2019/10/18 by Batiste Le Bars, Bars, Batiste Le, Pierre Humbert +5
Biochemistry, Genetics and Molecular Biology · Computer Science · #Bayesian Modeling and Causal Inference #Bioinformatics and Genomic Networks #FOS: Computer and information sciences #FOS: Physical sciences #Gene Regulatory Network Analysis #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistical Mechanics (cond-mat.stat-mech)
paper · pdf · doi:10.48550/arxiv.1910.08512
openalex publication_date 2019/10/18 · openalex created_date 2022/10/01 · openalex updated_date 2026/08/04
This work focuses on the estimation of multiple change-points in a time-varying Ising model that evolves piece-wise constantly. The aim is to identify both the moments at which significant changes occur in the Ising model, as well as the underlying graph structures. For this purpose, we propose to estimate the neighborhood of each node by maximizing a penalized version of its conditional log-likelihood. The objective of the penalization is twofold: it imposes sparsity in the learned graphs and, thanks to a fused-type penalty, it also enforces them to evolve piece-wise constantly. Using few assumptions, we provide two change-points consistency theorems. Those are the first in the context of unknown number of change-points detection in time-varying Ising model. Finally, experimental results on several synthetic datasets and a real-world dataset demonstrate the performance of our method.