Differential network analysis via lasso penalized D-trace loss

Summary

Biological networks often change under different environmental and genetic conditions. In this paper, we model network change as the difference of two precision matrices and propose a novel loss function called the D-trace loss, which allows us to directly estimate the precision matrix difference without attempting to estimate the precision matrices themselves. Under a new irrepresentability condition, we show that the D-trace loss function with the lasso penalty can yield consistent estimators in high-dimensional settings if the difference network is sparse. A very efficient algorithm is developed based on the alternating direction method of multipliers to minimize the penalized loss function. Simulation studies and a real-data analysis show that the proposed method outperforms other methods.

http://ift.tt/2j5arBV