Dataset Information

Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model.

ABSTRACT: A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As a consequence, a confidence interval can be obtained for each edge. The procedure enjoys easy implementation and efficient computation through parallel estimation on subgraphs or edges. We further apply the asymptotic normality result to perform support recovery through edge-wise adaptive thresholding. This support recovery procedure is called ANTAC, standing for Asymptotically Normal estimation with Thresholding after Adjusting Covariates. ANTAC outperforms other methodologies in the literature in a range of simulation studies. We apply ANTAC to identify gene-gene interactions using an eQTL dataset. Our result achieves better interpretability and accuracy in comparison with CAMPE.

SUBMITTER: Chen M

PROVIDER: S-EPMC4974017 | biostudies-literature | 2016 Mar

REPOSITORIES: biostudies-literature

ACCESS DATA

Publications

Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model.

Chen Mengjie M Ren Zhao Z Zhao Hongyu H Zhou Harrison H

Journal of the American Statistical Association 20160301 513

A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As a consequence, a confidence interval can be obtained for each edge. The procedure enjoys easy implementation and efficient computation through parallel estimation on subgraphs or edges. We further apply the asymptotic normality result to perform support recovery through edge-wise adaptive thresholding. This support re ...[more]

PMID: 27499564

Similar Datasets

Project description:BackgroundGraphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exceeds the number of samples is the estimation of the matrix of partial correlations. Since the (Moore-Penrose) inverse of the sample covariance matrix leads to poor estimates in this scenario, standard methods are inappropriate and adequate regularization techniques are needed. Popular approaches include biased estimates of the covariance matrix and high-dimensional regression schemes, such as the Lasso and Partial Least Squares.ResultsIn this article, we investigate a general framework for combining regularized regression methods with the estimation of Graphical Gaussian models. This framework includes various existing methods as well as two new approaches based on ridge regression and adaptive lasso, respectively. These methods are extensively compared both qualitatively and quantitatively within a simulation study and through an application to six diverse real data sets. In addition, all proposed algorithms are implemented in the R package "parcor", available from the R repository CRAN.ConclusionIn our simulation studies, the investigated non-sparse regression methods, i.e. Ridge Regression and Partial Least Squares, exhibit rather conservative behavior when combined with (local) false discovery rate multiple testing in order to decide whether or not an edge is present in the network. For networks with higher densities, the difference in performance of the methods decreases. For sparse networks, we confirm the Lasso's well known tendency towards selecting too many edges, whereas the two-stage adaptive Lasso is an interesting alternative that provides sparser solutions. In our simulations, both sparse and non-sparse methods are able to reconstruct networks with cluster structures. On six real data sets, we also clearly distinguish the results obtained using the non-sparse methods and those obtained using the sparse methods where specification of the regularization parameter automatically means model selection. In five out of six data sets, Partial Least Squares selects very dense networks. Furthermore, for data that violate the assumption of uncorrelated observations (due to replications), the Lasso and the adaptive Lasso yield very complex structures, indicating that they might not be suited under these conditions. The shrinkage approach is more stable than the regression based approaches when using subsampling.

Dataset Information

Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model.

Publications

Asymptotically Normal and Efficient Estimation of Covariate-Adjusted Gaussian Graphical Model.

Similar Datasets

OmicsDI is part of the ELIXIR infrastructure

Tweets