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Many modern spatial models express the stochastic variation component as a basis expansion with random coefficients. Low rank models, approximate spectral decompositions, multiresolution representations, stochastic partial differential…
We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…
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…
Finding the parameters of a latent variable causal model is central to causal inference and causal identification. In this article, we show that existing graphical structures that are used in causal inference are not stable under…
Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov…
Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…
Gaussian graphical models are parametric statistical models for jointly normal random variables whose dependence structure is determined by a graph. In previous work, we introduced trek separation, which gives a necessary and sufficient…
This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization procedure, named Sparse Laplacian Shrinkage with the Graphical…
The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…
High-dimensional data pose challenges in statistical learning and modeling. Sometimes the predictors can be naturally grouped where pursuing the between-group sparsity is desired. Collinearity may occur in real-world high-dimensional…
Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like…
Tensor regression methods have been widely used to predict a scalar response from covariates in the form of a multiway array. In many applications, the regions of tensor covariates used for prediction are often spatially connected with…
We provide a selected overview of methodology and theory for estimation and inference on the edge weights in high-dimensional directed and undirected Gaussian graphical models. For undirected graphical models, two main explicit…
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where splines (say) are used to approximate non-linear functional…
The relationship between algebraic geometry and the inferential framework of the Bayesian Networks with hidden variables has now been fruitfully explored and exploited by a number of authors. More recently the algebraic formulation of…
In this article, we discuss the composite likelihood estimation of sparse Gaussian graphical models. When there are symmetry constraints on the concentration matrix or partial correlation matrix, the likelihood estimation can be…
We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…
Semi-structured regression models enable the joint modeling of interpretable structured and complex unstructured feature effects. The structured model part is inspired by statistical models and can be used to infer the input-output…
This tutorial provides a concise introduction to modern causal modeling by integrating potential outcomes and graphical methods. We motivate causal questions such as counterfactual reasoning under interventions and define binary treatments…
Graphs and networks are common ways of depicting biological information. In biology, many different biological processes are represented by graphs, such as regulatory networks, metabolic pathways and protein--protein interaction networks.…