Improved covariance matrix estimators for weighted analysis of microarray data.

Empirical Bayes models have been shown to be powerful tools for identifying differentially expressed genes from gene expression microarray data. An example is the WAME model, where a global covariance matrix accounts for array-to-array correlations as well as differing variances between arrays. However, the existing method for estimating the covariance matrix is very computationally intensive and the estimator is biased when data contains many regulated genes. In this paper, two new methods for estimating the covariance matrix are proposed. The first method is a direct application of the EM algorithm for fitting the multivariate t-distribution of the WAME model. In the second method, a prior distribution for the log fold-change is added to the WAME model, and a discrete approximation is used for this prior. Both methods are evaluated using simulated and real data. The first method shows equal performance compared to the existing method in terms of bias and variability, but is superior in terms of computer time. For large data sets (>15 arrays), the second method also shows superior computer run time. Moreover, for simulated data with regulated genes the second method greatly reduces the bias. With the proposed methods it is possible to apply the WAME model to large data sets with reasonable computer run times. The second method shows a small bias for simulated data, but appears to have a larger bias for real data with many regulated genes.