CDPA: Common and distinctive pattern analysis between high-dimensional datasets

Hai Shu, Zhe Qu

Research output: Contribution to journalArticlepeer-review


A representative model in integrative analysis of two high-dimensional correlated datasets is to decompose each data matrix into a low-rank common matrix generated by latent factors shared across datasets, a low-rank distinctive matrix corresponding to each dataset, and an additive noise matrix. Existing decomposition methods claim that their common matrices capture the common pattern of the two datasets. However, their so-called common pattern only denotes the common latent factors but ig-nores the common pattern between the two coefficient matrices of these common latent factors. We propose a new unsupervised learning method, called the common and distinctive pattern analysis (CDPA), which appro-priately defines the two types of data patterns by further incorporating the common and distinctive patterns of the coefficient matrices. A consistent estimation approach is developed for high-dimensional settings, and shows reasonably good finite-sample performance in simulations. Our simulation studies and real data analysis corroborate that the proposed CDPA can provide better characterization of common and distinctive patterns and thereby benefit data mining.

Original languageEnglish (US)
Pages (from-to)2475-2517
Number of pages43
JournalElectronic Journal of Statistics
Issue number1
StatePublished - 2022


  • Canonical variable
  • data integration
  • factor pat-tern
  • graph matching
  • mixing channel
  • principal vector

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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