Learning local directed acyclic graphs based on multivariate time series data

DOI10.1214/13-AOAS635zbMATH Open1454.62326arXiv1312.0390WikidataQ35086180 ScholiaQ35086180MaRDI QIDQ386754FDOQ386754

Authors: Wanlu Deng, Zhi Geng, Hongzhe Li 

Publication date: 10 December 2013

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Abstract: Multivariate time series (MTS) data such as time course gene expression data in genomics are often collected to study the dynamic nature of the systems. These data provide important information about the causal dependency among a set of random variables. In this paper, we introduce a computationally efficient algorithm to learn directed acyclic graphs (DAGs) based on MTS data, focusing on learning the local structure of a given target variable. Our algorithm is based on learning all parents (P), all children (C) and some descendants (D) (PCD) iteratively, utilizing the time order of the variables to orient the edges. This time series PCD-PCD algorithm (tsPCD-PCD) extends the previous PCD-PCD algorithm to dependent observations and utilizes composite likelihood ratio tests (CLRTs) for testing the conditional independence. We present the asymptotic distribution of the CLRT statistic and show that the tsPCD-PCD is guaranteed to recover the true DAG structure when the faithfulness condition holds and the tests correctly reject the null hypotheses. Simulation studies show that the CLRTs are valid and perform well even when the sample sizes are small. In addition, the tsPCD-PCD algorithm outperforms the PCD-PCD algorithm in recovering the local graph structures. We illustrate the algorithm by analyzing a time course gene expression data related to mouse T-cell activation.

Full work available at URL: https://arxiv.org/abs/1312.0390

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zbMATH Keywords

Bayesian networkcomposite likelihood ratio testgenetic networkPCD-PCD algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Probabilistic graphical models (62H22)

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• Learning local directed acyclic graphs based on multivariate time series data

Cited In (2)

• Consistent causal inference from time series with PC algorithm and its time-aware extension
• Learning local directed acyclic graphs based on multivariate time series data

Uses Software

• R
• GeneNet
• ebdbNet
• TETRAD

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