arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2008.06190stat.ME
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多重有向无环图的贝叶斯联合推理

Bayesian joint inference for multiple directed acyclic graphs

Kyoungjae Lee, Xuan Cao

摘要:

在许多应用程序中,数据通常来自可能共享相似特征的多个组。同时对多个组进行建模的联合估计方法可能比分别估计每个组中的参数更有效。本文基于有向无环图,研究了数据的依赖结构,提出了一种多图贝叶斯联合推理方法。为了鼓励所有组之间的相似依赖结构,采用马尔可夫随机场先验。我们建立了联合选择一致性的分数后验在高维,联合推理的好处下,共同支持的假设。这是多个有向无环图联合估计的第一个贝叶斯方法。所提出的方法的性能证明使用模拟研究,它表明,我们的联合推理优于其他竞争对手。我们将我们的方法应用于fMRI数据,同时推断多个脑功能网络。

英文摘要:

In many applications, data often arise from multiple groups that may share similar characteristics. A joint estimation method that models several groups simultaneously can be more efficient than estimating parameters in each group separately. We focus on unraveling the dependence structures of data based on directed acyclic graphs and propose a Bayesian joint inference method for multiple graphs. To encourage similar dependence structures across all groups, a Markov random field prior is adopted. We establish the joint selection consistency of the fractional posterior in high dimensions, and benefits of the joint inference are shown under the common support assumption. This is the first Bayesian method for joint estimation of multiple directed acyclic graphs. The performance of the proposed method is demonstrated using simulation studies, and it is shown that our joint inference outperforms other competitors. We apply our method to an fMRI data for simultaneously inferring multiple brain functional networks.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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