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We propose methodology for statistical inference for low-dimensional parameters of sparse precision matrices in a high-dimensional setting. Our method leads to a non-sparse estimator of the precision matrix whose entries have a Gaussian…

Statistics Theory · Mathematics 2015-08-13 Jana Jankova , Sara van de Geer

Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…

Machine Learning · Computer Science 2019-07-09 Frank Nussbaum , Joachim Giesen

Various processes can be modelled as quasi-reaction systems of stochastic differential equations, such as cell differentiation and disease spreading. Since the underlying data of particle interactions, such as reactions between proteins or…

Methodology · Statistics 2024-06-06 Matteo Framba , Veronica Vinciotti , Ernst C. Wit

We can, and should, do statistical inference on simulation models by adjusting the parameters in the simulation so that the values of {\em randomly chosen} functions of the simulation output match the values of those same functions…

Methodology · Statistics 2021-11-18 Cosma Rohilla Shalizi

Graph models are widely used to analyse diffusion processes embedded in social contacts and to develop applications. A range of graph models are available to replicate the underlying social structures and dynamics realistically. However,…

Social and Information Networks · Computer Science 2018-07-27 Md Shahzamal , Raja Jurdak , Bernard Mans , Frank de Hoog

Learning Ising or Potts models from data has become an important topic in statistical physics and computational biology, with applications to predictions of structural contacts in proteins and other areas of biological data analysis. The…

Biological Physics · Physics 2018-09-19 Chen-Yi Gao , Hai-Jun Zhou , Erik Aurell

We develop a new modeling framework for Inter-Subject Analysis (ISA). The goal of ISA is to explore the dependency structure between different subjects with the intra-subject dependency as nuisance. It has important applications in…

Methodology · Statistics 2017-09-22 Cong Ma , Junwei Lu , Han Liu

In this paper, a novel diffusion estimation algorithm is proposed from a probabilistic perspective by combining diffusion strategy and the probabilistic least-mean-squares (PLMS) at all agents. The proposed method diffusion probabilistic…

Signal Processing · Electrical Eng. & Systems 2019-08-27 Sihai Guan , Chun Meng , Bharat Biswal

In this paper we present an optimization-based view of distributed parameter estimation and observational social learning in networks. Agents receive a sequence of random, independent and identically distributed (i.i.d.) signals, each of…

Machine Learning · Computer Science 2013-09-11 Shahin Shahrampour , Ali Jadbabaie

Estimating statistical models within sensor networks requires distributed algorithms, in which both data and computation are distributed across the nodes of the network. We propose a general approach for distributed learning based on…

Machine Learning · Computer Science 2012-07-03 Qiang Liu , Alexander Ihler

Information flow provides a natural measure for the causal interaction between dynamical events. This study extends our previous rigorous formalism of componentwise information flow to the bulk information flow between two complex…

Neurons and Cognition · Quantitative Biology 2021-12-30 X. San Liang

Many collective systems exist in nature far from equilibrium, ranging from cellular sheets up to flocks of birds. These systems reflect a form of active matter, whereby individual material components have internal energy. Under specific…

Soft Condensed Matter · Physics 2023-04-17 Namid R. Stillman , Silke Henkes , Roberto Mayor , Gilles Louppe

Two-stage randomized experiments are becoming an increasingly popular experimental design for causal inference when the outcome of one unit may be affected by the treatment assignments of other units in the same cluster. In this paper, we…

Methodology · Statistics 2022-10-21 Zhichao Jiang , Kosuke Imai , Anup Malani

The statistical dependencies which independent component analysis (ICA) cannot remove often provide rich information beyond the linear independent components. It would thus be very useful to estimate the dependency structure from data.…

Machine Learning · Statistics 2017-07-28 Hiroaki Sasaki , Michael U. Gutmann , Hayaru Shouno , Aapo Hyvärinen

Covariate-adaptive randomization (CAR) procedures are frequently used in comparative studies to increase the covariate balance across treatment groups. However, because randomization inevitably uses the covariate information when forming…

Statistics Theory · Mathematics 2022-07-08 Wei Ma , Yichen Qin , Yang Li , Feifang Hu

The methods for parameter estimation under assumption of agreement between observation and model are reviewed. The distribution parameters are obtained for one set of experimental data by using different estimation methods under assumption…

Methodology · Statistics 2009-07-17 Lorentz Jantschi

This paper takes a different approach for the distributed linear parameter estimation over a multi-agent network. The parameter vector is considered to be stochastic with a Gaussian distribution. The sensor measurements at each agent are…

Systems and Control · Electrical Eng. & Systems 2022-04-19 Subhro Das

We consider near-critical two-dimensional statistical systems at phase coexistence on the half plane with boundary conditions leading to the formation of a droplet separating coexisting phases. General low-energy properties of…

Statistical Mechanics · Physics 2022-12-02 Alessio Squarcini , Antonio Tinti

Detecting feature interactions is imperative for accurately predicting performance of highly-configurable systems. State-of-the-art performance prediction techniques rely on supervised machine learning for detecting feature interactions,…

Software Engineering · Computer Science 2018-01-23 Sergiy Kolesnikov , Norbert Siegmund , Christian Kästner , Sven Apel

We consider asymptotically exact inference on the leading canonical correlation directions and strengths between two high dimensional vectors under sparsity restrictions. In this regard, our main contribution is the development of a loss…

Statistics Theory · Mathematics 2022-02-10 Nilanjana Laha , Nathan Huey , Brent Coull , Rajarshi Mukherjee