We propose a novel way of modelling time-varying networks, by inducing two-way sparsity on local models of node connectivity. This two-way sparsity separately promotes sparsity across time and sparsity across variables (i.e., within time). Separation of these two types of sparsity is achieved with the introduction of a novel prior structure, which draws on ideas from the Bayesian lasso and from copula modelling. We provide an efficient implementation of the proposed model via a Gibbs sampler, and we apply the model to data from neural development. In doing so, we demonstrate that the model we propose is able to infer changes in genomic network structure which match current biological knowledge. The novel network structures which are inferred by the proposed model identify potential targets for further experimental investigation by neuro-biologists.
Bartlett, Thomas E.; Kosmidis, Ioannis; Silva, Ricardo; Two-way sparsity for time-varying networks, with applications in genomics, arXiv preprint arXiv:1802.08114, 2018