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...

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Autores principales: Vincent Guillemot, Andreas Bender, Anne-Laure Boulesteix
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Publicado: Public Library of Science (PLoS) 2013
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Acceso en línea:https://doaj.org/article/a0eb6a87f8a6470f890a0844907b465d
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spelling oai:doaj.org-article:a0eb6a87f8a6470f890a0844907b465d2021-11-18T07:49:47ZIterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.1932-620310.1371/journal.pone.0060536https://doaj.org/article/a0eb6a87f8a6470f890a0844907b465d2013-01-01T00:00:00Zhttps://www.ncbi.nlm.nih.gov/pmc/articles/pmid/23593235/?tool=EBIhttps://doaj.org/toc/1932-6203In 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.Vincent GuillemotAndreas BenderAnne-Laure BoulesteixPublic Library of Science (PLoS)articleMedicineRScienceQENPLoS ONE, Vol 8, Iss 4, p e60536 (2013)
institution DOAJ
collection DOAJ
language EN
topic Medicine
R
Science
Q
spellingShingle Medicine
R
Science
Q
Vincent Guillemot
Andreas Bender
Anne-Laure Boulesteix
Iterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.
description 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.
format article
author Vincent Guillemot
Andreas Bender
Anne-Laure Boulesteix
author_facet Vincent Guillemot
Andreas Bender
Anne-Laure Boulesteix
author_sort Vincent Guillemot
title Iterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.
title_short Iterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.
title_full Iterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.
title_fullStr Iterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.
title_full_unstemmed Iterative reconstruction of high-dimensional Gaussian Graphical Models based on a new method to estimate partial correlations under constraints.
title_sort iterative reconstruction of high-dimensional gaussian graphical models based on a new method to estimate partial correlations under constraints.
publisher Public Library of Science (PLoS)
publishDate 2013
url https://doaj.org/article/a0eb6a87f8a6470f890a0844907b465d
work_keys_str_mv AT vincentguillemot iterativereconstructionofhighdimensionalgaussiangraphicalmodelsbasedonanewmethodtoestimatepartialcorrelationsunderconstraints
AT andreasbender iterativereconstructionofhighdimensionalgaussiangraphicalmodelsbasedonanewmethodtoestimatepartialcorrelationsunderconstraints
AT annelaureboulesteix iterativereconstructionofhighdimensionalgaussiangraphicalmodelsbasedonanewmethodtoestimatepartialcorrelationsunderconstraints
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