Graphical model selection for Gaussian conditional random fields in the presence of latent variables

DOI10.1080/01621459.2018.1434531zbMATH Open1420.62244arXiv1512.06412OpenAlexW2785368249WikidataQ57202042 ScholiaQ57202042MaRDI QIDQ5231501FDOQ5231501

Authors: Benjamin Frot, Luke Jostins, Gilean McVean 

Publication date: 27 August 2019

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Abstract: We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random field into the sum of a sparse and a low-rank matrix. We derive convergence bounds for this estimator and show that it is well-behaved in the high-dimensional regime as well as "sparsistent" (i.e. capable of recovering the graph structure). We then show how proximal gradient algorithms and semi-definite programming techniques can be employed to fit the model to thousands of variables. Through extensive simulations, we illustrate the conditions required for identifiability and show that there is a wide range of situations in which this model performs significantly better than its counterparts, for example, by accommodating more latent variables. Finally, the suggested method is applied to two datasets comprising individual level data on genetic variants and metabolites levels. We show our results replicate better than alternative approaches and show enriched biological signal.

Full work available at URL: https://arxiv.org/abs/1512.06412

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zbMATH Keywords

geneticsmodel selectionmultivariate analysisALSPACmetaboliteslow-rank plus sparseconditional Markov random field

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Estimation in multivariate analysis (62H12)

Cites Work

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Cited In (15)

• Structured regularization for conditional Gaussian graphical models
• Learning latent tree graphical models
• Rejoinder: Latent variable graphical model selection via convex optimization
• Learning latent variable Gaussian graphical model for biomolecular network with low sample complexity
• Bayesian Estimation of Gaussian Conditional Random Fields
• Robust Causal Structure Learning with Some Hidden Variables
• An Expectation Conditional Maximization Approach for Gaussian Graphical Models
• Bayesian graphical modeling for heterogeneous causal effects
• Bayesian learning in sparse graphical factor models via variational mean-field annealing
• Learning loopy graphical models with latent variables: efficient methods and guarantees
• Latent variable graphical model selection via convex optimization
• Structure learning of Bayesian networks with latent variables via sparse and low-rank decomposition
• Latent-variable Gaussian graphical model structure learning by GEMS algorithm
• Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection
• Graphical model selection with latent variables

Uses Software

• SDPT3
• glasso

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