scholarly journals The ‘un-shrunk’ partial correlation in Gaussian graphical models

2021 ◽  
Vol 22 (1) ◽  
Author(s):  
Victor Bernal ◽  
Rainer Bischoff ◽  
Peter Horvatovich ◽  
Victor Guryev ◽  
Marco Grzegorczyk
Keyword(s):  
Graphical Models ◽  
Regulatory Networks ◽  
Partial Correlation ◽  
High Dimensional ◽  
Dimensional Problem ◽  
Gaussian Graphical Models ◽  
High Dimensional Problem ◽  
Non Linear ◽  
Partial Correlations ◽  
Molecular Profiles

Abstract Background In systems biology, it is important to reconstruct regulatory networks from quantitative molecular profiles. Gaussian graphical models (GGMs) are one of the most popular methods to this end. A GGM consists of nodes (representing the transcripts, metabolites or proteins) inter-connected by edges (reflecting their partial correlations). Learning the edges from quantitative molecular profiles is statistically challenging, as there are usually fewer samples than nodes (‘high dimensional problem’). Shrinkage methods address this issue by learning a regularized GGM. However, it remains open to study how the shrinkage affects the final result and its interpretation. Results We show that the shrinkage biases the partial correlation in a non-linear way. This bias does not only change the magnitudes of the partial correlations but also affects their order. Furthermore, it makes networks obtained from different experiments incomparable and hinders their biological interpretation. We propose a method, referred to as ‘un-shrinking’ the partial correlation, which corrects for this non-linear bias. Unlike traditional methods, which use a fixed shrinkage value, the new approach provides partial correlations that are closer to the actual (population) values and that are easier to interpret. This is demonstrated on two gene expression datasets from Escherichia coli and Mus musculus. Conclusions GGMs are popular undirected graphical models based on partial correlations. The application of GGMs to reconstruct regulatory networks is commonly performed using shrinkage to overcome the ‘high-dimensional problem’. Besides it advantages, we have identified that the shrinkage introduces a non-linear bias in the partial correlations. Ignoring this type of effects caused by the shrinkage can obscure the interpretation of the network, and impede the validation of earlier reported results.

scholarly journals The ‘Un-Shrunk’ Partial Correlation in Gaussian Graphical Models

2020 ◽  
Author(s):  
Victor Bernal ◽  
Rainer Bischoff ◽  
Peter Horvatovich ◽  
Victor Guryev ◽  
Marco Grzegorczyk
Keyword(s):  
Graphical Models ◽  
Regulatory Networks ◽  
Partial Correlation ◽  
High Dimensional ◽  
Dimensional Problem ◽  
Gaussian Graphical Models ◽  
High Dimensional Problem ◽  
Non Linear ◽  
Partial Correlations ◽  
Molecular Profiles

Abstract Background: In systems biology, it is important to reconstruct regulatory networks from quantitative molecular profiles. Gaussian graphical models (GGMs) are one of the most popular methods to this end. A GGM consists of nodes (representing the transcripts, metabolites or proteins) inter-connected by edges (reflecting their partial correlations). Learning the edges from quantitative molecular profiles is statistically challenging, as there are usually fewer samples than nodes (‘high dimensional problem’). Shrinkage methods address this issue by learning a regularized GGM. However, it is an open question how the shrinkage affects the final result and its interpretation.Results: We show that the shrinkage biases the partial correlation in a non-linear way. This bias does not only change the magnitudes of the partial correlations but also affects their order. Furthermore, it makes networks obtained from different experiments incomparable and hinders their biological interpretation. We propose a method, referred to as the ‘un-shrunk’ partial correlation, which corrects for this non-linear bias. Unlike traditional methods, which use a fixed shrinkage value, the new approach provides partial correlations that are closer to the actual (population) values and that are easier to interpret. We apply the ‘un-shrunk’ method to two gene expression datasets from Escherichia coli and Mus musculus.Conclusions: GGMs are popular undirected graphical models based on partial correlations. The application of GGMs to reconstruct regulatory networks is commonly performed using shrinkage to overcome the “high-dimensional” problem. Besides it advantages, we have identified that the shrinkage introduces a non-linear bias in the partial correlations. Ignoring this type of effects caused by the shrinkage can obscure the interpretation of the network, and impede the validation of earlier reported results.

scholarly journals A Partial Correlation Screening Approach for Controlling the False Positive Rate in Sparse Gaussian Graphical Models

