Joint and individual variation explained (JIVE) for integrated analysis of multiple data types

Research in several fields now requires the analysis of datasets in which multiple high-dimensional types of data are available for a common set of objects. In particular, The Cancer Genome Atlas (TCGA) includes data from several diverse genomic technologies on the same cancerous tumor samples. In this paper we introduce Joint and Individual Variation Explained (JIVE), a general decomposition of variation for the integrated analysis of such datasets. The decomposition consists of three terms: a low-rank approximation capturing joint variation across data types, low-rank approximations for structured variation individual to each data type, and residual noise. JIVE quantifies the amount of joint variation…