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We consider testing whether a set of Gaussian variables, selected from the data, is independent of the remaining variables. We assume that this set is selected via a very simple approach that is commonly used across scientific disciplines:…

Methodology · Statistics 2022-11-04 Arkajyoti Saha , Daniela Witten , Jacob Bien

Several statistical models used in genome-wide prediction assume independence of marker allele substitution effects, but it is known that these effects might be correlated. In statistics, graphical models have been identified as a useful…

Quantitative Methods · Quantitative Biology 2017-04-13 Carlos Alberto Martínez , Kshitij Khare , Syed Rahman , Mauricio A. Elzo

Gaussian graphical models are parametric statistical models for jointly normal random variables whose dependence structure is determined by a graph. In previous work, we introduced trek separation, which gives a necessary and sufficient…

Combinatorics · Mathematics 2012-10-02 Jan Draisma , Seth Sullivant , Kelli Talaska

In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…

Methodology · Statistics 2018-06-11 Julien Chiquet , Mahendra Mariadassou , Stéphane Robin

Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…

Methodology · Statistics 2023-12-29 Yiling Huang , Snigdha Panigrahi , Walter Dempsey

Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…

Methodology · Statistics 2014-06-10 Yuancheng Zhu , Rina Foygel Barber

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick

We introduce a sufficient graphical model by applying the recently developed nonlinear sufficient dimension reduction techniques to the evaluation of conditional independence. The graphical model is nonparametric in nature, as it does not…

Machine Learning · Statistics 2023-07-11 Bing Li , Kyongwon Kim

Standard Gaussian graphical models (GGMs) implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected form heterogeneous…

Methodology · Statistics 2010-01-26 Abel Rodriguez , Alex Lenkoski , Adrian Dobra

In this paper, we propose a novel inference method for dynamic genetic networks which makes it possible to face with a number of time measurements n much smaller than the number of genes p. The approach is based on the concept of low order…

Statistics Theory · Mathematics 2009-05-29 Sophie Lèbre

Genetic studies often involve quantitative traits. Identifying genetic features that influence quantitative traits can help to uncover the etiology of diseases. Quantile regression method considers the conditional quantiles of the response…

Statistics Theory · Mathematics 2015-11-04 Qianchuan He , Linglong Kong , Yanhua Wang , Sijian Wang , Timothy A. Chan , Eric Holland

We propose a Bayesian approximate inference method for learning the dependence structure of a Gaussian graphical model. Using pseudo-likelihood, we derive an analytical expression to approximate the marginal likelihood for an arbitrary…

Machine Learning · Statistics 2017-04-13 Janne Leppä-aho , Johan Pensar , Teemu Roos , Jukka Corander

Many practical data analysis tasks reduce to learning, from observed samples, how a collection of variables depend on each other. A widely used approach is to fit a Gaussian graphical model, which represents the dependence structure as a…

Methodology · Statistics 2026-05-19 Ignacio Echave-Sustaeta Rodríguez , Aida Abiad , Frank Röttger

Substantial research on structured sparsity has contributed to analysis of many different applications. However, there have been few Bayesian procedures among this work. Here, we develop a Bayesian model for structured sparsity that uses a…

Methodology · Statistics 2014-07-09 Barbara E. Engelhardt , Ryan P. Adams

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…

Machine Learning · Statistics 2016-09-14 Nguyen Tran Quang , Alexander Jung

We introduce the Multiple Quantile Graphical Model (MQGM), which extends the neighborhood selection approach of Meinshausen and Buhlmann for learning sparse graphical models. The latter is defined by the basic subproblem of modeling the…

Methodology · Statistics 2016-10-31 Alnur Ali , J. Zico Kolter , Ryan J. Tibshirani

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…

Methodology · Statistics 2016-06-09 Mathias Drton , Marloes H. Maathuis

Sparse latent multi-factor models have been used in many exploratory and predictive problems with high-dimensional multivariate observations. Because of concerns with identifiability, the latent factors are almost always assumed to be…

Applications · Statistics 2013-12-09 Vinicius Diniz Mayrink , Joseph Edward Lucas

If error distribution has heteroscedasticity, it voliates the assumption of linear regression. Expectile regression is a powerful tool for estimating the conditional expectiles of a response variable in this setting. Since multiple levels…

Methodology · Statistics 2022-08-03 Jinghang Lin , Yuan Huang , Shuangge Ma