2019 ◽  
Vol 9 (1) ◽  
Author(s):  
Ginette Lafit ◽  
Francis Tuerlinckx ◽  
Inez Myin-Germeys ◽  
Eva Ceulemans
Keyword(s):  
Graphical Models ◽  
False Positive ◽  
Partial Correlation ◽  
State Of The Art ◽  
False Positive Rate ◽  
False Positives ◽  
Gaussian Graphical Models ◽  
Undirected Network ◽  
Partial Correlations ◽  
Positive Rate

AbstractGaussian Graphical Models (GGMs) are extensively used in many research areas, such as genomics, proteomics, neuroimaging, and psychology, to study the partial correlation structure of a set of variables. This structure is visualized by drawing an undirected network, in which the variables constitute the nodes and the partial correlations the edges. In many applications, it makes sense to impose sparsity (i.e., some of the partial correlations are forced to zero) as sparsity is theoretically meaningful and/or because it improves the predictive accuracy of the fitted model. However, as we will show by means of extensive simulations, state-of-the-art estimation approaches for imposing sparsity on GGMs, such as the Graphical lasso, ℓ1 regularized nodewise regression, and joint sparse regression, fall short because they often yield too many false positives (i.e., partial correlations that are not properly set to zero). In this paper we present a new estimation approach that allows to control the false positive rate better. Our approach consists of two steps: First, we estimate an undirected network using one of the three state-of-the-art estimation approaches. Second, we try to detect the false positives, by flagging the partial correlations that are smaller in absolute value than a given threshold, which is determined through cross-validation; the flagged correlations are set to zero. Applying this new approach to the same simulated data, shows that it indeed performs better. We also illustrate our approach by using it to estimate (1) a gene regulatory network for breast cancer data, (2) a symptom network of patients with a diagnosis within the nonaffective psychotic spectrum and (3) a symptom network of patients with PTSD.

scholarly journals Exact hypothesis testing for shrinkage-based Gaussian graphical models

2019 ◽  
Vol 35 (23) ◽  
pp. 5011-5017 ◽  
Author(s):  
Victor Bernal ◽  
Rainer Bischoff ◽  
Victor Guryev ◽  
Marco Grzegorczyk ◽  
Peter Horvatovich
Keyword(s):  
Probability Density ◽  
Graphical Models ◽  
Regulatory Networks ◽  
Partial Correlation ◽  
Influenza Infection ◽  
Parametric Method ◽  
Synthetic Data ◽  
Supplementary Information ◽  
Type I ◽  
Gaussian Graphical Models

Abstract Motivation One of the main goals in systems biology is to learn molecular regulatory networks from quantitative profile data. In particular, Gaussian graphical models (GGMs) are widely used network models in bioinformatics where variables (e.g. transcripts, metabolites or proteins) are represented by nodes, and pairs of nodes are connected with an edge according to their partial correlation. Reconstructing a GGM from data is a challenging task when the sample size is smaller than the number of variables. The main problem consists in finding the inverse of the covariance estimator which is ill-conditioned in this case. Shrinkage-based covariance estimators are a popular approach, producing an invertible ‘shrunk’ covariance. However, a proper significance test for the ‘shrunk’ partial correlation (i.e. the GGM edges) is an open challenge as a probability density including the shrinkage is unknown. In this article, we present (i) a geometric reformulation of the shrinkage-based GGM, and (ii) a probability density that naturally includes the shrinkage parameter. Results Our results show that the inference using this new ‘shrunk’ probability density is as accurate as Monte Carlo estimation (an unbiased non-parametric method) for any shrinkage value, while being computationally more efficient. We show on synthetic data how the novel test for significance allows an accurate control of the Type I error and outperforms the network reconstruction obtained by the widely used R package GeneNet. This is further highlighted in two gene expression datasets from stress response in Eschericha coli, and the effect of influenza infection in Mus musculus. Availability and implementation https://github.com/V-Bernal/GGM-Shrinkage Supplementary information Supplementary data are available at Bioinformatics online.

scholarly journals A Stepwise Approach for High-Dimensional Gaussian Graphical Models

2021 ◽  
Vol 1 (2) ◽  
Author(s):  
Ruben Zamar ◽  
Marcelo Ruiz ◽  
Ginette Lafit ◽  
Javier Nogales
Keyword(s):  
Graphical Models ◽  
Partial Correlation ◽  
Pearson Correlation ◽  
Real Life ◽  
Correlation Coefficients ◽  
High Dimensional ◽  
Prediction Errors ◽  
Gaussian Graphical Models ◽  
Stepwise Approach ◽  
Linear Predictors

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of the Pearson correlation coefficients between the prediction errors of the nodes’ best linear predictors. We propose a novel stepwise algorithm for detecting pairs of conditionally dependent variables. We compare the proposed algorithm with existing methods including graphical lasso (Glasso), constrained `l1-minimization(CLIME) and equivalent partial correlation (EPC), via simulation studies and real life applications. In our simulation study we consider several model settings and report the results using different performance measures that look at desirable features of the recovered graph.

