Sparse Vector Autoregressive Modeling

There is much current interest in identifying the anatomical and functional circuits that are the basis of the brain's computations, with hope that functional neuroimaging techniques will allow the in vivo study of these neural processes through the statistical analysis of the time-series they produce. Ideally, the use of techniques such as multivariate autoregressive (MAR) modelling should allow the identification of effective connectivity by combining graphical modelling methods with the concept of Granger causality. Unfortunately, current time-series methods perform well only for the case that the length of the time-series Nt is much larger than p, the number of brain sites studied, which is exactly the reverse of the situation in neuroimaging for which relatively short time-series are measured over thousands of voxels. Methods are introduced for dealing with this situation by using sparse MAR models. These can be estimated in a two-stage process involving (i) penalized regression and (ii) pruning of unlikely connections by means of the local false discovery rate developed by Efron. Extensive simulations were performed with idealized cortical networks having small world topologies and stable dynamics. These show that the detection efficiency of connections of the proposed procedure is quite high. Application of the method to real data was illustrated by the identification of neural circuitry related to emotional processing as measured by BOLD.

Motivation: 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. Results: In this article, 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. Availability: The proposed truncating lasso method is implemented in the R-package ‘grangerTlasso’ and is freely available at http://www.stat.lsa.umich.edu/∼shojaie/ Contact: shojaie@umich.edu