vix.ing · top · new · best · stats · spec

A Data Driven Bayesian Graphical Ridge Estimator

2022/10/28 by J. Smith, Smith, J., ‎M‎ohammad Arashi +3
Biochemistry, Genetics and Molecular Biology · Mathematics · #FOS: Computer and information sciences #Gene expression and cancer classification #Genetic and phenotypic traits in livestock #Methodology (stat.ME) #Statistical Methods and Inference

paper · pdf · doi:10.48550/arxiv.2210.16290

openalex publication_date 2022/10/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the ℓ2 penalty enjoys a smaller computational footprint in GGM estimation, whilst the ℓ1 penalty encourages sparsity in the estimand. The Bayesian adaptive graphical lasso prior is used as a departure point in the formulation of a computationally efficient graphical ridge-type prior for events where accurate associations are prioritised over sparse representations. A novel block Gibbs sampler for simulating precision matrices is constructed using a ridge-type penalisation. The Bayesian graphical ridge-type prior is extended to a Bayesian adaptive graphical ridge-type prior. Synthetic experiments indicate that the graphical ridge-type estimators enjoy computational efficiency, in moderate dimensions, and numerical performance, for relatively non-sparse precision matrices, when compared to their lasso counterparts. The adaptive graphical ridge-type estimator is applied to cell signaling data to infer key associations between phosphorylated proteins in human T cell signalling. All computational workloads are carried out using the baygel R package.

Related