Replicates in high dimensions, with applications to latent variable graphical models.

Replicates in high dimensions, with applications to latent variable graphical models.
复制标题

在高维中复制,并应用于潜在变量图形模型。

DOI:
10.1093/biomet/asw050
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发表时间:
2016-12
期刊:
影响因子:
2.7
通讯作者:
Liu H
Liu H
中科院分区:
数学2区
文献类型:
--
作者:
Tan KM;Ning Y;Witten DM;Liu H

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在经典统计中,已经进行了很多思考的实验设计和数据收集。但是,在高维度中,实验设计的重点较小。在本文中,我们强调了在这种情况下为每个主题收集多个重复的重要性。我们考虑学习具有潜在变量的图形模型的结构,这是假设这些变量在每个主题中都具有恒定值的恒定值。通过为每个受试者收集多个重复,我们可以估计给定变量的观察变量之间的条件依赖关系。为了测试两个观察到的变量之间有条件独立性的无效假设,我们提出了一个成对的反相关得分检验。为参数估计和该测试建立了理论保证。我们表明,我们的建议能够比某些现有建议更准确地估算潜在可变图形模型,并将提出的方法应用于脑成像数据集。
In classical statistics, much thought has been put into experimental design and data collection. In the high-dimensional setting, however, experimental design has been less of a focus. In this paper, we stress the importance of collecting multiple replicates for each subject in this setting. We consider learning the structure of a graphical model with latent variables, under the assumption that these variables take a constant value across replicates within each subject. By collecting multiple replicates for each subject, we are able to estimate the conditional dependence relationships among the observed variables given the latent variables. To test the null hypothesis of conditional independence between two observed variables, we propose a pairwise decorrelated score test. Theoretical guarantees are established for parameter estimation and for this test. We show that our proposal is able to estimate latent variable graphical models more accurately than some existing proposals, and apply the proposed method to a brain imaging dataset.
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