Results 1  10
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27
Sparse graphical models for exploring gene expression data
 Journal of Multivariate Analysis
, 2004
"... DMS0112069. Any opinions, findings, and conclusions or recommendations expressed in this material are ..."
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Cited by 133 (22 self)
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DMS0112069. Any opinions, findings, and conclusions or recommendations expressed in this material are
Exact bayesian structure learning from uncertain interventions
 AI & Statistics, In
, 2007
"... We show how to apply the dynamic programming algorithm of Koivisto and Sood [KS04, Koi06], which computes the exact posterior marginal edge probabilities p(Gij = 1D) of a DAG G given data D, to the case where the data is obtained by interventions (experiments). In particular, we consider the case w ..."
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Cited by 27 (5 self)
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We show how to apply the dynamic programming algorithm of Koivisto and Sood [KS04, Koi06], which computes the exact posterior marginal edge probabilities p(Gij = 1D) of a DAG G given data D, to the case where the data is obtained by interventions (experiments). In particular, we consider the case where the targets of the interventions are a priori unknown. We show that it is possible to learn the targets of intervention at the same time as learning the causal structure. We apply our exact technique to a biological data set that had previously been analyzed using MCMC [SPP + 05, EW06, WGH06]. 1
Probabilistic discovery of overlapping cellular processes and their regulation
 J Comput Biol
, 2004
"... Many of the functions carried out by a living cell are regulated at the transcriptional level, to ensure that genes are expressed when they are needed. Thus, to understand biological processes, it is thus necessary to understand the cell’s transcriptional network. In this paper, we propose a novel p ..."
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Cited by 20 (1 self)
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Many of the functions carried out by a living cell are regulated at the transcriptional level, to ensure that genes are expressed when they are needed. Thus, to understand biological processes, it is thus necessary to understand the cell’s transcriptional network. In this paper, we propose a novel probabilistic model of gene regulation for the task of identifying overlapping biological processes and the regulatory mechanism controlling their activation. A key feature of our approach is that we allow genes to participate in multiple processes, thus providing a more biologically plausible model for the process of gene regulation. We present an algorithm to learn this model automatically from data, using only genomewide measurements of gene expression as input. We compare our results to those obtained by other approaches, and show significant benefits can be gained by modeling both the organization of genes into overlapping cellular processes and the regulatory programs of these processes. Moreover, our method successfully grouped genes known to function together, recovered many regulatory relationships that are known in the literature, and suggested novel hypotheses regarding the regulatory role of previously uncharacterized proteins.
Understanding the use of unlabelled data in predictive modelling
 Statistical Science
, 2006
"... The incorporation of unlabelled data in statistical machine learning methods for prediction, including regression and classification, has demonstrated the potential for improved accuracy in prediction in a number of recent examples. The statistical basis for this semisupervised analysis does not, h ..."
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Cited by 19 (10 self)
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The incorporation of unlabelled data in statistical machine learning methods for prediction, including regression and classification, has demonstrated the potential for improved accuracy in prediction in a number of recent examples. The statistical basis for this semisupervised analysis does not, however, appear to have been well delineated in the literature to date. Nor, perhaps, are statisticians as fully engaged in the vigourous research in this area of machine learning as might be desired. Much of the theoretical work in the literature has focused, for example, on geometric and structural properties of the unlabeled data in the context of particular algorithms, rather than probabilistic and statistical questions. This paper overviews the fundamental statistical foundations for predictive modelling and the general questions associated with unlabelled data, highlighting the relevance of venerable concepts of sampling design and prior specification. This theory, illustrated with a series of simple but central examples, shows precisely when, why and how unlabelled data matter.
Shotgun stochastic search for “large p” regression
 Journal of the American Statistical Association
, 2007
"... Model search in regression with very large numbers of candidate predictors raises challenges for both model specification and computation, and standard approaches such as Markov chain Monte Carlo (MCMC) and stepwise methods are often infeasible or ineffective. We describe a novel shotgun stochastic ..."
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Cited by 18 (3 self)
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Model search in regression with very large numbers of candidate predictors raises challenges for both model specification and computation, and standard approaches such as Markov chain Monte Carlo (MCMC) and stepwise methods are often infeasible or ineffective. We describe a novel shotgun stochastic search (SSS) approach that explores “interesting” regions of the resulting, very highdimensional model spaces to quickly identify regions of high posterior probability over models. We describe algorithmic and modeling aspects, priors over the model space that induce sparsity and parsimony over and above the traditional dimension penalization implicit in Bayesian and likelihood analyses, and parallel computation using cluster computers. We discuss an example from gene expression cancer genomics, comparisons with MCMC and other methods, and theoretical and simulationbased aspects of performance characteristics in largescale regression model search. We also provide software implementing the methods.
