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Introduction

Investigate why MOUTHWASH did not perform well in my previous analysis.

Matthew suggested to look at the \(\alpha\) value in ash.

For each gene \(j=1,2,...,G\), \(\hat\beta_j\), estimated effect size and \(\hat s_j\), standard error of the estimator are avaialbe from a statistical procedure like linear modelling. The t-statistics for testing \(H_0: \beta_j = 0\) is \(\frac{\hat\beta_j}{\hat s_j}\).

ash prior: \(\frac{\beta_j}{\hat{s}_j^\alpha}|\hat s_j \sim g(\cdot)\), \(\alpha\geq 0\). When \(\alpha>0\), this prior suggets effects with larger s.e. tend to be larger. When \(\alpha=1\), lfsr is monotonic in p-values so ash-lfsr should give the same significant ranking as the one using p-values.

A note on why the simulated data shows effects with larger s.e. tend to be larger.

Compare the following methods:

MOUTHWASH0: Mouthwash, sprop=0 (corresonds to alpha=0 in ash), output lfsr

MOUTHWASH1: Mouthwash, sprop=1 (corresonds to alpha=1 in ash), output lfsr

SVA-limma: Run sva and limma , output p-value

SVA-limma-ash0: Run sva and limma, then run ash(alpha=0) with betahat and sehat, output lfsr

SVA-limma-ash1: Run sva and limma, then run ash(alpha=1) with betahat and sehat, output lfsr

library(vicar)
library(sva)
library(cate)
library(seqgendiff)
load('data/scde/scCDT.RData')

exp signal

Add exponential distributed signal with rate=0.2.

Filter out genes with 0 observation

set.seed(12345)
CDT = as.matrix(CDT)
thinout = thin_2group(round(CDT),0.9,signal_fun = stats::rexp,signal_params = list(rate=0.2))
num_sv=3
Y = t(thinout$mat)
remove.idx = which(colSums(Y)==0)
eps=0.5
Y = log(Y[,-remove.idx]+eps)
X = model.matrix(~thinout$designmat)
which_null = c(1*(abs(thinout$coef[-remove.idx]) < 10^-6))
load('data/scde/mout_exp2_alpha0_0.RData')
load('data/scde/mout_exp2_alpha1_0.RData')
load('data/scde/sva_sva_exp2_0.RData')
X.sva <- cbind(X, sva_sva$sv)
lmout <- limma::lmFit(object = t(Y), design = X.sva)
eout  <- limma::eBayes(lmout)
svaout           <- list()
svaout$betahat   <- lmout$coefficients[, 2]
svaout$sebetahat <- lmout$stdev.unscaled[, 2] * sqrt(eout$s2.post)
svaout$pvalues   <- eout$p.value[, 2]

# sva-limma-ash-alpha 0

sva_limma_ash0 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=0)
#sva_limma_ash0$loglik

# sva-limma-ash-alpha 1

sva_limma_ash1 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=1)
#sva_limma_ash1$loglik

library(ggplot2)
################
roc_out <- list(
  pROC::roc(response = which_null, predictor = c(mout$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(mout1$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(svaout$pvalues)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash0$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash1$result$lfsr)))
name_vec <- c("MOUTHWASH0","MOUTHWASH1","SVA-limma","SVA-limma-ash0","SVA-limma-ash1")
names(roc_out) <- name_vec

sout <- lapply(roc_out, function(x) { data.frame(TPR = x$sensitivities, FPR = 1 - x$specificities)})
for (index in 1:length(sout)) {
  sout[[index]]$Method <- name_vec[index]
}
longdat <- do.call(rbind, sout)

shortdat <- dplyr::filter(longdat, Method == "MOUTHWASH0" | Method == "MOUTHWASH1" | 
                            Method == "SVA-limma" | Method == "SVA-limma-ash0" | Method == "SVA-limma-ash1")
ggplot(data = shortdat, mapping = aes(x = FPR, y = TPR, col = Method)) +
  geom_path() + theme_bw() + ggtitle("ROC Curves")

auc_vec <- sapply(roc_out, FUN = function(x) { x$auc })
knitr::kable(sort(auc_vec, decreasing = TRUE), col.names = "AUC", digits = 3)
AUC
SVA-limma 0.830
SVA-limma-ash1 0.830
MOUTHWASH1 0.828
SVA-limma-ash0 0.798
MOUTHWASH0 0.710

