An Expectation Maximization Algorithm for High-Dimensional Model Selection for the Ising Model with Misclassified States

Abstract

We propose the misclassified Ising Model; a framework for analyzing dependent binary data where the binary state is susceptible to error. We extend the theoretical results of the model selection method presented in Ravikumar et al. (2010) to show that the method will still correctly identify edges in the underlying graphical model under suitable misclassification settings. With knowledge of the misclassification process, an expectation maximization algorithm is developed that accounts for misclassification during model selection. We illustrate the increase of performance of the proposed expectation maximization algorithm with simulated data, and using data from a functional magnetic resonance imaging analysis.