PenPC: A two-step approach to estimate the skeletons of high-dimensional directed acyclic graphs.
Journal Article (Journal Article)
Estimation of the skeleton of a directed acyclic graph (DAG) is of great importance for understanding the underlying DAG and causal effects can be assessed from the skeleton when the DAG is not identifiable. We propose a novel method named PenPC to estimate the skeleton of a high-dimensional DAG by a two-step approach. We first estimate the nonzero entries of a concentration matrix using penalized regression, and then fix the difference between the concentration matrix and the skeleton by evaluating a set of conditional independence hypotheses. For high-dimensional problems where the number of vertices p is in polynomial or exponential scale of sample size n, we study the asymptotic property of PenPC on two types of graphs: traditional random graphs where all the vertices have the same expected number of neighbors, and scale-free graphs where a few vertices may have a large number of neighbors. As illustrated by extensive simulations and applications on gene expression data of cancer patients, PenPC has higher sensitivity and specificity than the state-of-the-art method, the PC-stable algorithm.
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Duke Authors
Cited Authors
- Ha, MJ; Sun, W; Xie, J
Published Date
- March 2016
Published In
Volume / Issue
- 72 / 1
Start / End Page
- 146 - 155
PubMed ID
- 26406114
Pubmed Central ID
- PMC4808501
Electronic International Standard Serial Number (EISSN)
- 1541-0420
Digital Object Identifier (DOI)
- 10.1111/biom.12415
Language
- eng
Conference Location
- United States