A penalized EM algorithm incorporating missing-data mechanism for multivariate parameter estimation
For many modern high-throughput technologies, missing values arise at high rates and the missingness probabilities may depend on the values to be measured. In mass spectrometry based proteomics experiments, the smaller the abundance value of a protein is, the harder the protein can be detected. That is, the probability of values being missing depends on the values to be measured.
Motivated by data characteristics in mass spectrometry based proteomics studies, we consider the problem of estimating mean and covariance of multivariate data with ignorable and non-ignorable missingness. The current R package will provide functions to perform a penalized Expectation-Maximization (EM) algorithm in which abundance-dependent missing-data mechanisms if present will be incorporated. The package is tailored for but not limited to proteomics data, in which sample sizes are typically small, and a large proportion of the data are missing-not-at-random. The package can be used to jointly estimate the mean abundance and covariance structure of multiple functionally-related proteins.
The package contains a PEMM function, which utilizes a penalized EM algorithm to estimate the mean and covariance of multivariate Gaussian data with ignorable or abundence-dependent missing-data mechanisms. The PEMM function incorporate the abundance-dependent missing-data mechanism in the penalized likelihood, and obtain the maximum penalized likelihood estimates for multvariate mean and covariance via the PEMM algorithm.
Lin S. Chen and Pei Wang
Maintainer: Lin S. Chen <firstname.lastname@example.org>
Lin S. Chen, Ross Prentice and Pei Wang. (2014) A penalized EM algorithm incorporating missing data mechanism for Gaussian parameter estimation. Biometrics, in revision.