Inferring Boolean functions via higher-order correlations

Markus Maucher, David Kracht, Steffen Schober, Martin Bossert and Hans Kestler ()

Computational Statistics, 2014, vol. 29, issue 1, 97-115

Abstract: Both the Walsh transform and a modified Pearson correlation coefficient can be used to infer the structure of a Boolean network from time series data. Unlike the correlation coefficient, the Walsh transform is also able to represent higher-order correlations. These correlations of several combined input variables with one output variable give additional information about the dependency between variables, but are also more sensitive to noise. Furthermore computational complexity increases exponentially with the order. We first show that the Walsh transform of order 1 and the modified Pearson correlation coefficient are equivalent for the reconstruction of Boolean functions. Secondly, we also investigate under which conditions (noise, number of samples, function classes) higher-order correlations can contribute to an improvement of the reconstruction process. We present the merits, as well as the limitations, of higher-order correlations for the inference of Boolean networks. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Boolean networks; Systems biology; Network inference; Correlation; Noise; Walsh transform; Fourier transform (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s00180-012-0385-2

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