PenPC: a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs

DOI10.1111/BIOM.12415zbMATH Open1393.62065arXiv1405.1603OpenAlexW2127491240WikidataQ27314773 ScholiaQ27314773MaRDI QIDQ2805190FDOQ2805190

Authors: Min Jin Ha, Jichun Xie, Wei Sun 

Publication date: 10 May 2016

Published in: Biometrics (Search for Journal in Brave)

Abstract: Estimation of the skeleton of a directed acyclic graph (DAG) is of great importance for understanding the underlying DAG and causaleffects can be assessed from the skeleton when the DAG is notidentifiable. We propose a novel method named PenPC toestimate the skeleton of a high-dimensional DAG by a two-stepapproach. We first estimate the non-zero entries of a concentrationmatrix using penalized regression, and then fix the differencebetween the concentration matrix and the skeleton by evaluating aset of conditional independence hypotheses. For high dimensionalproblems where the number of vertices $p$ is in polynomial orexponential scale of sample size $n$, we study the asymptoticproperty of PenPC on two types of graphs: traditionalrandom graphs where all the vertices have the same expected numberof neighbors, and scale-free graphs where a few vertices may have alarge number of neighbors. As illustrated by extensive simulationsand applications on gene expression data of cancer patients, PenPChas higher sensitivity and specificity than the standard-of-the-artmethod, the PC-stable algorithm.

Full work available at URL: https://arxiv.org/abs/1405.1603

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zbMATH Keywords

penalized regressionskeletonPC-algorithmDAGlog penaltyhigh-dimensional directed acyclic graphs

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cited In (11)

• Bayesian Structure Learning in Multilayered Genomic Networks
• Joint skeleton estimation of multiple directed acyclic graphs for heterogeneous population
• Estimating high-dimensional directed acyclic graphs with the PC-algorithm
• High-dimensional consistency in score-based and hybrid structure learning
• Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach
• Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient
• Sparse directed acyclic graphs incorporating the covariates
• The reduced PC-algorithm: improved causal structure learning in large random networks
• Learning Moral Graphs in Construction of High-Dimensional Bayesian Networks for Mixed Data
• Model free estimation of graphical model using gene expression data
• IDGM: an approach to estimate the graphical model of interval-valued data

Uses Software

• pcalg
• PenPC

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