论文标题

可扩展的多个网络推断与联合图形马蹄铁

Scalable Multiple Network Inference with the Joint Graphical Horseshoe

论文作者

Lingjærde, Camilla, Fairfax, Benjamin P., Richardson, Sylvia, Ruffieux, Hélène

论文摘要

网络模型是建模复杂关联的有用工具。如果假定高斯图形模型,则条件独立性由数据的逆协方差(精度)矩阵的非零条目确定。贝叶斯图形马蹄估计器为精确矩阵推断提供了强大而灵活的框架,因为它引入了局部边缘特异性参数,该参数可防止非零非偏外元素的过度冲突。但是,对于许多应用程序(例如统计学上的应用程序),基于GIBBS采样的当前实现在高维度上变得效率低下甚至不可行。此外,仅针对单个网络制定了图形马蹄铁,而在对可能共享常见结构的多个数据集的网络分析中却增加了兴趣。我们提出(i)可扩展的期望条件最大化(ECM)算法,用于在图形马蹄形中获得精密矩阵的后验模式,以及(ii)新型的关节图形马蹄估计器,该估计器借用了跨多个相关网络的信息以改善估计。我们在模拟和真实的OMICS数据上显示,我们的单网络ECM方法比现有的图形马蹄形吉布斯实现更可扩展,同时达到了相同的准确性。我们还表明,我们的联合网络建议成功地利用了网络之间共享的边缘特定信息,同时仍保持差异,在任何级别的网络相似性上都超过了最先进的方法。

Network models are useful tools for modelling complex associations. If a Gaussian graphical model is assumed, conditional independence is determined by the non-zero entries of the inverse covariance (precision) matrix of the data. The Bayesian graphical horseshoe estimator provides a robust and flexible framework for precision matrix inference, as it introduces local, edge-specific parameters which prevent over-shrinkage of non-zero off-diagonal elements. However, for many applications such as statistical omics, the current implementation based on Gibbs sampling becomes computationally inefficient or even unfeasible in high dimensions. Moreover, the graphical horseshoe has only been formulated for a single network, whereas interest has grown in the network analysis of multiple data sets that might share common structures. We propose (i) a scalable expectation conditional maximisation (ECM) algorithm for obtaining the posterior mode of the precision matrix in the graphical horseshoe, and (ii) a novel joint graphical horseshoe estimator, which borrows information across multiple related networks to improve estimation. We show, on both simulated and real omics data, that our single-network ECM approach is more scalable than the existing graphical horseshoe Gibbs implementation, while achieving the same level of accuracy. We also show that our joint-network proposal successfully leverages shared edge-specific information between networks while still retaining differences, outperforming state-of-the-art methods at any level of network similarity.

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