IDEAS home Printed from https://ideas.repec.org/a/bla/jorssc/v70y2021i5p1299-1322.html
   My bibliography  Save this article

Fused graphical lasso for brain networks with symmetries

Author

Listed:
  • Saverio Ranciati
  • Alberto Roverato
  • Alessandra Luati

Abstract

Neuroimaging is the growing area of neuroscience devoted to produce data with the goal of capturing processes and dynamics of the human brain. We consider the problem of inferring the brain connectivity network from time‐dependent functional magnetic resonance imaging (fMRI) scans. To this aim we propose the symmetric graphical lasso, a penalized likelihood method with a fused type penalty function that takes into explicit account the natural symmetrical structure of the brain. Symmetric graphical lasso allows one to learn simultaneously both the network structure and a set of symmetries across the two hemispheres. We implement an alternating directions method of multipliers algorithm to solve the corresponding convex optimization problem. Furthermore, we apply our methods to estimate the brain networks of two subjects, one healthy and one affected by mental disorder, and to compare them with respect to their symmetric structure. The method applies once the temporal dependence characterizing fMRI data have been accounted for and we compare the impact on the analysis of different detrending techniques on the estimated brain networks. Although we focus on brain networks, symmetric graphical lasso is a tool which can be more generally applied to learn multiple networks in a context of dependent samples.

Suggested Citation

  • Saverio Ranciati & Alberto Roverato & Alessandra Luati, 2021. "Fused graphical lasso for brain networks with symmetries," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(5), pages 1299-1322, November.
  • Handle: RePEc:bla:jorssc:v:70:y:2021:i:5:p:1299-1322
    DOI: 10.1111/rssc.12514
    as

