Structural Pursuit Over Multiple Undirected Graphs

Yunzhang Zhu, Xiaotong Shen, Wei Pan

Research output: Contribution to journalArticle

28 Scopus citations

Abstract

Gaussian graphical models are useful to analyze and visualize conditional dependence relationships between interacting units. Motivated from network analysis under different experimental conditions, such as gene networks for disparate cancer subtypes, we model structural changes over multiple networks with possible heterogeneities. In particular, we estimate multiple precision matrices describing dependencies among interacting units through maximum penalized likelihood. Of particular interest are homogeneous groups of similar entries across and zero-entries of these matrices, referred to as clustering and sparseness structures, respectively. A nonconvex method is proposed to seek a sparse representation for each matrix and identify clusters of the entries across the matrices. Computationally, we develop an efficient method on the basis of difference convex programming, the augmented Lagrangian method and the blockwise coordinate descent method, which is scalable to hundreds of graphs of thousands nodes through a simple necessary and sufficient partition rule, which divides nodes into smaller disjoint subproblems excluding zero-coefficients nodes for arbitrary graphs with convex relaxation. Theoretically, a finite-sample error bound is derived for the proposed method to reconstruct the clustering and sparseness structures. This leads to consistent reconstruction of these two structures simultaneously, permitting the number of unknown parameters to be exponential in the sample size, and yielding the optimal performance of the oracle estimator as if the true structures were given a priori. Simulation studies suggest that the method enjoys the benefit of pursuing these two disparate kinds of structures, and compares favorably against its convex counterpart in the accuracy of structure pursuit and parameter estimation.

Original languageEnglish (US)
Pages (from-to)1683-1696
Number of pages14
JournalJournal of the American Statistical Association
Volume109
Issue number508
DOIs
StatePublished - Oct 2 2014

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Keywords

  • Multiple networks
  • Nonconvex
  • Prediction
  • Signaling network inference
  • Simultaneous pursuit of sparseness and clustering

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