gibbs_sampling: Gibbs sampling for the inference of the inference of...

In iFad: An integrative factor analysis model for drug-pathway association inference

Description

This function implements the collapsed Gibbs sampling algorithm for the inference of unknown parameters in the proposed sparse factor analysis model

Usage

gibbs_sampling(matrixY1, matrixY2, matrixL1, matrixL2, eta0, 
eta1, alpha_tau = 1, beta_tau = 0.01, tau_sig = 0, max_iter = 1e+05, 
thin = 10, alpha_sigma1 = 0.7, alpha_sigma2 = 0.7, 
beta_sigma1 = 0.3, beta_sigma2 = 0.3, file_name)

Arguments

matrixY1	The gene expression matrix, dim(Y1)=G1*J
matrixY2	The drug sensitivity matrix, dim(Y2)=G2*J
matrixL1	The linkage matrix representing prior knowledge about the sparsity pattern of matrixZ1
matrixL2	The linkage matrix representing prior knowledge about the sparsity pattern of matrixZ2
eta0	The probability of having true value of 1 for the entries in matrixZ with value 0 in matrixL
eta1	The probability of having true value of 0 for the entries in matrixZ with value 1 in matrixL
alpha_tau	The alpha parameter of Gamma distribution used for the simulation of noise, default value=1
beta_tau	The beta parameter of Gamma distribution used for the simulation of noise, default value=0.01
tau_sig	Pre-defined precision of each entry in the factor loadings matrixW1 and matrixW2, default value=0
max_iter	The number of iterations of the collaped Gibbs sampling algorithm, default=100000
thin	The number of iteration cycle for the record of Gibbs samples. For the convenience of storage, the result of the Gibbs sampling will be kept every other "thin" iterations to alliviate the auto-correlation problem between adjacent interations of the Gibbs sampling process
alpha_sigma1,alpha_sigma2	If tau_sig=0, the precision of each entry in the factor loading matrixW1 and matrixW2 is not pre-defined, but also treated in a bayesian way. The implemented algorithm will then put a Gamma prior on the precision of matrixW. alpha_sigma1 and alpha_sigma2 are the alpha parameter for the Gamma prior for matrixW1 and matrixW2 respectively
beta_sigma1,beta_sigma2	The alpha parameter for the Gamma prior for matrixW1 and matrixW2 respectively
file_name	The name of the file to store the result of each thinned iteration of the Gibbs sampling

Value

A ".RData" file with the following components:

matrixZ_chain	The updated matrixZ in each recorded iteration.A list of length 2, for matrixZ1 and matrixZ2 respectively. matrixZ_chain[[1]] and matrixZ2[[2]] are both matrices with dimension A*B, whereas A is the number of recorded iterations and B the length of matrixZ1/Z2. Each row of the matrix corresponds to the vectorized matrixZ1 or matrixZ2 in each iteration.
matrixW_chain	The updated matrixW in each recorded iteration, with format similar to matrixZ_chain.
matrixX_chain	The updated matrixX in each recorded iteration. An A*B matrix with each row corresponding to the vectorized matrixX in each recorded iteration.
tau_g_chain	The updated precision of each gene in each itertaion. A list with length 2, containing 2 matrices. Each row corresponds to the updated precision of the G1 or G2 genes in each recorded iteration.
matrixPr_chain	Posterior probability for each entry in matrixZ to take value of 1 in each recorded iteration. Also a list of length 2. Each element is a matrix of the same dimension with matrixZ_chain[[1]] or [[2]].
label_chain	A matrix to record the factor labels updated in each iteration. The label index is relative to the starting configuration in the Gibbs sampling process, not the true factor labels.

Author(s)

Haisu Ma <[e-mail]>

Examples

library(Rlab)
library(MASS)
library(coda)
library(ROCR)

data(matrixY1)
data(matrixY2)
data(matrixL1)
data(matrixL2)

gibbs_sampling(matrixY1, matrixY2, matrixL1, matrixL2, 
eta0=c(0.2,0.2), eta1=c(0.2,0.2), alpha_tau = 1, 
beta_tau = 0.01, tau_sig = 1, max_iter = 5, thin = 1, 
file_name="Demo_Gibbs_result.RData")
      

iFad documentation built on May 2, 2019, 6:50 a.m.