Integrating Multi-Source Local Information for Global Undirected Graph Reconstruction via Integer Programming

Abstract: Graphical models are widely used to represent conditional independence structures, but learning them is challenging when data are fragmented across sources that measure different subsets of variables and may not be directly shareable. We develop a general framework for reconstructing a shared global graph from heterogeneous, partially observed sources. Our framework permits both the observed variable sets and source-specific distributions to differ. Under a source-wise faithfulness condition, local conditional independence graphs correspond to latent projections of the shared global graph, which is identifiable up to the equivalence class induced by the observed variable sets. The framework integrates raw data, estimated source graphs, or a combination of both, accommodating settings with restricted access to individual-level data, such as privacy constraints. We develop mixed-integer optimization formulations and scalable approximate algorithms for several classes of graphical models. Theoretical analysis and simulations demonstrate recovery of the global projection-equivalence class and show that integration can substantially improve estimation of source-specific projected graphs relative to separate-source methods. Real-data application illustrates the framework's use with partially observed sources of fatty acid measurements