scholarly journals Bayesian Hypothesis Testing for Gaussian Graphical Models:Conditional Independence and Order Constraints

2019 ◽  
Author(s):  
Donald Ray Williams ◽  
Joris Mulder
Keyword(s):  
Graphical Models ◽  
Partial Correlation ◽  
R Package ◽  
The Novel ◽  
Gaussian Graphical Models ◽  
Conditional Dependence ◽  
Correlation Networks ◽  
The Social ◽  
Partial Correlations ◽  
Order Constraints

Gaussian graphical models (GGM; partial correlation networks) have become increasingly popular in the social and behavioral sciences for studying conditional (in)dependencies between variables. In this work, we introduce exploratory and confirmatory Bayesian tests for partial correlations. For the former, we first extend the customary GGM formulation that focuses on conditional dependence to also consider the null hypothesis of conditional independence for each partial correlation. Here a novel testing strategy is introduced that can provide evidence for a null, negative, or positive effect. We then introduce a test for hypotheses with order constraints on partial correlations. This allows for testing theoretical and clinical expectations in GGMs. The novel matrix$-F$ prior distribution is described that provides increased flexibility in specification compared to the Wishart prior. The methods are applied to PTSD symptoms. In several applications, we demonstrate how the exploratory and confirmatory approaches can work in tandem: hypotheses are formulated from an initial analysis and then tested in an independent dataset. The methodology is implemented in the R package BGGM.

scholarly journals Jewel: A Novel Method for Joint Estimation of Gaussian Graphical Models

Mathematics ◽  
2021 ◽  
Vol 9 (17) ◽  
pp. 2105
Author(s):  
Claudia Angelini ◽  
Daniela De De Canditiis ◽  
Anna Plaksienko
Keyword(s):  
Graphical Models ◽  
Regulatory Networks ◽  
Regularization Parameter ◽  
Estimation Method ◽  
Real Data ◽  
Penalized Regression ◽  
Joint Estimation ◽  
Gaussian Graphical Models ◽  
Lasso Penalty ◽  
Independence Structure

In this paper, we consider the problem of estimating multiple Gaussian Graphical Models from high-dimensional datasets. We assume that these datasets are sampled from different distributions with the same conditional independence structure, but not the same precision matrix. We propose jewel, a joint data estimation method that uses a node-wise penalized regression approach. In particular, jewel uses a group Lasso penalty to simultaneously guarantee the resulting adjacency matrix’s symmetry and the graphs’ joint learning. We solve the minimization problem using the group descend algorithm and propose two procedures for estimating the regularization parameter. Furthermore, we establish the estimator’s consistency property. Finally, we illustrate our estimator’s performance through simulated and real data examples on gene regulatory networks.

scholarly journals Bayesian Uncertainty Estimation for Gaussian Graphical Models and Centrality Indices

2021 ◽  
Author(s):  
Joran Jongerling ◽  
Sacha Epskamp ◽  
Donald Ray Williams
Keyword(s):  
Bayesian Estimation ◽  
Graphical Models ◽  
Estimation Methods ◽  
Centrality Measures ◽  
Gaussian Graphical Models ◽  
Graphical Lasso ◽  
Study Results ◽  
Partial Correlations ◽  
Good Coverage ◽  
Better Than

Gaussian Graphical Models (GGMs) are often estimated using regularized estimation and the graphical LASSO (GLASSO). However, the GLASSO has difficulty estimating(uncertainty in) centrality indices of nodes. Regularized Bayesian estimation might provide a solution, as it is better suited to deal with bias in the sampling distribution ofcentrality indices. This study therefore compares estimation of GGMs with a Bayesian GLASSO- and a Horseshoe prior to estimation using the frequentist GLASSO in an extensive simulation study. Results showed that out of the two Bayesian estimation methods, the Bayesian GLASSO performed best. In addition, the Bayesian GLASSOperformed better than the frequentist GLASSO with respect to bias in edge weights, centrality measures, correlation between estimated and true partial correlations, andspecificity. With respect to sensitivity the frequentist GLASSO performs better.However, sensitivity of the Bayesian GLASSO is close to that of the frequentist GLASSO (except for the smallest N used in the simulations) and tends to be favored over the frequentist GLASSO in terms of F1. With respect to uncertainty in the centrality measures, the Bayesian GLASSO shows good coverage for strength andcloseness centrality. Uncertainty in betweenness centrality is estimated less well, and typically overestimated by the Bayesian GLASSO.

Sign in / Sign up

Export Citation Format

Share Document