On joint estimation of Gaussian graphical models for spatial and temporal data.

On joint estimation of Gaussian graphical models for spatial and temporal data.
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时空数据高斯图模型联合估计

DOI:
10.1111/biom.12650
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发表时间:
2017-09
期刊:
影响因子:
1.9
通讯作者:
Zhao H
Zhao H
中科院分区:
数学3区
文献类型:
--
作者:
Lin Z;Wang T;Yang C;Zhao H

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在本文中,我们首先提出了一种估计高斯图模型的贝叶斯邻域选择方法。在真实模型的后验概率收敛到1的意义下,我们证明了该方法的图选择一致性。当有多组数据可用时,网络的联合估计可以利用组之间的共享信息并导致对每个单独网络的改进估计,而不是针对每个组独立地估计网络。我们的方法被扩展到联合估计具有复杂结构的多组数据中的GGM,包括空间数据、时间数据以及同时具有空间和时间结构的数据。马尔可夫随机场(MRF)模型被用来有效地融合复杂的数据结构。我们开发并实现了一种高效的统计推理算法,使并行计算成为可能。仿真研究表明,当网络之间存在共享结构时,与不考虑空间和时间相关性的方法相比,我们的方法获得了更好的网络估计精度,而在其他情况下,该方法的性能相对较好。最后,我们使用人脑基因表达微阵列数据集来说明我们的方法,其中基因的表达水平是在多个时间段的不同大脑区域测量的。
In this article, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model converges to one. When there are multiple groups of data available, instead of estimating the networks independently for each group, joint estimation of the networks may utilize the shared information among groups and lead to improved estimation for each individual network. Our method is extended to jointly estimate GGMs in multiple groups of data with complex structures, including spatial data, temporal data, and data with both spatial and temporal structures. Markov random field (MRF) models are used to efficiently incorporate the complex data structures. We develop and implement an efficient algorithm for statistical inference that enables parallel computing. Simulation studies suggest that our approach achieves better accuracy in network estimation compared with methods not incorporating spatial and temporal dependencies when there are shared structures among the networks, and that it performs comparably well otherwise. Finally, we illustrate our method using the human brain gene expression microarray dataset, where the expression levels of genes are measured in different brain regions across multiple time periods.
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