Zhang Jingfei, Sun Will Wei, Li Lexin
Department of Management Science, Miami Herbert Business School, University of Miami, Miami, FL, 33146.
Krannert School of Management, Purdue University, West Lafayette, IN, 47906.
J Comput Graph Stat. 2023;32(1):252-262. doi: 10.1080/10618600.2022.2074434. Epub 2022 Jun 2.
Multiple-subject network data are fast emerging in recent years, where a separate connectivity matrix is measured over a common set of nodes for each individual subject, along with subject covariates information. In this article, we propose a new generalized matrix response regression model, where the observed network is treated as a matrix-valued response and the subject covariates as predictors. The new model characterizes the population-level connectivity pattern through a low-rank intercept matrix, and the effect of subject covariates through a sparse slope tensor. We develop an efficient alternating gradient descent algorithm for parameter estimation, and establish the non-asymptotic error bound for the actual estimator from the algorithm, which quantifies the interplay between the computational and statistical errors. We further show the strong consistency for graph community recovery, as well as the edge selection consistency. We demonstrate the efficacy of our method through simulations and two brain connectivity studies.
近年来,多主体网络数据迅速兴起,其中针对每个个体主体,在一组共同的节点上测量一个单独的连通性矩阵,并附带主体协变量信息。在本文中,我们提出了一种新的广义矩阵响应回归模型,其中将观测到的网络视为矩阵值响应,将主体协变量视为预测变量。新模型通过一个低秩截距矩阵来刻画总体水平的连通性模式,通过一个稀疏斜率张量来刻画主体协变量的效应。我们开发了一种用于参数估计的高效交替梯度下降算法,并建立了该算法实际估计器的非渐近误差界,它量化了计算误差和统计误差之间的相互作用。我们进一步证明了图社区恢复的强一致性以及边选择的一致性。我们通过模拟和两项脑连通性研究展示了我们方法的有效性。