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Main Authors: Zeng, Zijian, Li, Meng, Vannucci, Marina
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2409.17404
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author Zeng, Zijian
Li, Meng
Vannucci, Marina
author_facet Zeng, Zijian
Li, Meng
Vannucci, Marina
contents Covariate-dependent graph learning has gained increasing interest in the graphical modeling literature for the analysis of heterogeneous data. This task, however, poses challenges to modeling, computational efficiency, and interpretability. The parameter of interest can be naturally represented as a three-dimensional array with elements that can be grouped according to two directions, corresponding to node level and covariate level, respectively. In this article, we propose a novel dual group spike-and-slab prior that enables multi-level selection at covariate-level and node-level, as well as individual (local) level sparsity. We introduce a nested strategy with specific choices to address distinct challenges posed by the various grouping directions. For posterior inference, we develop a tuning-free Gibbs sampler for all parameters, which mitigates the difficulties of parameter tuning often encountered in high-dimensional graphical models and facilitates routine implementation. Through simulation studies, we demonstrate that the proposed model outperforms existing methods in its accuracy of graph recovery. We show the practical utility of our model via an application to microbiome data where we seek to better understand the interactions among microbes as well as how these are affected by relevant covariates.
format Preprint
id arxiv_https___arxiv_org_abs_2409_17404
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Bayesian Covariate-Dependent Graph Learning with a Dual Group Spike-and-Slab Prior
Zeng, Zijian
Li, Meng
Vannucci, Marina
Methodology
Covariate-dependent graph learning has gained increasing interest in the graphical modeling literature for the analysis of heterogeneous data. This task, however, poses challenges to modeling, computational efficiency, and interpretability. The parameter of interest can be naturally represented as a three-dimensional array with elements that can be grouped according to two directions, corresponding to node level and covariate level, respectively. In this article, we propose a novel dual group spike-and-slab prior that enables multi-level selection at covariate-level and node-level, as well as individual (local) level sparsity. We introduce a nested strategy with specific choices to address distinct challenges posed by the various grouping directions. For posterior inference, we develop a tuning-free Gibbs sampler for all parameters, which mitigates the difficulties of parameter tuning often encountered in high-dimensional graphical models and facilitates routine implementation. Through simulation studies, we demonstrate that the proposed model outperforms existing methods in its accuracy of graph recovery. We show the practical utility of our model via an application to microbiome data where we seek to better understand the interactions among microbes as well as how these are affected by relevant covariates.
title Bayesian Covariate-Dependent Graph Learning with a Dual Group Spike-and-Slab Prior
topic Methodology
url https://arxiv.org/abs/2409.17404