Joint nonparametric precision matrix estimation with confounding

Sinong Geng, Mladen Kolar, Oluwasanmi Koyejo

Research output: Contribution to conferencePaper

Abstract

We consider the problem of precision matrix estimation where, due to extraneous confounding of the underlying precision matrix, the data are independent but not identically distributed. While such confounding occurs in many scientific problems, our approach is inspired by recent neuroscientific research suggesting that brain function, as measured using functional magnetic resonance imaging (fMRI), is susceptible to confounding by physiological noise, such as breathing and subject motion. Following the scientific motivation, we propose a graphical model, which in turn motivates a joint nonparametric estimator. We provide theoretical guarantees for the consistency and the convergence rate of the proposed estimator. In addition, we demonstrate that the optimization of the proposed estimator can be transformed into a series of linear programming problems and, thus, can be efficiently solved in parallel. Empirical results are presented using simulated and real brain imaging data and suggest that our approach improves precision matrix estimation as compared to baselines when confounding is present.

Original languageEnglish (US)
StatePublished - Jan 1 2019
Event35th Conference on Uncertainty in Artificial Intelligence, UAI 2019 - Tel Aviv, Israel
Duration: Jul 22 2019Jul 25 2019

Conference

Conference35th Conference on Uncertainty in Artificial Intelligence, UAI 2019
CountryIsrael
CityTel Aviv
Period7/22/197/25/19

Fingerprint

Brain
Linear programming
Imaging techniques
Magnetic Resonance Imaging

ASJC Scopus subject areas

  • Artificial Intelligence

Cite this

Geng, S., Kolar, M., & Koyejo, O. (2019). Joint nonparametric precision matrix estimation with confounding. Paper presented at 35th Conference on Uncertainty in Artificial Intelligence, UAI 2019, Tel Aviv, Israel.

Joint nonparametric precision matrix estimation with confounding. / Geng, Sinong; Kolar, Mladen; Koyejo, Oluwasanmi.

2019. Paper presented at 35th Conference on Uncertainty in Artificial Intelligence, UAI 2019, Tel Aviv, Israel.

Research output: Contribution to conferencePaper

Geng, S, Kolar, M & Koyejo, O 2019, 'Joint nonparametric precision matrix estimation with confounding' Paper presented at 35th Conference on Uncertainty in Artificial Intelligence, UAI 2019, Tel Aviv, Israel, 7/22/19 - 7/25/19, .
Geng S, Kolar M, Koyejo O. Joint nonparametric precision matrix estimation with confounding. 2019. Paper presented at 35th Conference on Uncertainty in Artificial Intelligence, UAI 2019, Tel Aviv, Israel.
Geng, Sinong ; Kolar, Mladen ; Koyejo, Oluwasanmi. / Joint nonparametric precision matrix estimation with confounding. Paper presented at 35th Conference on Uncertainty in Artificial Intelligence, UAI 2019, Tel Aviv, Israel.
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