Related papers: An additive graphical model for discrete data
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…
We study identification and estimation of endogenous linear and nonlinear regression models without excluded instrumental variables, based on the standard mean independence condition and a nonlinear relevance condition. Based on the…
Causal discovery from data affected by unobserved variables is an important but difficult problem to solve. The effects that unobserved variables have on the relationships between observed variables are more complex in nonlinear cases than…
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 provide a framework for modeling social network formation through conditional multinomial logit models from discrete choice and random utility theory, in which each new edge is viewed as a "choice" made by a node to connect to another…
Multivariate extreme value analysis quantifies the probability and magnitude of joint extreme events. River discharges from the upper Danube River basin provide a challenging dataset for such analysis because the data, which is measured on…
Motivated by the problem of inferring the graph structure of functional connectivity networks from multi-level functional magnetic resonance imaging data, we develop a valid inference framework for high-dimensional graphical models that…
Inferring the causal structure of a set of random variables from a finite sample of the joint distribution is an important problem in science. Recently, methods using additive noise models have been suggested to approach the case of…
We consider the problem of jointly estimating a collection of graphical models for discrete data, corresponding to several categories that share some common structure. An example for such a setting is voting records of legislators on…
Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this…
Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…
A semi-parametric, non-linear regression model in the presence of latent variables is applied towards learning network graph structure. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex system of…
We present a structured additive regression approach to model conditional densities given scalar covariates, where only samples of the conditional distributions are observed. This links our approach to distributional regression models for…
Theory of graphical models has matured over more than three decades to provide the backbone for several classes of models that are used in a myriad of applications such as genetic mapping of diseases, credit risk evaluation, reliability and…
Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…
We propose to approximate the conditional expectation of a spatial random variable given its nearest-neighbour observations by an additive function. The setting is meaningful in practice and requires no unilateral ordering. It is capable of…
We outline a representation for discrete multivariate distributions in terms of interventional potential functions that are globally normalized. This representation can be used to model the effects of interventions, and the independence…
We introduce a self-censoring model for multivariate nonignorable nonmonotone missing data, where the missingness process of each outcome is affected by its own value and is associated with missingness indicators of other outcomes, while…
We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…
Causal inference methods based on conditional independence construct Markov equivalent graphs, and cannot be applied to bivariate cases. The approaches based on independence of cause and mechanism state, on the contrary, that causal…