Measuring the dependence of random variables and drawing inference from such higher-order dependences are scientifically important yet challenging. Motivated here by protein coevolution with multivariate categorical features, we consider an information theoretic measure of higher-order dependence. The proposed collective dependence is a symmetrization of differential interaction information which generalizes the mutual information of a pair of random variables. We show that the collective dependence can be easily estimated and facilitates a test on the dependence of random variables. Upon carefully exploring the null space of collective dependence, we devise a Classification-Assisted Large scaLe inference procedure to DEtect significant k-COllective DEpendence among random variables, with the false discovery rate controlled. Finite sample performance of our method is examined via simulations. We apply this method to the multiple protein sequence alignment data to study the residue or position coevolution for two protein families, the elongation factor P family and the zinc knuckle family. We identify novel functional triplets of amino acid residues, whose contributions to the protein function are further investigated. These confirm that the collective dependence does yield additional information important for understanding the protein coevolution compared to the pairwise measures.
The first and second authors were supported, in part, by NIH Grant R01-GM127701. The third author was supported, in part, by NSF Grant DMS-1812030, an AMS Simons Travel Grant and the Central Research Development Fund at the University of Pittsburgh. The fourth author was supported, in part, by DOE Grant DE-SC0018344 and NSF Grants IIS-1545994 and IOS-1922701.
The authors would like to thank the anonymous referees, an Associate Editor and the Editor for their constructive comments that improved the quality of this paper.
"Large-scale multiple inference of collective dependence with applications to protein function." Ann. Appl. Stat. 15 (2) 902 - 924, June 2021. https://doi.org/10.1214/20-AOAS1431