dependence structure between genes for normal and mutation groups. Figure 7 displays the image plot of the reordered correlation matrix using hierarchical clustering to visualize the degree of association between genes. According to the plot, there is a clear difference in the correlation structure between two conditions. This
Fig. 4 Power comparison (n= 20, p = 100, and p1= 20) of SDRs, LCT, GT, GSEA for linear relationship between phenotype and gene set
indicates that the SDRV method is able to identify more
enriched gene sets with differential coexpression for fur-ther investigation.
Analysis of the GSE6956 dataset
In the second real example, the gene expression profiles of primary prostate tumors from 33 African-American patients using the Affymetrix microarray platform are analyzed, see Wallace et al. [30]. Each profile con-tains the expression levels of 12,500 genes. We down-loaded the gene expression data from the NCBI GEO database (Edgar et al. [31]) with accession ID GSE6956. Recently, a thorough review on relevant literatures pub-lished from 1991 to 2012 on PubMed by Allott, Masko and Freedland [32] concludes the existence of a link between obesity and aggressive prostate cancer. It is known that Leptin, a hormone produced by adipose cells, plays an important role in regulating appetite and body weight. In an earlier article, Freedland and Aronson [33] mentioned that leptin is a potential prognostic marker for prostate
cancer patients because they found that increased leptin levels in plasma or serum are associated with the develop-ment of prostate cancer. Specifically, the expression level of the human leptin gene (LEP) was used as a continuous-type phenocontinuous-type, see Dinu et al. [22]. The goal of this analysis is to identify pathways that are significantly asso-ciated with LEP for prostate cancer patients. We perform GSA comparisons on the C2 curated gene sets in the Molecular Signatures Database (MSigDB) on the GSEA website. The MSigDB contains over 6000 gene sets of a variety of functional types. We first discard genes in C2 pathways which do not exist in the dataset and only keep gene sets of sizes between 10 and 500, resulting in 2,595 gene sets to be considered in this study. The proposed SDRs methods consider two equal slices.
Table 4 shows the number of differentially expressed gene sets identified by each method at significance levels 0.01, 0.05, and 0.10. Looking at the table, SDRV, SDRT,
and GSEA find more significant pathways. Although NLCT claims that it is capable of detecting non-linear
Fig. 5 Power comparison (n= 20, p = 100, and p1= 20) of SDRs, NLCT, GT, GSEA for nonlinear relationship between phenotype and gene set
associations, it identifies fewer significant pathways in this example. The Venn diagrams in Fig. 8 show the common pathways detected by the five methods at significance level
α = 0.01. Except for SDRT and SDRV, which identify
over 50 % common significant gene sets, there are few overlapping gene sets of pairwise GSA methods.
Discussion
Since Subramanian et al. [5] proposed the concept of gene set enrichment analysis (GSEA), many self-contained GSA have been proposed to identify enriched gene sets or pathways. Most previous studies focus on testing the
Table 3 Number of differentially expressed gene sets identified
by eight GSA methods for the p53 dataset
P−value SDRT SDRV GSEA GT MVAT PCOT GSNCA GSCA
≤ 0.001 10 40 12 15 44 8 5 2
≤ 0.01 45 107 100 64 186 36 28 18
≤ 0.05 199 329 413 226 627 143 159 100
enrichment of gene sets with a differential mean expres-sion or differential coexpresexpres-sion. In this paper, we propose two self-contained tests for gene set analysis by adopting the sufficient dimension reduction paradigm. The infor-mation that the proposed SDR tests acquire include the deviations in mean, variation and correlation structure. As a consequence, these methods are more flexible in terms of being able to detect a wide variety of alternative scenarios.
Through numerical studies, we compare the suitability of proposed SDR methods with that of other existing GSA methods to test differential expression with a continuous phenotype and also to test differential coexpression with a categorical phenotype. Overall the SDR methods yield satisfactory performance. More specifically, SDRT excels
at detecting differential variation and/or coexpression while SDRV is recommended for differentially expressed
gene sets. However, as a trade-off, their statistical pow-ers may be dominated locally by other methods devel-oped under specific alternatives. Another shortcoming is the increased computational burden, because the tests
Fig. 6 Venn diagrams of significant gene sets for each of the three GSA methods, SDRV, GSNCA, GSCA, and the other four GSA methods using the
P53 cancer dataset at the 0.01 significance level
involve calculating the group-wise or slice-wise covari-ance matrices.
