NDLI: GPU-Powered Shotgun Stochastic Search for Dirichlet Process Mixtures of Gaussian Graphical Models

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GPU-Powered Shotgun Stochastic Search for Dirichlet Process Mixtures of Gaussian Graphical Models

Content Provider	Scilit
Author	Mukherjee, Chiranjit Rodriguez, Abel
Copyright Year	2016
Description	Journal: Journal of Computational and Graphical Statistics Gaussian graphical models (GGMs) are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of GGMs extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous subgroups. In this article, we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable GGMs. 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 (MCMC) algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the MCMC 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 MCMC algorithms are too slow to be practically useful.
Related Links	http://europepmc.org/articles/pmc5472363?pdf=render https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5472363/pdf
Ending Page	788
Page Count	27
Starting Page	762
ISSN	10618600
e-ISSN	15372715
DOI	10.1080/10618600.2015.1037883
Journal	Journal of Computational and Graphical Statistics
Issue Number	3
Volume Number	25
Language	English
Publisher	Informa UK Limited
Publisher Date	2016-07-02
Access Restriction	Open
Subject Keyword	Journal: Journal of Computational and Graphical Statistics Statistics and Probability Dirichlet Process Mixture Gaussian Graphical Model Graphical Processing Unit Stochastic Search
Content Type	Text
Subject	Statistics and Probability Discrete Mathematics and Combinatorics Statistics, Probability and Uncertainty

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