GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.
J Comput Graph Stat
; 25(3): 762-788, 2016.
Article
en En
| MEDLINE
| ID: mdl-28626348
Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.
Texto completo:
1
Colección:
01-internacional
Base de datos:
MEDLINE
Tipo de estudio:
Prognostic_studies
Idioma:
En
Revista:
J Comput Graph Stat
Año:
2016
Tipo del documento:
Article
Pais de publicación:
Estados Unidos