Simultaneous clustering and estimation of networks in multiple graphical models.

ABSTRACT

Gaussian graphical models are widely used to study the dependence structure among variables. When samples are obtained from multiple conditions or populations, joint analysis of multiple graphical models are desired due to their capacity to borrow strength across populations. Nonetheless, existing methods often overlook the varying levels of similarity between populations, leading to unsatisfactory results. Moreover, in many applications, learning the population-level clustering structure itself is of particular interest. In this article, we develop a novel method, called Simultaneous Clustering and Estimation of Networks via Tensor decomposition (SCENT), that simultaneously clusters and estimates graphical models from multiple populations. Precision matrices from different populations are uniquely organized as a three-way tensor array, and a low-rank sparse model is proposed for joint population clustering and network estimation. We develop a penalized likelihood method and an augmented Lagrangian algorithm for model fitting. We also establish the clustering accuracy and norm consistency of the estimated precision matrices. We demonstrate the efficacy of the proposed method with comprehensive simulation studies. The application to the Genotype-Tissue Expression multi-tissue gene expression data provides important insights into tissue clustering and gene coexpression patterns in multiple brain tissues.