On Nonregularized Estimation of Psychological Networks.

An important goal for psychological science is developing methods to characterize relationships between variables. Customary approaches use structural equation models to connect latent factors to a number of observed measurements, or test causal hypotheses between observed variables. More recently, regularized partial correlation networks have been proposed as an alternative approach for characterizing relationships among variables through off-diagonal elements in the precision matrix. While the graphical Lasso (glasso) has emerged as the default network estimation method, it was optimized in fields outside of psychology with very different needs, such as high dimensional data where the number of variables (p) exceeds the number of observations (n). In this article, we describe the glasso method in the context of the fields where it was developed, and then we demonstrate that the advantages of regularization diminish in settings where psychological networks are often fitted ( p≪n ). We first show that improved properties of the precision matrix, such as eigenvalue estimation, and predictive accuracy with cross-validation are not always appreciable. We then introduce nonregularized methods based on multiple regression and a nonparametric bootstrap strategy, after which we characterize performance with extensive simulations. Our results demonstrate that the nonregularized methods can be used to reduce the false-positive rate, compared to glasso, and they appear to provide consistent performance across sparsity levels, sample composition (p/n), and partial correlation size. We end by reviewing recent findings in the statistics literature that suggest alternative methods often have superior performance than glasso, as well as suggesting areas for future research in psychology. The nonregularized methods have been implemented in the R package GGMnonreg

Bethe Projections for Non-Local Inference

Many inference problems in structured prediction are naturally solved by augmenting a tractable dependency structure with complex, non-local auxiliary objectives. This includes the mean field family of variational inference algorithms, soft- or hard-constrained inference using Lagrangian relaxation or linear programming, collective graphical models, and forms of semi-supervised learning such as posterior regularization. We present a method to discriminatively learn broad families of inference objectives, capturing powerful non-local statistics of the latent variables, while maintaining tractable and provably fast inference using non-Euclidean projected gradient descent with a distance-generating function given by the Bethe entropy. We demonstrate the performance and flexibility of our method by (1) extracting structured citations from research papers by learning soft global constraints, (2) achieving state-of-the-art results on a widely-used handwriting recognition task using a novel learned non-convex inference procedure, and (3) providing a fast and highly scalable algorithm for the challenging problem of inference in a collective graphical model applied to bird migration.Comment: minor bug fix to appendix. appeared in UAI 201

mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data

We present the R-package mgm for the estimation of k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type, since data sets consisting of mixed types of variables (continuous, count, categorical) are ubiquitous. In addition, we allow to relax the stationarity assumption of both models by introducing time-varying versions MGMs and mVAR models based on a kernel weighting approach. Time-varying models offer a rich description of temporally evolving systems and allow to identify external influences on the model structure such as the impact of interventions. We provide the background of all implemented methods and provide fully reproducible examples that illustrate how to use the package