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This paper studies causal inference with observational data from a single large network. We consider a nonparametric model with interference in both potential outcomes and selection into treatment. Specifically, both stages may be the…

Econometrics · Economics 2025-12-30 Michael P. Leung , Pantelis Loupos

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

This paper addresses the problem of inferring sparse causal networks modeled by multivariate auto-regressive (MAR) processes. Conditions are derived under which the Group Lasso (gLasso) procedure consistently estimates sparse network…

Machine Learning · Statistics 2015-05-28 Andrew Bolstad , Barry Van Veen , Robert Nowak

Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…

Methodology · Statistics 2018-02-16 Shota Katayama , Hironori Fujisawa , Mathias Drton

Functional Gaussian graphical models (GGM) used for analyzing multivariate functional data customarily estimate an unknown graphical model representing the conditional relationships between the functional variables. However, in many…

Methodology · Statistics 2024-10-03 Debangan Dey , Sudipto Banerjee , Martin Lindquist , Abhirup Datta

We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated…

Methodology · Statistics 2010-05-25 Adrian Dobra , Alex Lenkoski , Abel Rodriguez

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

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

We propose a framework that lifts the capabilities of graph convolutional networks (GCNs) to scenarios where no input graph is given and increases their robustness to adversarial attacks. We formulate a joint probabilistic model that…

Machine Learning · Computer Science 2020-10-23 Pantelis Elinas , Edwin V. Bonilla , Louis Tiao

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

We propose a network structure discovery model for continuous observations that generalizes linear causal models by incorporating a Gaussian process (GP) prior on a network-independent component, and random sparsity and weight matrices as…

Machine Learning · Computer Science 2017-03-01 Amir Dezfouli , Edwin V. Bonilla , Richard Nock

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

We propose a unified framework to draw inferences for regression coefficients in a generalized linear model (GLM) following Lasso-based variable selection. We adapt to non-Gaussian GLMs a recently developed parametric programming strategy…

Methodology · Statistics 2026-03-27 Qinyan Shen , Karl Gregory , Xianzheng Huang

This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…

Machine Learning · Statistics 2019-12-03 Yiyuan She , Shao Tang , Qiaoya Zhang

Graph Laplacian learning, also known as network topology inference, is a problem of great interest to multiple communities. In Gaussian graphical models (GM), graph learning amounts to endowing covariance selection with the Laplacian…

Machine Learning · Computer Science 2024-02-14 Changhao Shi , Gal Mishne

High dimensional piecewise stationary graphical models represent a versatile class for modelling time varying networks arising in diverse application areas, including biology, economics, and social sciences. There has been recent work in…

Machine Learning · Statistics 2018-06-21 Hossein Keshavarz , George Michailidis , Yves Atchade

Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…

Machine Learning · Statistics 2017-06-15 John Ingraham , Debora Marks

Virtual sensing techniques allow for inferring signals at new unmonitored locations by exploiting spatio-temporal measurements coming from physical sensors at different locations. However, as the sensor coverage becomes sparse due to costs…

Machine Learning · Computer Science 2024-02-21 Giovanni De Felice , Andrea Cini , Daniele Zambon , Vladimir V. Gusev , Cesare Alippi

Non-Gaussian likelihoods are essential for modelling complex real-world observations but pose significant computational challenges in learning and inference. Even with Gaussian priors, non-Gaussian likelihoods often lead to analytically…

Machine Learning · Statistics 2024-10-29 Thang D. Bui

Genetical genomics experiments have now been routinely conducted to measure both the genetic markers and gene expression data on the same subjects. The gene expression levels are often treated as quantitative traits and are subject to…

Applications · Statistics 2012-03-01 Jianxin Yin , Hongzhe Li