We introduce Bayesian Gaussian graphical models with covariates (GGMx), a class of multivariate Gaussian distributions with covariate-dependent sparse precision matrix. We propose a general construction of a functional mapping from the covariate space to the cone of sparse positive definite matrices, which encompasses many existing graphical models for heterogeneous settings. Our methodology is based on a novel mixture prior for precision matrices with a non-local component that admits attractive theoretical and empirical properties. The flexible formulation of GGMx allows both the strength and the sparsity pattern of the precision matrix (hence the graph structure) change with the covariates. Posterior inference is carried out with a carefully designed Markov chain Monte Carlo algorithm, which ensures the positive definiteness of sparse precision matrices at any given covariates' values. Extensive simulations and a case study in cancer genomics demonstrate the utility of the proposed model.

MOTIVATION: Discriminant analysis is an effective tool for the classification of experimental units into groups. Here, we consider the typical problem of classifying subjects according to phenotypes via gene expression data and propose a method that incorporates variable selection into the inferential procedure, for the identification of the important biomarkers. To achieve this goal, we build upon a conjugate normal discriminant model, both linear and quadratic, and include a stochastic search variable selection procedure via an MCMC algorithm. Furthermore, we incorporate into the model prior information on the relationships among the genes as described by a gene-gene network. We use a Markov random field (MRF) prior to map the network connections among genes. Our prior model assumes that neighboring genes in the network are more likely to have a joint effect on the relevant biological processes. RESULTS: We use simulated data to assess performances of our method. In particular, we compare the MRF prior to a situation where independent Bernoulli priors are chosen for the individual predictors. We also illustrate the method on benchmark datasets for gene expression. Our simulation studies show that employing the MRF prior improves on selection accuracy. In real data applications, in addition to identifying markers and improving prediction accuracy, we show how the integration of existing biological knowledge into the prior model results in an increased ability to identify genes with strong discriminatory power and also aids the interpretation of the results.