Graphical Model Selection for Gaussian Conditional Random Fields in the Presence of Latent Variables


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Date

2019

Publication Type

Journal Article

ETH Bibliography

no

Citations

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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. Supplementary materials for this article are available online.

Publication status

published

Editor

Book title

Volume

114 (526)

Pages / Article No.

723 - 734

Publisher

Taylor & Francis

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

ALSPAC; Conditional Markov random field; Genetics; Low-Rank plus Sparse; Metabolites; Model Selection; Multivariate analysis

Organisational unit

03789 - Maathuis, Marloes (ehemalig) / Maathuis, Marloes (former) check_circle

Notes

Funding

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