Related papers: Simultaneous Inference for Pairwise Graphical Mode…
Statistical inference using pairwise comparison data is an effective approach to analyzing large-scale sparse networks. In this paper, we propose a general framework to model the mutual interactions in a network, which enjoys ample…
Functional graphical models explore dependence relationships of random processes. This is achieved through estimating the precision matrix of the coefficients from the Karhunen-Loeve expansion. This paper deals with the problem of…
In practice, there often exist unobserved variables, also termed hidden variables, associated with both the response and covariates. Existing works in the literature mostly focus on linear regression with hidden variables. However, when the…
Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…
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…
This paper addresses differential inference in time-varying parametric probabilistic models, like graphical models with changing structures. Instead of estimating a high-dimensional model at each time point and estimating changes later, we…
This paper studies a regularized support function estimator for bounds on components of the parameter vector in the case in which the identified set is a polygon. The proposed regularized estimator has three important properties: (i) it has…
Estimation of density functions supported on general domains arises when the data is naturally restricted to a proper subset of the real space. This problem is complicated by typically intractable normalizing constants. Score matching…
The paper introduces a new estimation method for the standard linear regression model. The procedure is not driven by the optimisation of any objective function rather, it is a simple weighted average of slopes from observation pairs. The…
The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…
We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a…
Across the sciences, the statistical analysis of networks is central to the production of knowledge on relational phenomena. Because of their ability to model the structural generation of networks, exponential random graph models are a…
Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…
We are interested in modeling networks in which the connectivity among the nodes and node attributes are random variables and interact with each other. We propose a probabilistic model that allows one to formulate jointly a probability…
In this manuscript we consider the problem of jointly estimating multiple graphical models in high dimensions. We assume that the data are collected from n subjects, each of which consists of T possibly dependent observations. The graphical…
We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…
In this paper, we develop a generalized Bayesian inference framework for a collection of signal-plus-noise matrix models arising in high-dimensional statistics and many applications. The framework is built upon an asymptotically unbiased…
In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…
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…
We investigate graph representation learning approaches that enable models to generalize across graphs: given a model trained using the representations from one graph, our goal is to apply inference using those same model parameters when…