Related papers: A General Pairwise Comparison Model for Extremely …
This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…
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…
The epidemic threshold is probably the most studied quantity in the modelling of epidemics on networks. For a large class of networks and dynamics the epidemic threshold is well studied and understood. However, it is less so for clustered…
We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…
Motivated by the need of the linking records across various databases, we propose a novel graphical model based classifier that uses a mixture of Poisson distributions with latent variables. The idea is to derive insight into each pair of…
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…
This paper studies the problem of recursively estimating the weighted adjacency matrix of a network out of a temporal sequence of binary-valued observations. The observation sequence is generated from nonlinear networked dynamics in which…
This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…
We investigate the increasingly prominent task of jointly inferring multiple networks from nodal observations. While most joint inference methods assume that observations are available at all nodes, we consider the realistic and more…
This paper develops a quasi-maximum likelihood estimator for genuinely unbalanced dynamic network panel data models with individual fixed effects. We propose a model that accommodates contemporaneous and lagged network spillovers, temporal…
This chapter provides a comprehensive and self-contained discussion of the most recent developments of information theory of networks. Maximum entropy models of networks are the least biased ensembles enforcing a set of constraints and are…
Large-scale recurrent networks have drawn increasing attention recently because of their capabilities in modeling a large variety of real-world phenomena and physical mechanisms. This paper studies how to identify all authentic connections…
Graphical network inference is used in many fields such as genomics or ecology to infer the conditional independence structure between variables, from measurements of gene expression or species abundances for instance. In many practical…
We consider an empirical likelihood framework for inference for a statistical model based on an informative sampling design. Covariate information is incorporated both through the weights and the estimating equations. The estimator is based…
We consider a problem of model selection in high-dimensional binary Markov random fields. The usefulness of the Ising model in studying systems of complex interactions has been confirmed in many papers. The main drawback of this model is…
Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been…
Extreme value statistics provides accurate estimates for the small occurrence probabilities of rare events. While theory and statistical tools for univariate extremes are well-developed, methods for high-dimensional and complex data sets…
Balancing predictive power and interpretability has long been a challenging research area, particularly in powerful yet complex models like neural networks, where nonlinearity obstructs direct interpretation. This paper introduces a novel…
Detection of sparse signals arises in a wide range of modern scientific studies. The focus so far has been mainly on Gaussian mixture models. In this paper, we consider the detection problem under a general sparse mixture model and obtain…
Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…