Iterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.

In the context of Gaussian Graphical Models (GGMs) with high-dimensional small sample data, we present a simple procedure, called PACOSE - standing for PArtial COrrelation SElection - to estimate partial correlations under the constraint that some of them are strictly zero. This method can also be e...

Descripción completa

Guardado en:
Detalles Bibliográficos
Autores principales: Vincent Guillemot, Andreas Bender, Anne-Laure Boulesteix
Formato: article
Lenguaje:EN
Publicado: Public Library of Science (PLoS) 2013
Materias:
R
Q
Acceso en línea:https://doaj.org/article/a0eb6a87f8a6470f890a0844907b465d
Etiquetas: Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
Descripción
Sumario:In the context of Gaussian Graphical Models (GGMs) with high-dimensional small sample data, we present a simple procedure, called PACOSE - standing for PArtial COrrelation SElection - to estimate partial correlations under the constraint that some of them are strictly zero. This method can also be extended to covariance selection. If the goal is to estimate a GGM, our new procedure can be applied to re-estimate the partial correlations after a first graph has been estimated in the hope to improve the estimation of non-zero coefficients. This iterated version of PACOSE is called iPACOSE. In a simulation study, we compare PACOSE to existing methods and show that the re-estimated partial correlation coefficients may be closer to the real values in important cases. Plus, we show on simulated and real data that iPACOSE shows very interesting properties with regards to sensitivity, positive predictive value and stability.