Abstract

Graphical models have been used in many scientific fields for exploration of conditional independence relationships for a large set of random variables. Although a variety of methods have been proposed in the literature for estimating graphical models with different types of data, none of them is applicable for jointly estimating multiple mixed graphical models. To tackle this problem, we propose a joint mixed learning method. The proposed method is very flexible, which works for various mixed types of data, such as those mixed with Gaussian, multinomial, and Poisson, and also allows people to incorporate domain knowledge into network construction by restricting some links to be included in or excluded from the networks. As an application, the proposed method is applied to pan-cancer network analysis for six types of cancer with data from The Cancer Genome Atlas. To our knowledge, this is the first work for joint estimation of multiple mixed graphical models.

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