PenPC: a two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs
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Publication:2805190
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 is in polynomial orexponential scale of sample size , 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.
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
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- 10.1162/153244303321897717
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(11)- Bayesian Structure Learning in Multilayered Genomic Networks
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- High-dimensional consistency in score-based and hybrid structure learning
- Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach
- Sparse directed acyclic graphs incorporating the covariates
- Nonlinear directed acyclic graph estimation based on the kernel partial correlation coefficient
- 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
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