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arXiv · 2312.03761

Learning High-Dimensional Differential Graphs From Multi-Attribute Data

Abstract

We consider the problem of estimating differences in two Gaussian graphical models (GGMs) which are known to have similar structure. The GGM structure is encoded in its precision (inverse covariance) matrix. In many applications one is interested in estimating the difference in two precision matrices to characterize underlying changes in conditional dependencies of two sets of data. Existing methods for differential graph estimation are based on single-attribute (SA) models where one associates a scalar random variable with each node. In multi-attribute (MA) graphical models, each node represents a random vector. In this paper, we analyze a group lasso penalized D-trace loss function approach for differential graph learning from multi-attribute data. An alternating direction method of multipliers (ADMM) algorithm is presented to optimize the objective function. Theoretical analysis establishing consistency in support recovery and estimation in high-dimensional settings is provided. Numerical results based on synthetic as well as real data are presented.

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BibTeXRIS

Jitendra K Tugnait. 2023-12-05. Learning High-Dimensional Differential Graphs From Multi-Attribute Data. https://doi.org/10.1109/tsp.2023.3343553

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