Abstract
Graphical Gaussian models are popular tools for the estimation of (undirected) gene association networks from microarray data. A key issue when the number of variables greatly exceeds the number of samples is the estimation of the matrix of partial correlations. Since the (Moore-Penrose) inverse of the sample covariance matrix leads to poor estimates in this scenario, standard methods are inappropriate and adequate regularization techniques are needed. Popular approaches include biased estimates of the covariance matrix and high-dimensional regression schemes, such as the Lasso and Partial Least Squares.
In this article, we investigate a general framework for combining regularized regression methods with the estimation of Graphical Gaussian models. This framework includes various existing methods as well as two new approaches based on ridge regression and adaptive lasso, respectively. These methods are extensively compared both qualitatively and quantitatively within a simulation study and through an application to six diverse real data sets. In addition, all proposed algorithms are implemented in the R package "parcor", available from the R repository CRAN.
In our simulation studies, the investigated non-sparse regression methods, i.e. Ridge Regression and Partial Least Squares, exhibit rather conservative behavior when combined with (local) false discovery rate multiple testing in order to decide whether or not an edge is present in the network. We confirm the Lasso's well known tendency towards selecting too many edges, whereas the two-stage adaptive Lasso is an interesting alternative that provides sparser solutions. On six real data sets, we also clearly distinguish the results obtained using the non-sparse methods and those obtained using the sparse methods where specification of the regularization parameter automatically means model selection. Furthermore, for data that violates the assumption of uncorrelated observations (due to replications), the Lasso and the adaptive Lasso yield very complex structures, indicating that they might not be suited under these conditions.
Item Type: | Paper |
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EU Funded Grant Agreement Number: | 216886 |
EU Projects: | 7. Framework Programme (FP7) |
Form of publication: | Submitted Version |
Faculties: | Mathematics, Computer Science and Statistics > Statistics > Technical Reports |
Subjects: | 500 Science > 510 Mathematics |
URN: | urn:nbn:de:bvb:19-epub-10602-7 |
Language: | English |
Item ID: | 10602 |
Date Deposited: | 07. May 2009, 13:00 |
Last Modified: | 04. Nov 2020, 12:52 |