论文标题

数据驱动的贝叶斯图形脊估计器

A Data Driven Bayesian Graphical Ridge Estimator

论文作者

Smith, J., Arashi, M., Bekker, A.

论文摘要

在高斯图形模型(GGM)估计中,在科学文献中,贝叶斯方法优先考虑准确的关联(GGM)估计值相对较少。 $ \ ell_2 $罚款在GGM估计中享有较小的计算足迹,而$ \ ell_1 $罚款会鼓励估计中的稀疏性。贝叶斯自适应图形套索先验用作计算有效的图形岭型的出发点,因为事件优先于稀疏表示优先级的事件。一个新型的gibbs采样器,用于模拟精确矩阵,使用脊型惩罚构建。贝叶斯图形山脊型先验扩展到贝叶斯自适应图形脊型先验。合成实验表明,与其Lasso对应物相比,相对非Sparse Precision矩阵的图形脊型估计器以中等维度和数值性能具有计算效率。自适应图形脊型估计器用于细胞信号数据,以推断人T细胞信号中磷酸化蛋白之间的关键关联。所有计算工作负载均使用Baygel R软件包进行。

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the $\ell_2$ penalty enjoys a smaller computational footprint in GGM estimation, whilst the $\ell_1$ penalty encourages sparsity in the estimand. The Bayesian adaptive graphical lasso prior is used as a departure point in the formulation of a computationally efficient graphical ridge-type prior for events where accurate associations are prioritised over sparse representations. A novel block Gibbs sampler for simulating precision matrices is constructed using a ridge-type penalisation. The Bayesian graphical ridge-type prior is extended to a Bayesian adaptive graphical ridge-type prior. Synthetic experiments indicate that the graphical ridge-type estimators enjoy computational efficiency, in moderate dimensions, and numerical performance, for relatively non-sparse precision matrices, when compared to their lasso counterparts. The adaptive graphical ridge-type estimator is applied to cell signaling data to infer key associations between phosphorylated proteins in human T cell signalling. All computational workloads are carried out using the baygel R package.

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