A closed-form approach to Bayesian inference in tree-structured graphical models

We consider the inference of the structure of an undirected graphical model in an exact Bayesian framework. More specifically we aim at achieving the inference with close-form posteriors, avoiding any sampling step. This task would be intractable without any restriction on the considered graphs, so we limit our exploration to mixtures of spanning trees. We consider the inference of the structure of an undirected graphical model in a Bayesian framework. To avoid convergence issues and highly demanding Monte Carlo sampling, we focus on exact inference. More specifically we aim at achieving the inference with close-form posteriors, avoiding any sampling step. To this aim, we restrict the set of considered graphs to mixtures of spanning trees. We investigate under which conditions on the priors - on both tree structures and parameters - exact Bayesian inference can be achieved. Under these conditions, we derive a fast an exact algorithm to compute the posterior probability for an edge to belong to {the tree model} using an algebraic result called the Matrix-Tree theorem. We show that the assumption we have made does not prevent our approach to perform well on synthetic and flow cytometry data

Joint Structure Learning of Multiple Non-Exchangeable Networks

Several methods have recently been developed for joint structure learning of multiple (related) graphical models or networks. These methods treat individual networks as exchangeable, such that each pair of networks are equally encouraged to have similar structures. However, in many practical applications, exchangeability in this sense may not hold, as some pairs of networks may be more closely related than others, for example due to group and sub-group structure in the data. Here we present a novel Bayesian formulation that generalises joint structure learning beyond the exchangeable case. In addition to a general framework for joint learning, we (i) provide a novel default prior over the joint structure space that requires no user input; (ii) allow for latent networks; (iii) give an efficient, exact algorithm for the case of time series data and dynamic Bayesian networks. We present empirical results on non-exchangeable populations, including a real data example from biology, where cell-line-specific networks are related according to genomic features.Comment: To appear in Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics (AISTATS

Incomplete graphical model inference via latent tree aggregation

Graphical network inference is used in many fields such as genomics or ecology to infer the conditional independence structure between variables, from measurements of gene expression or species abundances for instance. In many practical cases, not all variables involved in the network have been observed, and the samples are actually drawn from a distribution where some variables have been marginalized out. This challenges the sparsity assumption commonly made in graphical model inference, since marginalization yields locally dense structures, even when the original network is sparse. We present a procedure for inferring Gaussian graphical models when some variables are unobserved, that accounts both for the influence of missing variables and the low density of the original network. Our model is based on the aggregation of spanning trees, and the estimation procedure on the Expectation-Maximization algorithm. We treat the graph structure and the unobserved nodes as missing variables and compute posterior probabilities of edge appearance. To provide a complete methodology, we also propose several model selection criteria to estimate the number of missing nodes. A simulation study and an illustration flow cytometry data reveal that our method has favorable edge detection properties compared to existing graph inference techniques. The methods are implemented in an R package