Related papers: Network-Assisted Estimation for Large-dimensional …

The tuning parameter selection strategy for penalized estimation is crucial to identify a model that is both interpretable and predictive. However, popular strategies (e.g., minimizing average squared prediction error via cross-validation)…

This paper deals with the dimension reduction for high-dimensional time series based on common factors. In particular we allow the dimension of time series $p$ to be as large as, or even larger than, the sample size $n$. The estimation for…

Economists are blessed with a wealth of data for analysis, but more often than not, values in some entries of the data matrix are missing. Various methods have been proposed to handle missing observations in a few variables. We exploit the…

This paper re-examines the problem of parameter estimation in Bayesian networks with missing values and hidden variables from the perspective of recent work in on-line learning [Kivinen & Warmuth, 1994]. We provide a unified framework for…

We consider change-point estimation in a sequence of high-dimensional signals given noisy observations. Classical approaches to this problem such as the filtered derivative method are useful for sequences of scalar-valued signals, but they…

This paper presents a novel application of graph neural networks for modeling and estimating network heterogeneity. Network heterogeneity is characterized by variations in unit's decisions or outcomes that depend not only on its own…

We propose a novel model-selection method for dynamic networks. Our approach involves training a classifier on a large body of synthetic network data. The data is generated by simulating nine state-of-the-art random graph models for dynamic…

Estimation and inference of treatment effects under unconfounded treatment assignments often suffer from bias and the `curse of dimensionality' due to the nonparametric estimation of nuisance parameters for high-dimensional confounders.…

We develop an estimation methodology for a factor model for high-dimensional matrix-valued time series, where common stochastic trends and common stationary factors can be present. We study, in particular, the estimation of (row and column)…

Deep neural networks have gained tremendous popularity in last few years. They have been applied for the task of classification in almost every domain. Despite the success, deep networks can be incredibly slow to train for even moderate…

In this paper, we propose a Network-Weighted Functional Regression (NWFR) model, an extension of Spatially Weighted Functional Regression (SWFR) to functional data defined on network-structured settings. To asses predictive uncertainity, we…

Matrix completion tackles the task of predicting missing values in a low-rank matrix based on a sparse set of observed entries. It is often assumed that the observation pattern is generated uniformly at random or has a very specific…

Network weights can be reverse-engineered given enough informative samples of a network's input-output function. In a teacher-student setup, this translates into collecting a dataset of the teacher mapping -- querying the teacher -- and…

Deep neural networks have excelled on a wide range of problems, from vision to language and game playing. Neural networks very gradually incorporate information into weights as they process data, requiring very low learning rates. If the…

Mappings to structured output spaces (strings, trees, partitions, etc.) are typically learned using extensions of classification algorithms to simple graphical structures (eg., linear chains) in which search and parameter estimation can be…

Most neural network pruning methods, such as filter-level and layer-level prunings, prune the network model along one dimension (depth, width, or resolution) solely to meet a computational budget. However, such a pruning policy often leads…

This paper develops an algorithm to reconstruct large weighted firm-to-firm networks using information about the size of the firms and sectoral input-output flows. Our algorithm is based on a four-step procedure. We first generate a matrix…

A new type of robust estimation problem is introduced where the goal is to recover a statistical model that has been corrupted after it has been estimated from data. Methods are proposed for "repairing" the model using only the design and…

Asymmetry along with heteroscedasticity or contamination often occurs with the growth of data dimensionality. In ultra-high dimensional data analysis, such irregular settings are usually overlooked for both theoretical and computational…

Flexible network design deals with building a network that guarantees some connectivity requirements between its vertices, even when some of its elements (like vertices or edges) fail. In particular, the set of edges (resp. vertices) of a…