In most gene expression data sets, the number of sub-jects n is much fewer than the number of genes p. It leads to a singular sample covariance matrix of X. Consequently, data standardization becomes difficult. One solution is to apply another covariance matrix estimation, which is guaranteed to always be non-singular. For example, the shrinkage covariance matrix proposed by Sch¨afer and Strimmer [34]. Alternatively, since the aim here is to deter-mine the structural dimension, one can simply skip the standardization step. Consider the following modified test statistics, T∗= H s=1 ˆpstr ˆX|s− ˆX 2 , V∗= H s=1 ˆps trˆX1/2|s− ˆX1/22+ ¯Xs− ¯X ¯Xs− ¯X T ,
where ˆX|s = ( ˆσi,j|s) is the sample covariance matrix of X in the s-th slice, s = 1. . . . , H; and ˆX = ( ˆσi,j) is the the sample covariance matrix of X calculated from the pooled sample.
The proposed methods are applicable to single, multi-ple, categorical, and continuous phenotypes. With a con-tinuous response, the slicing/discretization is employed to reduce the sparsity, and this may result in a loss of
statistical power. Li [24] indicated that the slice num-ber may affect the asymptotic property of the estimate, although in their simulation study the effect is not signif-icant. Becker and Gather [35] showed that different slice numbers produce different estimates for the structural dimension. They recommend a reasonable slice number, about 0.1n. We have conducted a simulation study to investigate the effect of slice numbers. Simulation set-ting and results are provided in detail in the Additional file 1. We find that SDRV is robust with respect to the
slice number, while SDRT is not. When employing SDRT,
researchers are advised to use various slice numbers. With limited samples, as is the case in a real genomic study, using fewer slice number yields better performance.
In the real examples, different methods very often find different significant gene sets. Similar findings can be seen in Wu and Lin [36]. This reflects the fact that each method is constructed under different alternative hypothesis and uses different approaches to search for significant gene sets. Even though sufficient dimension reduction analysis aims to gain the most thorough information about a regression model. However, the space estimated by devel-oped techniques, such as SIR and SAVE, is shown only as a subspace of the central subspace. This indicates that some informative part of the central subspace may be still miss-ing, and it also explains why the proposed methods are not able to provide an exhaustive list of significant pathways in the examples.
(a)
(b)
Fig. 7 Image plots of correlation matrices for gene set “AMUNDSON DNA DAMAGE RESPONSE TP53” in p53 dataset. The Pearson correlation
coefficients among a normal and b mutation samples are shown in an image plot with a hierarchical clustering dendrogram
Table 4 Number of differentially expressed gene sets identified
by five GSA methods for the GSE6956 dataset
P−value SDRT SDRV GSEA GT NLCT
≤ 0.01 48 60 46 6 18
≤ 0.05 211 249 235 45 104
≤ 0.10 419 494 455 94 259
Conclusions
We have introduced two new GSA methods based on the concept of sufficient dimension reduction, which has the ability to capture sufficient and essential structural information in gene sets. The proposed SDR meth-ods provide increased statistical power and can accom-modate both categorical and continuous phenotypes
Fig. 8 Venn diagrams of significant gene sets for five GSA methods using the GSE6956 dataset at the 0.01 significance level
in order to assess the significance of a given gene set.
Additional file
Additional file 1: The effect of slice numbers on SDR method. (PDF 126 kb)
Competing interests
The authors declare that they have no competing interests. Authors’ contributions
HMH and CAT initiated this research, outlined the general idea and contributed to writing of the paper. Both authors have read and approved the final version of the paper.
Acknowledgements
The authors are grateful to the Ministry of Science and Technology, R. O. C. for funding support (MOST 103-2118-M-002-002 and MOST
104-2118-M-004-002). The authors would like to thank Drew D. McNeil for his help in English editing and the reviewers for their constructive comments that have helped significantly improve this paper.
Author details
1Department of Statistics, National Chengchi University, Zhinan Road, Taipei 116, Taiwan.2Department of Agronomy, National Taiwan University, No. 1, Section 4, Roosevelt Road, Taipei 106, Taiwan.
Received: 29 September 2015 Accepted: 1 February 2016
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