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We develop a new framework of uncertainty variables to model uncertainty. An uncertainty variable is characterized by an uncertainty set, in which its realization is bound to lie, while the conditional uncertainty is characterized by a set…

Machine Learning · Statistics 2019-12-10 Rajat Talak , Sertac Karaman , Eytan Modiano

Two-sample hypothesis testing for large graphs is popular in cognitive science, probabilistic machine learning and artificial intelligence. While numerous methods have been proposed in the literature to address this problem, less attention…

Methodology · Statistics 2024-02-20 Xin Jin , Kit Chan , Ian Barnett , Riddhi Pratim Ghosh

This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and…

Machine Learning · Statistics 2015-07-01 Quanquan Gu , Yuan Cao , Yang Ning , Han Liu

The question of testing for equality in distribution between two linear models, each consisting of sums of distinct discrete independent random variables with unequal numbers of observations, has emerged from the biological research. In…

Statistics Theory · Mathematics 2020-09-01 Giulio Prevedello , Ken R. Duffy

Graph embedding provides a feasible methodology to conduct pattern classification for graph-structured data by mapping each data into the vectorial space. Various pioneering works are essentially coding method that concentrates on a…

Machine Learning · Computer Science 2022-10-04 Xue Liu , Dan Sun , Xiaobo Cao , Hao Ye , Wei Wei

Topological data analysis involves the statistical characterization of the shape of data. Persistent homology is a primary tool of topological data analysis, which can be used to analyze topological features and perform statistical…

Methodology · Statistics 2023-03-01 Chul Moon , Nicole A. Lazar

Gaussian graphical models emerge in a wide range of fields. They model the statistical relationships between variables as a graph, where an edge between two variables indicates conditional dependence. Unfortunately, well-established…

Machine Learning · Statistics 2024-01-19 Taulant Koka , Jasin Machkour , Michael Muma

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

In this paper, we study a hypothesis test to determine the underlying directed graph structure of nodes in a network, where the nodes represent random processes and the direction of the links indicate a causal relationship between said…

Information Theory · Computer Science 2021-08-26 Sina Molavipour , Germán Bassi , Mikael Skoglund

Causal discovery aims to recover a causal graph from data generated by it; constraint based methods do so by searching for a d-separating conditioning set of nodes in the graph via an oracle. In this paper, we provide analytic evidence that…

Machine Learning · Computer Science 2023-10-04 Itai Feigenbaum , Huan Wang , Shelby Heinecke , Juan Carlos Niebles , Weiran Yao , Caiming Xiong , Devansh Arpit

Graphical model learning and inference are often performed using Bayesian techniques. In particular, learning is usually performed in two separate steps. First, the graph structure is learned from the data; then the parameters of the model…

Statistics Theory · Mathematics 2013-09-09 Marco Scutari

The aim in many sciences is to understand the mechanisms that underlie the observed distribution of variables, starting from a set of initial hypotheses. Causal discovery allows us to infer mechanisms as sets of cause and effect…

Machine Learning · Computer Science 2025-03-05 Ashka Shah , Adela DePavia , Nathaniel Hudson , Ian Foster , Rick Stevens

We consider the problem of determining the proportion of edges that are discovered in an Erdos-Renyi graph when one constructs all shortest paths from a given source node to all other nodes. This problem is equivalent to the one of…

Statistical Mechanics · Physics 2009-11-13 Vincent D. Blondel , Jean-Loup Guillaume , Julien M. Hendrickx , Raphael M. Jungers

We develop a novel computationally efficient and general framework for robust hypothesis testing. The new framework features a new way to construct uncertainty sets under the null and the alternative distributions, which are sets centered…

Machine Learning · Statistics 2018-05-29 Rui Gao , Liyan Xie , Yao Xie , Huan Xu

We investigate the relationship between the structure of a discrete graphical model and the support of the inverse of a generalized covariance matrix. We show that for certain graph structures, the support of the inverse covariance matrix…

Machine Learning · Statistics 2014-01-07 Po-Ling Loh , Martin J. Wainwright

Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…

Information Theory · Computer Science 2017-07-12 Kevin R. Moon , Morteza Noshad , Salimeh Yasaei Sekeh , Alfred O. Hero

Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…

Methodology · Statistics 2018-04-10 Gwenaël G. R. Leday , Sylvia Richardson

Identifying communities in networks is a fundamental and challenging problem of practical importance in many fields of science. Current methods either ignore the heterogeneous distribution of nodal degrees or assume prior knowledge of the…

Social and Information Networks · Computer Science 2021-12-22 Xin-Jian Xu , Cheng Chen , J. F. F. Mendes

Causal discovery methods are intrinsically constrained by the set of assumptions needed to ensure structure identifiability. Moreover additional restrictions are often imposed in order to simplify the inference task: this is the case for…

Machine Learning · Computer Science 2023-04-07 Francesco Montagna , Nicoletta Noceti , Lorenzo Rosasco , Kun Zhang , Francesco Locatello

We consider Bayesian estimation of a $p\times p$ precision matrix, when $p$ can be much larger than the available sample size $n$. It is well known that consistent estimation in such ultra-high dimensional situations requires regularization…

Statistics Theory · Mathematics 2014-11-07 Sayantan Banerjee , Subhashis Ghosal