Structural Learning of Dynamic Bayesian Networks in Speech Recognition
, 2001
"... this paper, X i denotes a continuous or discrete random variable. Values of the random variable will be indicated by lower case letters as in x i . For a discrete variable that takes r values, x i denote a speci c assignment for 1 k r. A set of variables is denoted in boldface letters X = fX 1 ; ..."
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Cited by 8 (4 self)
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this paper, X i denotes a continuous or discrete random variable. Values of the random variable will be indicated by lower case letters as in x i . For a discrete variable that takes r values, x i denote a speci c assignment for 1 k r. A set of variables is denoted in boldface letters X = fX 1 ; : : : ; Xn g
Compatible Prior Distributions for DAG models
, 2002
"... The application of certain Bayesian techniques, such as the Bayes factor and model averaging, requires the specification of prior distributions on the parameters of alternative models. We propose a new method for constructing compatible priors on the parameters of models nested in a given DAG (Direc ..."
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Cited by 7 (2 self)
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The application of certain Bayesian techniques, such as the Bayes factor and model averaging, requires the specification of prior distributions on the parameters of alternative models. We propose a new method for constructing compatible priors on the parameters of models nested in a given DAG (Directed Acyclic Graph) model, using a conditioning approach. We define a class of parameterisations consistent with the modular structure of the DAG and derive a procedure, invariant within this class, which we name reference conditioning.
Bayesian covariance matrix estimation using a mixture of decomposable graphical models. Unpublished manuscript
, 2005
"... Summary. Estimating a covariance matrix efficiently and discovering its structure are important statistical problems with applications in many fields. This article takes a Bayesian approach to estimate the covariance matrix of Gaussian data. We use ideas from Gaussian graphical models and model sele ..."
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Cited by 6 (2 self)
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Summary. Estimating a covariance matrix efficiently and discovering its structure are important statistical problems with applications in many fields. This article takes a Bayesian approach to estimate the covariance matrix of Gaussian data. We use ideas from Gaussian graphical models and model selection to construct a prior for the covariance matrix that is a mixture over all decomposable graphs, where a graph means the configuration of nonzero offdiagonal elements in the inverse of the covariance matrix. Our prior for the covariance matrix is such that the probability of each graph size is specified by the user and graphs of equal size are assigned equal probability. Most previous approaches assume that all graphs are equally probable. We give empirical results that show the prior that assigns equal probability over graph sizes outperforms the prior that assigns equal probability over all graphs, both in identifying the correct decomposable graph and in more efficiently estimating the covariance matrix. The advantage is greatest when the number of observations is small relative to the dimension of the covariance matrix. Our method requires the number of decomposable graphs for each graph size. We show how to estimate these numbers using simulation and that the simulation results agree with analytic results when such results are known. We also show how
Summarising contextual activity and detecting unusual inactivity in a supportive home environment
 PATTERN ANALYSIS APPLICATION
, 2004
"... Interpretation of human activity and the detection of associated events are eased if appropriate models of context are available. A method is presented for automatically learning a contextspecific spatial model in terms of semantic regions, specifically inactivity zones and entry zones. Maximium a ..."
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Cited by 6 (0 self)
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Interpretation of human activity and the detection of associated events are eased if appropriate models of context are available. A method is presented for automatically learning a contextspecific spatial model in terms of semantic regions, specifically inactivity zones and entry zones. Maximium a posteriori estimation of Gaussian mixtures is used in conjunction with minumum description length for selection of the number of mixture components. Learning is performed using EM algorithms to maximise penalised likelihood functions that incorporate prior knowledge of the size and shape of the semantic regions. This encourages a onetoone correspondence between the Gaussian mixture components and the regions. The resulting contextual model enables humanreadable summaries of activity to be produced and unusual inactivity to be detected. Results are presented using overhead camera sequences tracked using a particle filter. The method is developed and described within the context of supportive home environments which have as their aim the extension of independent, quality living for older people.
Bayesian covariance selection
 ISDS Discussion Paper
, 2004
"... We present a novel structural learning method called HdBCS that performs covariance selection in a Bayesian framework for datasets with tens of thousands of variables. HdBCS is based on the intrinsic connection between graphical models on undirected graphs and graphical models on directed acyclic gr ..."
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Cited by 4 (1 self)
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We present a novel structural learning method called HdBCS that performs covariance selection in a Bayesian framework for datasets with tens of thousands of variables. HdBCS is based on the intrinsic connection between graphical models on undirected graphs and graphical models on directed acyclic graphs (Bayesian networks). We show how to produce and explore the corresponding association networks by Bayesian model averaging across the models identified. We illustrate the use of HdBCS with an example from a largescale gene expression study of breast cancer.