    Download full text from publisher

    File URL: https://doi.org/10.1111/rssc.12514
    Download Restriction: no

    File URL: https://libkey.io/10.1111/rssc.12514?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Robert Tibshirani & Michael Saunders & Saharon Rosset & Ji Zhu & Keith Knight, 2005. "Sparsity and smoothness via the fused lasso," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 67(1), pages 91-108, February.
    2. Søren Højsgaard & Steffen L. Lauritzen, 2008. "Graphical Gaussian models with edge and vertex symmetries," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 70(5), pages 1005-1027, November.
    3. Harvey,Andrew C., 2013. "Dynamic Models for Volatility and Heavy Tails," Cambridge Books, Cambridge University Press, number 9781107630024, September.
    4. Andrew Harvey & Alessandra Luati, 2014. "Filtering With Heavy Tails," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(507), pages 1112-1122, September.
    5. Tommaso Proietti & Alessandra Luati, 2008. "Real Time Estimation in Local Polynomial Regression, with Application to Trend-Cycle Analysis," CEIS Research Paper 112, Tor Vergata University, CEIS, revised 14 Jul 2008.
    6. Patrick Danaher & Pei Wang & Daniela M. Witten, 2014. "The joint graphical lasso for inverse covariance estimation across multiple classes," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 76(2), pages 373-397, March.
    7. Dvir Aran & Roman Camarda & Justin Odegaard & Hyojung Paik & Boris Oskotsky & Gregor Krings & Andrei Goga & Marina Sirota & Atul J. Butte, 2017. "Comprehensive analysis of normal adjacent to tumor transcriptomes," Nature Communications, Nature, vol. 8(1), pages 1-14, December.
    8. Peter C St. John & Francis J Doyle III, 2015. "Quantifying Stochastic Noise in Cultured Circadian Reporter Cells," PLOS Computational Biology, Public Library of Science, vol. 11(11), pages 1-17, November.
    9. Drew Creal & Siem Jan Koopman & André Lucas, 2013. "Generalized Autoregressive Score Models With Applications," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 28(5), pages 777-795, August.
    10. Højsgaard, Søren & Lauritzen, Steffen L., 2007. "Inference in Graphical Gaussian Models with Edge and Vertex Symmetries with the gRc Package for R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 23(i06).
    11. Ming Yuan & Yi Lin, 2007. "Model selection and estimation in the Gaussian graphical model," Biometrika, Biometrika Trust, vol. 94(1), pages 19-35.
    12. H Massam & Q Li & X Gao, 2018. "Bayesian precision and covariance matrix estimation for graphical Gaussian models with edge and vertex symmetries," Biometrika, Biometrika Trust, vol. 105(2), pages 371-388.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Jie Jian & Peijun Sang & Mu Zhu, 2024. "Two Gaussian Regularization Methods for Time-Varying Networks," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 29(4), pages 853-873, December.
    2. Catania, Leopoldo & Proietti, Tommaso, 2020. "Forecasting volatility with time-varying leverage and volatility of volatility effects," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1301-1317.
    3. Davide Delle Monache & Ivan Petrella, 2014. "Adaptive Models and Heavy Tails," Working Papers 720, Queen Mary University of London, School of Economics and Finance.
    4. Bernardi, Mauro & Catania, Leopoldo, 2018. "Portfolio optimisation under flexible dynamic dependence modelling," Journal of Empirical Finance, Elsevier, vol. 48(C), pages 1-18.
    5. Lucas, André & Zhang, Xin, 2016. "Score-driven exponentially weighted moving averages and Value-at-Risk forecasting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 293-302.
    6. Michele Caivano & Andrew Harvey, 2014. "Time-series models with an EGB2 conditional distribution," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 558-571, November.
    7. Delle Monache, Davide & Petrella, Ivan, 2017. "Adaptive models and heavy tails with an application to inflation forecasting," International Journal of Forecasting, Elsevier, vol. 33(2), pages 482-501.
    8. Blasques, Francisco & Koopman, Siem Jan & Lucas, Andre & Schaumburg, Julia, 2016. "Spillover dynamics for systemic risk measurement using spatial financial time series models," Journal of Econometrics, Elsevier, vol. 195(2), pages 211-223.
    9. Francisco Blasques & Paolo Gorgi & Siem Jan Koopman & Olivier Wintenberger, 2016. "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models," Tinbergen Institute Discussion Papers 16-082/III, Tinbergen Institute.
    10. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2020. "Risk endogeneity at the lender/investor-of-last-resort," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 283-297.
    11. Tranberg, Bo & Hansen, Rasmus Thrane & Catania, Leopoldo, 2020. "Managing volumetric risk of long-term power purchase agreements," Energy Economics, Elsevier, vol. 85(C).
    12. Paolo Gorgi, 2020. "Beta–negative binomial auto‐regressions for modelling integer‐valued time series with extreme observations," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 82(5), pages 1325-1347, December.
    13. Dalhaus, Tatjana & Schaumburg, Julia & Sekhposyan, Tatevik, 2021. "Networking the yield curve: implications for monetary policy," Working Paper Series 2532, European Central Bank.
    14. Blasques, F. & Gorgi, P. & Koopman, S.J., 2019. "Accelerating score-driven time series models," Journal of Econometrics, Elsevier, vol. 212(2), pages 359-376.
    15. Siem Jan Koopman & Rutger Lit & André Lucas & Anne Opschoor, 2018. "Dynamic discrete copula models for high‐frequency stock price changes," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(7), pages 966-985, November.
    16. Pawel Janus & André Lucas & Anne Opschoor & Dick J.C. van Dijk, 2014. "New HEAVY Models for Fat-Tailed Returns and Realized Covariance Kernels," Tinbergen Institute Discussion Papers 14-073/IV, Tinbergen Institute, revised 19 Aug 2015.
    17. Rutger-Jan Lange & Bram van Os & Dick van Dijk, 2022. "Implicit score-driven filters for time-varying parameter models," Tinbergen Institute Discussion Papers 22-066/III, Tinbergen Institute, revised 21 Nov 2024.
    18. Linton, Oliver & Wu, Jianbin, 2020. "A coupled component DCS-EGARCH model for intraday and overnight volatility," Journal of Econometrics, Elsevier, vol. 217(1), pages 176-201.
    19. F Blasques & P Gorgi & S Koopman & O Wintenberger, 2016. "Feasible Invertibility Conditions for Maximum Likelihood Estimation for Observation-Driven Models," Papers 1610.02863, arXiv.org.
    20. Marco Bazzi & Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2017. "Time-Varying Transition Probabilities for Markov Regime Switching Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 38(3), pages 458-478, May.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:jorssc:v:70:y:2021:i:5:p:1299-1322. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: https://edirc.repec.org/data/rssssea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.