Integrating additional knowledge into the estimation of graphical models.

Graphical models such as brain connectomes derived from functional magnetic resonance imaging (fMRI) data are considered a prime gateway to understanding network-type processes. We show, however, that standard methods for graphical modeling can fail to provide accurate graph recovery even with optimal tuning and large sample sizes. We attempt to solve this problem by leveraging information that is often readily available in practice but neglected, such as the spatial positions of the measurements. This information is incorporated into the tuning parameter of neighborhood selection, for example, in the form of pairwise distances. Our approach is computationally convenient and efficient, carries a clear Bayesian interpretation, and improves standard methods in terms of statistical stability. Applied to data about Alzheimer's disease, our approach allows us to highlight the central role of lobes in the connectivity structure of the brain and to identify an increased connectivity within the cerebellum for Alzheimer's patients compared to other subjects.