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We introduce principal differences analysis for analyzing differences between high-dimensional distributions. The method operates by finding the projection that maximizes the Wasserstein divergence between the resulting univariate populations. Relying on the Cramer-Wold device, it requires no assumptions about the form of the underlying distributions, nor the nature of their inter-class differences. A sparse variant of the method is introduced to identify features responsible for the differences. We provide algorithms for both the original minimax formulation as well as its semidefinite relaxation. In addition to deriving some convergence results, we illustrate how the approach may be applied to identify differences between cell populations in the somatosensory cortex and hippocampus as manifested by single cell RNA-seq. Our broader framework extends beyond the specific choice of Wasserstein divergence.
Author Information
Jonas Mueller (MIT)
Tommi Jaakkola (MIT)
Tommi Jaakkola is a professor of Electrical Engineering and Computer Science at MIT. He received an M.Sc. degree in theoretical physics from Helsinki University of Technology, and Ph.D. from MIT in computational neuroscience. Following a Sloan postdoctoral fellowship in computational molecular biology, he joined the MIT faculty in 1998. His research interests include statistical inference, graphical models, and large scale modern estimation problems with predominantly incomplete data.
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