MatrixLMnet swMATH ID: 41983 Software Authors: Liang, Jane W.; Sen, Śaunak Description: Sparse matrix linear models for structured high-throughput data. Recent technological advancements have led to the rapid generation of high-throughput biological data which can be used to address novel scientific questions in broad areas of research. These data can be thought of as a large matrix with covariates annotating both its rows and columns. Matrix linear models provide a convenient way for modeling such data. In many situations, sparse estimation of these models is desired. We present fast, general methods for fitting sparse matrix linear models to structured high-throughput data. We induce model sparsity using an ({L_1}) penalty and consider the case when the response matrix and the covariate matrices are large. Due to data size, standard methods for estimation of these penalized regression models fail if the problem is converted to the corresponding univariate regression scenario. By leveraging matrix properties in the structure of our model, we develop several fast estimation algorithms (coordinate descent, FISTA and ADMM) and discuss their trade-offs. We evaluate our method’s performance on simulated data, extit{E. coli} chemical genetic screening data and two extit{Arabidopsis} genetic datasets with multivariate responses. Our algorithms have been implemented in the Julia programming language and are available at url{https://github.com/senresearch/MatrixLMnet.jl}. Homepage: https://projecteuclid.org/journals/annals-of-applied-statistics/volume-16/issue-1/Sparse-matrix-linear-models-for-structured-high-throughput-data/10.1214/21-AOAS1444.short Source Code: https://github.com/senresearch/MatrixLMnet.jl Dependencies: Julia Keywords: gradient descent; proximal gradient algorithms; ADMM; FISTA; Julia; Lasso Related Software: glmnet; sma; GitHub; data.table; R/qtl; selectiveInference; Julia; Mutoss; hglasso; limma; MESS; fda (R); R Cited in: 1 Publication Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Sparse matrix linear models for structured high-throughput data. Zbl 1498.62232Liang, Jane W.; Sen, Śaunak 2022 Cited by 2 Authors 1 Liang, Jane W. 1 Sen, Śaunak Cited in 1 Serial 1 The Annals of Applied Statistics Cited in 2 Fields 1 Statistics (62-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year