Incorporating covariates into integrated factor analysis of multi‐view data

In modern biomedical research, it is ubiquitous to have multiple data sets measured on the same set of samples from different views (i.e., multi‐view data). For example, in genetic studies, multiple genomic data sets at different molecular levels or from different cell types are measured for a common set of individuals to investigate genetic regulation. Integration and reduction of multi‐view data have the potential to leverage information in different data sets, and to reduce the magnitude and complexity of data for further statistical analysis and interpretation. In this article, we develop a novel statistical model, called supervised integrated factor analysis (SIFA), for integrative dimension reduction of multi‐view data while incorporating auxiliary covariates. The model decomposes data into joint and individual factors, capturing the joint variation across multiple data sets and the individual variation specific to each set, respectively. Moreover, both joint and individual factors are partially informed by auxiliary covariates via nonparametric models. We devise a computationally efficient Expectation–Maximization (EM) algorithm to fit the model under some identifiability conditions. We apply the method to the Genotype‐Tissue Expression (GTEx) data, and provide new insights into the variation decomposition of gene expression in multiple tissues. Extensive simulation studies and an additional application to a pediatric growth study demonstrate the advantage of the proposed method over competing methods.