Heterogeneous reciprocal graphical models

Summary We develop novel hierarchical reciprocal graphical models to infer gene networks from heterogeneous data. In the case of data that can be naturally divided into known groups, we propose to connect graphs by introducing a hierarchical prior across group‐specific graphs, including a correlation on edge strengths across graphs. Thresholding priors are applied to induce sparsity of the estimated networks. In the case of unknown groups, we cluster subjects into subpopulations and jointly estimate cluster‐specific gene networks, again using similar hierarchical priors across clusters. We illustrate the proposed approach by simulation studies and three applications with multiplatform genomic data for multiple cancers.