Filter out genes with less than 10 observation

set.seed(12345)
thinout = thin_2group(round(CDT),0.9,signal_fun = stats::rexp,signal_params = list(rate=0.2))
num_sv=3
Y = t(thinout$mat)
remove.idx = which(colSums(Y>0)<=10)
eps=0.5
Y = log(Y[,-remove.idx]+eps)
X = model.matrix(~thinout$designmat)
which_null = c(1*(abs(thinout$coef[-remove.idx]) < 10^-6))
load('data/scde/mout_exp2_alpha0.RData')
load('data/scde/mout_exp2_alpha1.RData')
load('data/scde/sva_sva_exp2.RData')
X.sva <- cbind(X, sva_sva$sv)
lmout <- limma::lmFit(object = t(Y), design = X.sva)
eout  <- limma::eBayes(lmout)
svaout           <- list()
svaout$betahat   <- lmout$coefficients[, 2]
svaout$sebetahat <- lmout$stdev.unscaled[, 2] * sqrt(eout$s2.post)
svaout$pvalues   <- eout$p.value[, 2]

# sva-limma-ash-alpha 0

sva_limma_ash0 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=0)
#sva_limma_ash0$loglik

# sva-limma-ash-alpha 1

sva_limma_ash1 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=1)
#sva_limma_ash1$loglik

library(ggplot2)
################
roc_out <- list(
  pROC::roc(response = which_null, predictor = c(mout$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(mout1$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(svaout$pvalues)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash0$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash1$result$lfsr)))
name_vec <- c("MOUTHWASH0","MOUTHWASH1","SVA-limma","SVA-limma-ash0","SVA-limma-ash1")
names(roc_out) <- name_vec

sout <- lapply(roc_out, function(x) { data.frame(TPR = x$sensitivities, FPR = 1 - x$specificities)})
for (index in 1:length(sout)) {
  sout[[index]]$Method <- name_vec[index]
}
longdat <- do.call(rbind, sout)

shortdat <- dplyr::filter(longdat, Method == "MOUTHWASH0" | Method == "MOUTHWASH1" | 
                            Method == "SVA-limma" | Method == "SVA-limma-ash0" | Method == "SVA-limma-ash1")
ggplot(data = shortdat, mapping = aes(x = FPR, y = TPR, col = Method)) +
  geom_path() + theme_bw() + ggtitle("ROC Curves")

Version Author Date
9bf24e4 DongyueXie 2020-03-05
08459cb DongyueXie 2020-03-04
auc_vec <- sapply(roc_out, FUN = function(x) { x$auc })
knitr::kable(sort(auc_vec, decreasing = TRUE), col.names = "AUC", digits = 3)
AUC
SVA-limma 0.908
SVA-limma-ash1 0.908
MOUTHWASH1 0.908
MOUTHWASH0 0.898
SVA-limma-ash0 0.896

Normal signal with sd=0.8

Filter out genes with less than 10 observation

set.seed(12345)
thinout = thin_2group(round(CDT),0.9,signal_fun = stats::rnorm,signal_params = list(mean=0,sd=0.8))
num_sv=3
Y = t(thinout$mat)
remove.idx = which(colSums(Y>0)<=10)
eps=0.5
Y = log(Y[,-remove.idx]+eps)
X = model.matrix(~thinout$designmat)
which_null = c(1*(abs(thinout$coef[-remove.idx]) < 10^-6))
load('data/scde/mout_normal8_alpha0.RData')
load('data/scde/mout_normal8_alpha1.RData')
load('data/scde/sva_sva_normal8.RData')
X.sva <- cbind(X, sva_sva$sv)
lmout <- limma::lmFit(object = t(Y), design = X.sva)
eout  <- limma::eBayes(lmout)
svaout           <- list()
svaout$betahat   <- lmout$coefficients[, 2]
svaout$sebetahat <- lmout$stdev.unscaled[, 2] * sqrt(eout$s2.post)
svaout$pvalues   <- eout$p.value[, 2]

# sva-limma-ash-alpha 0

sva_limma_ash0 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=0)
#sva_limma_ash0$loglik

