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Joint Mathematical seminar of Saint Petersburg State University and Peking University
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Differential Network Analysis via Lasso Penalized D-Trace Loss Ruibin Xi Peking University, Beijing |
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Abstract: Biological networks often change under different environmental and genetic conditions. In this paper, we model the network change as the difference of two precision matrices and propose a novel loss function called the D-trace loss, which allows us to directly estimate the precision matrix difference without attempting to estimate precision matrices. Under a new irrepresentability condition, we show that the D-trace loss function with the lasso penalty can give consistent estimators in high-dimensional settings if the difference network is sparse. A very efficient algorithm is developed based on the alternating direction method of multipliers to minimize the penalized loss function. Simulation studies and a real data analysis show that the proposed method outperforms other methods. Language: English |
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