An Expectation Conditional Maximization approach for Gaussian graphical models

A modeling framework for detecting and leveraging node-level information in Bayesian network inference

Bayesian graphical models are powerful tools to infer complex relationships in high dimension, yet are often fraught with computational and statistical challenges. If exploited in a principled way, the increasing information collected alongside the data of primary interest constitutes an opportunity to mitigate these difficulties by guiding the detection of dependence structures. For instance, gene network inference may be informed by the use of publicly available summary statistics on the regulation of genes by genetic variants. Here we present a novel Gaussian graphical modeling framework to identify and leverage information on the centrality of nodes in conditional independence graphs. Specifically, we consider a fully joint hierarchical model to simultaneously infer (i) sparse precision matrices and (ii) the relevance of node-level information for uncovering the sought-after network structure. We encode such information as candidate auxiliary variables using a spike-and-slab submodel on the propensity of nodes to be hubs, which allows hypothesis-free selection and interpretation of a sparse subset of relevant variables. As efficient exploration of large posterior spaces is needed for real-world applications, we develop a variational expectation conditional maximization algorithm that scales inference to hundreds of samples, nodes and auxiliary variables. We illustrate and exploit the advantages of our approach in simulations and in a gene network study which identifies hub genes involved in biological pathways relevant to immune-mediated diseases.

Regression‐based Bayesian estimation and structure learning for nonparanormal graphical models

A nonparanormal graphical model is a semiparametric generalization of a Gaussian graphical model for continuous variables in which it is assumed that the variables follow a Gaussian graphical model only after some unknown smooth monotone transformations. We consider a Bayesian approach to inference in a nonparanormal graphical model in which we put priors on the unknown transformations through a random series based on B‐splines. We use a regression formulation to construct the likelihood through the Cholesky decomposition on the underlying precision matrix of the transformed variables and put shrinkage priors on the regression coefficients. We apply a plug‐in variational Bayesian algorithm for learning the sparse precision matrix and compare the performance to a posterior Gibbs sampling scheme in a simulation study. We finally apply the proposed methods to a microarray dataset. The proposed methods have better performance as the dimension increases, and in particular, the variational Bayesian approach has the potential to speed up the estimation in the Bayesian nonparanormal graphical model without the Gaussianity assumption while retaining the information to construct the graph.

Latent Network Estimation and Variable Selection for Compositional Data Via Variational EM

Network estimation and variable selection have been extensively studied in the statistical literature, but only recently have those two challenges been addressed simultaneously. In this article, we seek to develop a novel method to simultaneously estimate network interactions and associations to relevant covariates for count data, and specifically for compositional data, which have a fixed sum constraint. We use a hierarchical Bayesian model with latent layers and employ spike-and-slab priors for both edge and covariate selection. For posterior inference, we develop a novel variational inference scheme with an expectation-maximization step, to enable efficient estimation. Through simulation studies, we demonstrate that the proposed model outperforms existing methods in its accuracy of network recovery. We show the practical utility of our model via an application to microbiome data. The human microbiome has been shown to contribute too many of the functions of the human body, and also to be linked with a number of diseases. In our application, we seek to better understand the interaction between microbes and relevant covariates, as well as the interaction of microbes with each other. We call our algorithm simultaneous inference for networks and covariates and provide a Python implementation, which is available online.

Using Bayesian Latent Gaussian Graphical Models to Infer Symptom Associations in Verbal Autopsies

Learning dependence relationships among variables of mixed types provides insights in a variety of scientific settings and is a well-studied problem in statistics. Existing methods, however, typically rely on copious, high quality data to accurately learn associations. In this paper, we develop a method for scientific settings where learning dependence structure is essential, but data are sparse and have a high fraction of missing values. Specifically, our work is motivated by survey-based cause of death assessments known as verbal autopsies (VAs). We propose a Bayesian approach to characterize dependence relationships using a latent Gaussian graphical model that incorporates informative priors on the marginal distributions of the variables. We demonstrate such information can improve estimation of the dependence structure, especially in settings with little training data. We show that our method can be integrated into existing probabilistic cause-of-death assignment algorithms and improves model performance while recovering dependence patterns between symptoms that can inform efficient questionnaire design in future data collection.

Bayesian modeling of multiple structural connectivity networks during the progression of Alzheimer's disease

Alzheimer's disease is the most common neurodegenerative disease. The aim of this study is to infer structural changes in brain connectivity resulting from disease progression using cortical thickness measurements from a cohort of participants who were either healthy control, or with mild cognitive impairment, or Alzheimer's disease patients. For this purpose, we develop a novel approach for inference of multiple networks with related edge values across groups. Specifically, we infer a Gaussian graphical model for each group within a joint framework, where we rely on Bayesian hierarchical priors to link the precision matrix entries across groups. Our proposal differs from existing approaches in that it flexibly learns which groups have the most similar edge values, and accounts for the strength of connection (rather than only edge presence or absence) when sharing information across groups. Our results identify key alterations in structural connectivity that may reflect disruptions to the healthy brain, such as decreased connectivity within the occipital lobe with increasing disease severity. We also illustrate the proposed method through simulations, where we demonstrate its performance in structure learning and precision matrix estimation with respect to alternative approaches.

Bayesian Joint Spike-and-Slab Graphical Lasso

In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and extend them to a continuous spike-and-slab framework to allow self-adaptive shrinkage and model selection simultaneously. We develop an EM algorithm that performs fast and dynamic explorations of posterior modes. Our approach selects sparse models efficiently and automatically with substantially smaller bias than would be induced by alternative regularization procedures. The performance of the proposed methods are demonstrated through simulation and two real data examples.