# sva-limma-ash-alpha 1

sva_limma_ash1 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=1)
#sva_limma_ash1$loglik

library(ggplot2)
################
roc_out <- list(
  pROC::roc(response = which_null, predictor = c(mout$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(mout1$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(svaout$pvalues)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash0$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash1$result$lfsr)))
name_vec <- c("MOUTHWASH0","MOUTHWASH1","SVA-limma","SVA-limma-ash0","SVA-limma-ash1")
names(roc_out) <- name_vec

sout <- lapply(roc_out, function(x) { data.frame(TPR = x$sensitivities, FPR = 1 - x$specificities)})
for (index in 1:length(sout)) {
  sout[[index]]$Method <- name_vec[index]
}
longdat <- do.call(rbind, sout)

shortdat <- dplyr::filter(longdat, Method == "MOUTHWASH0" | Method == "MOUTHWASH1" | 
                            Method == "SVA-limma" | Method == "SVA-limma-ash0" | Method == "SVA-limma-ash1")
ggplot(data = shortdat, mapping = aes(x = FPR, y = TPR, col = Method)) +
  geom_path() + theme_bw() + ggtitle("ROC Curves")

Version Author Date
9bf24e4 DongyueXie 2020-03-05
08459cb DongyueXie 2020-03-04
auc_vec <- sapply(roc_out, FUN = function(x) { x$auc })
knitr::kable(sort(auc_vec, decreasing = TRUE), col.names = "AUC", digits = 3)
AUC
SVA-limma 0.682
SVA-limma-ash1 0.682
MOUTHWASH1 0.682
SVA-limma-ash0 0.674
MOUTHWASH0 0.646

Normal signal with sd=1.5

Filter out genes with less than 10 observation

set.seed(12345)
thinout = thin_2group(round(CDT),0.9,signal_fun = stats::rnorm,signal_params = list(mean=0,sd=1.5))
num_sv=3
Y = t(thinout$mat)
remove.idx = which(colSums(Y>0)<=10)
eps=0.5
Y = log(Y[,-remove.idx]+eps)
X = model.matrix(~thinout$designmat)
which_null = c(1*(abs(thinout$coef[-remove.idx]) < 10^-6))
load('data/scde/mout_normal15_alpha0.RData')
load('data/scde/mout_normal15_alpha1.RData')
load('data/scde/sva_sva_normal15.RData')
X.sva <- cbind(X, sva_sva$sv)
lmout <- limma::lmFit(object = t(Y), design = X.sva)
eout  <- limma::eBayes(lmout)
svaout           <- list()
svaout$betahat   <- lmout$coefficients[, 2]
svaout$sebetahat <- lmout$stdev.unscaled[, 2] * sqrt(eout$s2.post)
svaout$pvalues   <- eout$p.value[, 2]

# sva-limma-ash-alpha 0

sva_limma_ash0 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=0)
#sva_limma_ash0$loglik

# sva-limma-ash-alpha 1

sva_limma_ash1 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=1)
#sva_limma_ash1$loglik

library(ggplot2)
################
roc_out <- list(
  pROC::roc(response = which_null, predictor = c(mout$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(mout1$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(svaout$pvalues)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash0$result$lfsr)),
  pROC::roc(response = which_null, predictor = c(sva_limma_ash1$result$lfsr)))
name_vec <- c("MOUTHWASH0","MOUTHWASH1","SVA-limma","SVA-limma-ash0","SVA-limma-ash1")
names(roc_out) <- name_vec

sout <- lapply(roc_out, function(x) { data.frame(TPR = x$sensitivities, FPR = 1 - x$specificities)})
for (index in 1:length(sout)) {
  sout[[index]]$Method <- name_vec[index]
}
longdat <- do.call(rbind, sout)

shortdat <- dplyr::filter(longdat, Method == "MOUTHWASH0" | Method == "MOUTHWASH1" | 
                            Method == "SVA-limma" | Method == "SVA-limma-ash0" | Method == "SVA-limma-ash1")
ggplot(data = shortdat, mapping = aes(x = FPR, y = TPR, col = Method)) +
  geom_path() + theme_bw() + ggtitle("ROC Curves")

auc_vec <- sapply(roc_out, FUN = function(x) { x$auc })
knitr::kable(sort(auc_vec, decreasing = TRUE), col.names = "AUC", digits = 3)
AUC
MOUTHWASH1 0.790
SVA-limma 0.789
SVA-limma-ash1 0.789
SVA-limma-ash0 0.781
MOUTHWASH0 0.767
set.seed(12345)
CDT = as.matrix(CDT)

# add signals to null data, 90% are null, 10% signals.

thinout = thin_2group(round(CDT),0.9,signal_fun = stats::rexp,signal_params = list(rate=0.2))

