Discovering Graphical Granger Causality Using the Truncating Lasso Penalty

Components of biological systems interact with each other in order to carry out vital cell functions. Such information can be used to improve estimation and inference, and to obtain better insights into the underlying cellular mechanisms. Discovering regulatory interactions among genes is therefore an important problem in systems biology. Whole-genome expression data over time provides an opportunity to determine how the expression levels of genes are affected by changes in transcription levels of other genes, and can therefore be used to discover regulatory interactions among genes. In this paper, we propose a novel penalization method, called truncating lasso, for estimation of causal relationships from time-course gene expression data. The proposed penalty can correctly determine the order of the underlying time series, and improves the performance of the lasso-type estimators. Moreover, the resulting estimate provides information on the time lag between activation of transcription factors and their effects on regulated genes. We provide an efficient algorithm for estimation of model parameters, and show that the proposed method can consistently discover causal relationships in the large $p$, small $n$ setting. The performance of the proposed model is evaluated favorably in simulated, as well as real, data examples. The proposed truncating lasso method is implemented in the R-package grangerTlasso and is available at http://www.stat.lsa.umich.edu/~shojaie.Comment: 12 pages, 4 figures, 1 tabl

Optimal experiment design in a filtering context with application to sampled network data

We examine the problem of optimal design in the context of filtering multiple random walks. Specifically, we define the steady state E-optimal design criterion and show that the underlying optimization problem leads to a second order cone program. The developed methodology is applied to tracking network flow volumes using sampled data, where the design variable corresponds to controlling the sampling rate. The optimal design is numerically compared to a myopic and a naive strategy. Finally, we relate our work to the general problem of steady state optimal design for state space models.Comment: Published in at http://dx.doi.org/10.1214/09-AOAS283 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org