Network estimation in State Space Model with L1-regularization constraint

Biological networks have arisen as an attractive paradigm of genomic science ever since the introduction of large scale genomic technologies which carried the promise of elucidating the relationship in functional genomics. Microarray technologies coupled with appropriate mathematical or statistical models have made it possible to identify dynamic regulatory networks or to measure time course of the expression level of many genes simultaneously. However one of the few limitations fall on the high-dimensional nature of such data coupled with the fact that these gene expression data are known to include some hidden process. In that regards, we are concerned with deriving a method for inferring a sparse dynamic network in a high dimensional data setting. We assume that the observations are noisy measurements of gene expression in the form of mRNAs, whose dynamics can be described by some unknown or hidden process. We build an input-dependent linear state space model from these hidden states and demonstrate how an incorporated $L_{1}$ regularization constraint in an Expectation-Maximization (EM) algorithm can be used to reverse engineer transcriptional networks from gene expression profiling data. This corresponds to estimating the model interaction parameters. The proposed method is illustrated on time-course microarray data obtained from a well established T-cell data. At the optimum tuning parameters we found genes TRAF5, JUND, CDK4, CASP4, CD69, and C3X1 to have higher number of inwards directed connections and FYB, CCNA2, AKT1 and CASP8 to be genes with higher number of outwards directed connections. We recommend these genes to be object for further investigation. Caspase 4 is also found to activate the expression of JunD which in turn represses the cell cycle regulator CDC2.Comment: arXiv admin note: substantial text overlap with arXiv:1308.359

Foundational principles for large scale inference: Illustrations through correlation mining

When can reliable inference be drawn in the "Big Data" context? This paper presents a framework for answering this fundamental question in the context of correlation mining, with implications for general large scale inference. In large scale data applications like genomics, connectomics, and eco-informatics the dataset is often variable-rich but sample-starved: a regime where the number $n$ of acquired samples (statistical replicates) is far fewer than the number $p$ of observed variables (genes, neurons, voxels, or chemical constituents). Much of recent work has focused on understanding the computational complexity of proposed methods for "Big Data." Sample complexity however has received relatively less attention, especially in the setting when the sample size $n$ is fixed, and the dimension $p$ grows without bound. To address this gap, we develop a unified statistical framework that explicitly quantifies the sample complexity of various inferential tasks. Sampling regimes can be divided into several categories: 1) the classical asymptotic regime where the variable dimension is fixed and the sample size goes to infinity; 2) the mixed asymptotic regime where both variable dimension and sample size go to infinity at comparable rates; 3) the purely high dimensional asymptotic regime where the variable dimension goes to infinity and the sample size is fixed. Each regime has its niche but only the latter regime applies to exa-scale data dimension. We illustrate this high dimensional framework for the problem of correlation mining, where it is the matrix of pairwise and partial correlations among the variables that are of interest. We demonstrate various regimes of correlation mining based on the unifying perspective of high dimensional learning rates and sample complexity for different structured covariance models and different inference tasks