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In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…

Applications · Statistics 2024-04-23 C. J. R. Murphy-Barltrop , J. L. Wadsworth

We formulate and analyze a graphical model selection method for inferring the conditional independence graph of a high-dimensional nonstationary Gaussian random process (time series) from a finite-length observation. The observed process…

Machine Learning · Statistics 2016-09-14 Nguyen Tran Quang , Alexander Jung

Mixed data refers to a type of data in which variables can be of multiple types, such as continuous, discrete, or categorical. This data is routinely collected in various fields, including healthcare and social sciences. A common goal in…

Methodology · Statistics 2025-05-22 Mauro Florez , Anna Gottard , Carrie McAdams , Michele Guindani , Marina Vannucci

Graphical models in extremes have emerged as a diverse and quickly expanding research area in extremal dependence modeling. They allow for parsimonious statistical methodology and are particularly suited for enforcing sparsity in…

Methodology · Statistics 2024-02-06 Sebastian Engelke , Manuel Hentschel , Michaël Lalancette , Frank Röttger

Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Thomas S. Richardson

Non-stationary extremal dependence, whereby the relationship between the extremes of multiple variables evolves over time, is commonly observed in many environmental and financial data sets. However, most multivariate extreme value models…

Methodology · Statistics 2025-09-29 C. J. R. Murphy-Barltrop , J. L. Wadsworth , M. de Carvalho , B. D. Youngman

Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and…

Machine Learning · Statistics 2025-04-24 Jiahe Lin , Yikai Zhang , George Michailidis

We introduce a novel class of graphical models, termed profile graphical models, that represent, within a single graph, how an external factor influences the dependence structure of a multivariate set of variables. This class is quite…

Methodology · Statistics 2026-03-31 Alejandra Avalos-Pacheco , Monia Lupparelli , Francesco C. Stingo

Given data sampled from a number of variables, one is often interested in the underlying causal relationships in the form of a directed acyclic graph. In the general case, without interventions on some of the variables it is only possible…

Machine Learning · Statistics 2017-12-05 Christopher Nowzohour , Peter Bühlmann

We extend the theory of d-separation to cases in which data instances are not independent and identically distributed. We show that applying the rules of d-separation directly to the structure of probabilistic models of relational data…

Artificial Intelligence · Computer Science 2014-01-07 Marc Maier , Katerina Marazopoulou , David Jensen

We consider an independence feature screening technique for identifying explanatory variables that locally contribute to the response variable in high-dimensional regression analysis. Without requiring a specific parametric form of the…

Statistics Theory · Mathematics 2016-03-31 Jinyuan Chang , Cheng Yong Tang , Yichao Wu

Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…

Methodology · Statistics 2016-01-01 Kevin Lee , Lingzhou Xue

We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the…

Methodology · Statistics 2011-01-06 Vanessa Didelez , Svend Kreiner , Niels Keiding

We propose a method for inferring the conditional indepen- dence graph (CIG) of a high-dimensional discrete-time Gaus- sian vector random process from finite-length observations. Our approach does not rely on a parametric model (such as,…

Machine Learning · Statistics 2014-03-11 Alexander Jung , Reinhard Heckel , Helmut Bölcskei , Franz Hlawatsch

The graphoid axioms for conditional independence, originally described by Dawid [1979], are fundamental to probabilistic reasoning [Pearl, 19881. Such axioms provide a mechanism for manipulating conditional independence assertions without…

Artificial Intelligence · Computer Science 2013-03-26 Ross D. Shachter

Causal graphs may inform covariate adjustment for estimating causal effects and improve estimation efficiency by exploiting the graphical structure. In many applications, however, the target causal parameter may not be point-identified due…

The rules of d-separation provide a framework for deriving conditional independence facts from model structure. However, this theory only applies to simple directed graphical models. We introduce relational d-separation, a theory for…

Artificial Intelligence · Computer Science 2013-04-16 Marc Maier , David Jensen

We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…

Statistics Theory · Mathematics 2021-03-22 Eftychia Solea , Holger Dette

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick

Graphical models express conditional independence relationships among variables. Although methods for vector-valued data are well established, functional data graphical models remain underdeveloped. We introduce a notion of conditional…

Methodology · Statistics 2016-01-06 Hongxiao Zhu , Nate Strawn , David B. Dunson