Jewson, Jack;
Li, Li;
Battaglia, Laura;
Hansen, Stephen;
Rossell, David;
Zwiernik, Piotr;
(2024)
Graphical model inference with external network data.
Biometrics
, 80
(4)
, Article ujae151. 10.1093/biomtc/ujae151.
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Abstract
A frequent challenge when using graphical models in practice is that the sample size is limited relative to the number of parameters. They also become hard to interpret when the number of variables p gets large. We consider applications where one has external data, in the form of networks between variables, that can improve inference and help interpret the fitted model. An example of interest regards the interplay between social media and the co-evolution of the COVID-19 pandemic across USA counties. We develop a spike-and-slab prior framework that depicts how partial correlations depend on the networks, by regressing the edge probabilities, average partial correlations, and their variance on the networks. The goal is to detect when the network data relates to the graphical model and, if so, explain how. We develop computational schemes and software in R and probabilistic programming languages. Our applications show that incorporating network data can improve interpretation, statistical accuracy, and out-of-sample prediction.
| Type: | Article |
|---|---|
| Title: | Graphical model inference with external network data |
| Location: | England |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1093/biomtc/ujae151 |
| Publisher version: | https://doi.org/10.1093/biomtc/ujae151 |
| Language: | English |
| Additional information: | Copyright © The Author(s) 2024. Published by Oxford University Press on behalf of The International Biometric Society. This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0/), which permits unrestricted reuse, distribution, and reproduction in any medium, provided the original work is properly cited. |
| Keywords: | Bayesian inference, data integration, graphical model, network data, spike-and-slab |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL SLASH UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS UCL > Provost and Vice Provost Offices > UCL SLASH > Faculty of S&HS > Dept of Economics |
| URI: | https://discovery-pp.ucl.ac.uk/id/eprint/10202646 |
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