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Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models…

Methodology · Statistics 2018-12-04 Sven Klaassen , Jannis Kück , Martin Spindler , Victor Chernozhukov

High-dimensional statistical inference with general estimating equations are challenging and remain less explored. In this paper, we study two problems in the area: confidence set estimation for multiple components of the model parameters,…

Methodology · Statistics 2021-04-28 Jinyuan Chang , Song Xi Chen , Cheng Yong Tang , Tong Tong Wu

Motivated by the problem of inferring the graph structure of functional connectivity networks from multi-level functional magnetic resonance imaging data, we develop a valid inference framework for high-dimensional graphical models that…

Methodology · Statistics 2024-03-18 Kun Yue , Eardi Lila , Ali Shojaie

In recent years the ultrahigh dimensional linear regression problem has attracted enormous attentions from the research community. Under the sparsity assumption most of the published work is devoted to the selection and estimation of the…

Methodology · Statistics 2013-05-01 Randy C. S. Lai , Jan Hannig , Thomas C. M. Lee

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

We consider the inference for the ranking of large language models (LLMs). Alignment arises as a significant challenge to mitigate hallucinations in the use of LLMs. Ranking LLMs has proven to be an effective tool to improve alignment based…

Machine Learning · Statistics 2025-02-11 Zebin Wang , Yi Han , Ethan X. Fang , Lan Wang , Junwei Lu

Statistical inference in high dimensional settings has recently attracted enormous attention within the literature. However, most published work focuses on the parametric linear regression problem. This paper considers an important…

Methodology · Statistics 2019-11-14 Qi Gao , Randy C. S. Lai , Thomas C. M. Lee , Yao Li

We propose a general method for constructing hypothesis tests and confidence sets that have finite sample guarantees without regularity conditions. We refer to such procedures as "universal." The method is very simple and is based on a…

Statistics Theory · Mathematics 2022-10-21 Larry Wasserman , Aaditya Ramdas , Sivaraman Balakrishnan

This paper studies inference for the mean vector of a high-dimensional $U$-statistic. In the era of Big Data, the dimension $d$ of the $U$-statistic and the sample size $n$ of the observations tend to be both large, and the computation of…

Statistics Theory · Mathematics 2019-01-29 Xiaohui Chen , Kengo Kato

Statistical inferences for high-dimensional regression models have been extensively studied for their wide applications ranging from genomics, neuroscience, to economics. However, in practice, there are often potential unmeasured…

Methodology · Statistics 2023-09-12 Jing Ouyang , Kean Ming Tan , Gongjun Xu

Statisticians increasingly face the problem to reconsider the adaptability of classical inference techniques. In particular, divers types of high-dimensional data structures are observed in various research areas; disclosing the boundaries…

Statistics Theory · Mathematics 2017-06-09 Paavo Sattler , Markus Pauly

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

We propose a Bayesian framework for uncertainty quantification and comparison in brain connectivity graph analysis. Standard graph-based approaches typically rely on point estimates of correlation matrices, overlooking the uncertainty…

Methodology · Statistics 2026-05-29 Alice Chevaux , Julyan Arbel , Guillaume Kon Kam King , Sophie Achard

We consider the problem of providing nonparametric confidence guarantees for undirected graphs under weak assumptions. In particular, we do not assume sparsity, incoherence or Normality. We allow the dimension $D$ to increase with the…

Statistics Theory · Mathematics 2013-09-27 Larry Wasserman , Mladen Kolar , Alessandro Rinaldo

In this paper, the authors first provide an overview of two major developments on complex survey data analysis: the empirical likelihood methods and statistical inference with non-probability survey samples, and highlight the important…

Methodology · Statistics 2025-08-14 Yilin Chen , Pengfei Li , J. N. K. Rao , Changbao Wu

Parameter estimation and inference from complex survey samples typically focuses on global model parameters whose estimators have asymptotic properties, such as from fixed effects regression models. The central challenge is to both mitigate…

Methodology · Statistics 2026-05-13 Matthew R. Williams , F. Hunter McGuire , Terrance D. Savitsky

The problem of constructing a simultaneous confidence surface for the 2-dimensional mean function of a non-stationary functional time series is challenging as these bands can not be built on classical limit theory for the maximum absolute…

Statistics Theory · Mathematics 2024-11-27 Holger Dette , Weichi Wu

We propose a residual and wild bootstrap methodology for individual and simultaneous inference in high-dimensional linear models with possibly non-Gaussian and heteroscedastic errors. We establish asymptotic consistency for simultaneous…

Methodology · Statistics 2016-06-14 Ruben Dezeure , Peter Bühlmann , Cun-Hui Zhang

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

In this paper, we develop statistical inference techniques for the unknown coefficient functions and single-index parameters in single-index varying-coefficient models. We first estimate the nonparametric component via the local linear…

Statistics Theory · Mathematics 2012-07-26 Liugen Xue , Qihua Wang