论文标题

软糖:一种在高维设置中估算功能差分图的方法

FuDGE: A Method to Estimate a Functional Differential Graph in a High-Dimensional Setting

论文作者

Zhao, Boxin, Wang, Y. Samuel, Kolar, Mladen

论文摘要

我们考虑了估计具有共享结构的两个无向功能图形模型之间差异的问题。在许多应用中,数据自然被视为随机函数的向量,而不是标量的向量。例如,脑电图(EEG)数据被更适当地处理为时间的功能。在这样的问题中,每个样品测量的功能数量不仅可以很大,而且每个函数本身都是无限维的对象,从而估计模型参数具有挑战性。通常仅在离散时间点观察到曲线的事实使这一事实更加复杂。我们首先定义了一个功能差分图,该图捕获了两个功能图形模型之间的差异,并在定义函数差异图时正式表征。然后,我们提出了一种方法,即Fudge,该方法直接估计功能差分图,而无需先估计每个单独的图。这在单个图密度但差分图稀疏的设置中尤其有益。我们表明,即使在完全观察到的函数路径的高维设置中,Fudge也能始终估算功能差异图。我们通过模拟研究说明了我们方法的有限样本特性。我们还提出了一种竞争方法,即联合功能图形拉索,该拉索将联合图形套索推广到功能设置。最后,我们将方法应用于脑电图数据,以发现一组酒精使用障碍和对照组之间功能性脑连接性的差异。

We consider the problem of estimating the difference between two undirected functional graphical models with shared structures. In many applications, data are naturally regarded as a vector of random functions rather than as a vector of scalars. For example, electroencephalography (EEG) data are treated more appropriately as functions of time. In such a problem, not only can the number of functions measured per sample be large, but each function is itself an infinite-dimensional object, making estimation of model parameters challenging. This is further complicated by the fact that curves are usually observed only at discrete time points. We first define a functional differential graph that captures the differences between two functional graphical models and formally characterize when the functional differential graph is well defined. We then propose a method, FuDGE, that directly estimates the functional differential graph without first estimating each individual graph. This is particularly beneficial in settings where the individual graphs are dense but the differential graph is sparse. We show that FuDGE consistently estimates the functional differential graph even in a high-dimensional setting for both fully observed and discretely observed function paths. We illustrate the finite sample properties of our method through simulation studies. We also propose a competing method, the Joint Functional Graphical Lasso, which generalizes the Joint Graphical Lasso to the functional setting. Finally, we apply our method to EEG data to uncover differences in functional brain connectivity between a group of individuals with alcohol use disorder and a control group.

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