Joint Structure Learning of Multiple Non-Exchangeable Networks
Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics, PMLR 33:687-695, 2014.
Several methods have recently been developed for joint structure learning of multiple (related) graphical models or networks. These methods treat individual networks as exchangeable, such that each pair of networks are equally encouraged to have similar structures. However, in many practical applications, exchangeability in this sense does not hold, as some pairs of networks may be more closely related than others, for example due to group and sub-group structures in the data. Here we present a novel Bayesian formulation that generalises joint structure learning beyond the exchangeable case. Moreover (i) a novel default prior over the joint structure space is proposed that requires no user input; (ii) latent networks are permitted; (iii) for time series data and dynamic Bayesian networks, an efficient, exact algorithm is provided. We present empirical results on non-exchangeable populations, including a real example from cancer biology, where cell-line specific networks are related according to known genomic features.