#thinout = thin_2group(round(CDT),0.9,signal_fun = stats::rnorm,signal_params = list(mean=0,sd=1.5))
num_sv=3
Y = t(thinout$mat)

# for now just remove genes with no observations. 

#### could also try to remove genes with less than 10 non-zero appearances.###

remove.idx = which(colSums(Y>0)<=10)
eps=0.5
Y = log(Y[,-remove.idx]+eps)
X = model.matrix(~thinout$designmat)
which_null = c(1*(abs(thinout$coef[-remove.idx]) < 10^-6))

# directly apply ash to sva-limma with alpha=0 or 1 and compare results with mouthwash(alpha=0 or 1) and sva
# rank genes by p value and lfsr

# mouthwash alpha = 0
#mout = mouthwash(Y,X,k=num_sv,cov_of_interest = 2,include_intercept = FALSE,sprop = 0,scale_var = TRUE)
#save(mout,file = 'data/scde/mout_exp2_alpha0.RData')
load('data/mout_exp2_alpha0.RData')

# mouthwash alpha = 1
#mout1 = mouthwash(Y,X,k=num_sv,cov_of_interest = 2,include_intercept = FALSE,sprop = 1,scale_var = FALSE)
#save(mout1,file = 'data/scde/mout_exp2_alpha1.RData')
load('data/mout_high_alpha1.RData')

# sva-limma
#sva_sva = sva::sva(dat = t(Y), mod = X, mod0 = X[, -2, drop = FALSE], n.sv = num_sv)
#save(sva_sva,file = 'data/scde/sva_sva_exp2.RData')
load('data/sva_sva_high.RData')

X.sva <- cbind(X, sva_sva$sv)
lmout <- limma::lmFit(object = t(Y), design = X.sva)
eout  <- limma::eBayes(lmout)
svaout           <- list()
svaout$betahat   <- lmout$coefficients[, 2]
svaout$sebetahat <- lmout$stdev.unscaled[, 2] * sqrt(eout$s2.post)
svaout$pvalues   <- eout$p.value[, 2]

# sva-limma-ash-alpha 0

sva_limma_ash0 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=0)
sva_limma_ash0$loglik

# sva-limma-ash-alpha 1

sva_limma_ash1 = ashr::ash(svaout$betahat,svaout$sebetahat,alpha=1)
sva_limma_ash1$loglik
library(plotrix)
plotCI(svaout$sebetahat,(svaout$betahat),ui = svaout$betahat + 2*svaout$sebetahat,li = svaout$betahat - 2*svaout$sebetahat,pch=20,sfrac = 0.005,xlab='standard error', ylab='estimated effects')
## Rank genes

#Rank genes based on lfsr and p-values.

mout0_rank = order(mout$result$lfsr,decreasing = F)
mout1_rank = order(mout1$result$lfsr,decreasing = F)
svalimma_rank = order(svaout$pvalues,decreasing = F)
svalimma_ash0_rank = order(sva_limma_ash0$result$lfsr,decreasing = F)
svalimma_ash1_rank = order(sva_limma_ash1$result$lfsr,decreasing = F)

# Compare top 10 genes ranked by `sva-limma` and `sva-limma-ash1`.
ng=10
ranks = cbind(svalimma_rank[1:ng],svalimma_ash1_rank[1:ng])
colnames(ranks) = c('sva-limma','sva-limma-ash1')
rownames(ranks) = 1:ng
knitr::kable(ranks)

# The first 6 are different. How about the rest genes? From the plot below, the ranks are the same.
plot(svalimma_rank[-c(1:6)],svalimma_ash1_rank[-c(1:6)],xlab = 'gene ranks - sva_limma_p-value',ylab = 'gene ranks - sva_limma_ash1')

#Why the first 6 genes are different? Let's look at the p-values and lfsr. The first 6 genes have 0 lfsr due to numerical precision limit I guess. 

svaout$pvalues[svalimma_rank[1:6]]
sva_limma_ash1$result$lfsr[svalimma_ash1_rank[1:6]]

Summary

  1. Setting alpha=1 outperforms setting alpha=0.
  2. Methods favor filtering out genes with less than 10 observations

Calibration

Let’s use the example of Normal signals with sd=1.5.

At a given FDR do they achieve what they claim.

library(qvalue)
sva_qvalue = qvalue(svaout$pvalues)
cuts = c(1e-04, 0.001, 0.01, 0.025, 0.05,0.1)
eFDR_sva = c()
eFDR_sva_ash = c()
eFDR_mout = c()
for(i in 1:length(cuts)){
  rej = which(sva_qvalue$qvalues<=cuts[i])
  eFDR_sva[i] = sum(rej%in%which(which_null==1))/length(rej)
  
  rej = which(mout1$result$qvalue<=cuts[i])
  eFDR_mout[i] = sum(rej%in%which(which_null==1))/length(rej)
  
  rej = which(sva_limma_ash1$result$qvalue<=cuts[i])
  eFDR_sva_ash[i] = sum(rej%in%which(which_null==1))/length(rej)
}

knitr::kable(cbind(cuts,round(eFDR_sva,5),round(eFDR_sva_ash,5),round(eFDR_mout,5)),
             col.names = c('fdr_level','sva','sva_ash','mouthwash'))
fdr_level sva sva_ash mouthwash
0.0001 0.00000 0.00000 0.00000
0.0010 0.00000 0.00000 0.00000
0.0100 0.00000 0.00000 0.00000
0.0250 0.00671 0.00671 0.00667
0.0500 0.03468 0.03409 0.03977
0.1000 0.08057 0.08796 0.08796

sessionInfo()
R version 3.5.1 (2018-07-02)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Scientific Linux 7.4 (Nitrogen)

Matrix products: default
BLAS/LAPACK: /software/openblas-0.2.19-el7-x86_64/lib/libopenblas_haswellp-r0.2.19.so

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] qvalue_2.14.0       ggplot2_3.1.1       seqgendiff_1.2.1   
 [4] cate_1.0.4          sva_3.30.0          BiocParallel_1.16.0
 [7] genefilter_1.64.0   mgcv_1.8-25         nlme_3.1-137       
[10] vicar_0.1-10       

loaded via a namespace (and not attached):
 [1] Biobase_2.42.0       svd_0.4.1            foreach_1.4.4       
 [4] bit64_0.9-7          splines_3.5.1        assertthat_0.2.0    
 [7] highr_0.7            mixsqp_0.2-2         stats4_3.5.1        
[10] blob_1.1.1           yaml_2.2.0           pillar_1.3.1        
[13] RSQLite_2.1.1        backports_1.1.2      lattice_0.20-38     
[16] glue_1.3.0           limma_3.38.2         pROC_1.13.0         
[19] digest_0.6.18        promises_1.0.1       colorspace_1.3-2    
[22] htmltools_0.3.6      httpuv_1.4.5         Matrix_1.2-15       
[25] plyr_1.8.4           XML_3.98-1.16        pkgconfig_2.0.2     
[28] esaBcv_1.2.1         purrr_0.3.2          xtable_1.8-3        
[31] corpcor_1.6.9        scales_1.0.0         whisker_0.3-2       
[34] later_0.7.5          git2r_0.26.1         tibble_2.1.1        
[37] annotate_1.60.0      IRanges_2.16.0       withr_2.1.2         
[40] ashr_2.2-39          BiocGenerics_0.28.0  lazyeval_0.2.1      
[43] survival_2.43-1      magrittr_1.5         crayon_1.3.4        
[46] memoise_1.1.0        evaluate_0.12        fs_1.3.1            
[49] doParallel_1.0.14    MASS_7.3-51.1        truncnorm_1.0-8     
[52] tools_3.5.1          matrixStats_0.54.0   stringr_1.3.1       
[55] S4Vectors_0.20.1     munsell_0.5.0        AnnotationDbi_1.44.0
[58] compiler_3.5.1       rlang_0.4.0          grid_3.5.1          
[61] leapp_1.2            RCurl_1.95-4.11      iterators_1.0.10    
[64] labeling_0.3         bitops_1.0-6         rmarkdown_1.10      
[67] codetools_0.2-15     gtable_0.2.0         DBI_1.0.0           
[70] reshape2_1.4.3       ruv_0.9.7            R6_2.3.0            
[73] gridExtra_2.3        knitr_1.20           dplyr_0.8.0.1       
[76] bit_1.1-14           workflowr_1.6.0      rprojroot_1.3-2     
[79] pscl_1.5.2           stringi_1.2.4        SQUAREM_2017.10-1   
[82] parallel_3.5.1       Rcpp_1.0.2           tidyselect_0.2.5