Related papers: Minimum information dependence modeling
Graphical models have long been studied in statistics as a tool for inferring conditional independence relationships among a large set of random variables. The most existing works in graphical modeling focus on the cases that the data are…
Marginally specified models have recently become a popular tool for discrete longitudinal data analysis. Nonetheless, they introduce complex constraint equations and model fitting algorithms. Moreover, there is a lack of available software…
We consider the task of learning the parameters of a {\em single} component of a mixture model, for the case when we are given {\em side information} about that component, we call this the "search problem" in mixture models. We would like…
We define the concept of dependence among multiple variables using maximum entropy techniques and introduce a graphical notation to denote the dependencies. Direct inference of information theoretic quantities from data uncovers…
A novel information-theoretic approach is proposed to assess the global practical identifiability of Bayesian statistical models. Based on the concept of conditional mutual information, an estimate of information gained for each model…
In this paper, we use a probabilistic model to estimate the number of uncorrelated features in a large dataset. Our model allows for both pairwise feature correlation (collinearity) and interdependency of multiple features…
We propose to use precise estimators of mutual information (MI) to find least dependent components in a linearly mixed signal. On the one hand this seems to lead to better blind source separation than with any other presently available…
Extreme value analysis is an essential methodology in the study of rare and extreme events, which hold significant interest in various fields, particularly in the context of environmental sciences. Models that employ the exceedances of…
Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…
Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…
We propose two novel ways of introducing dependence among Poisson counts through the use of latent variables in a three levels hierarchical model. Marginal distributions of the random variables of interest are Poisson with strict…
Learning the structure of Bayesian networks from data provides insights into underlying processes and the causal relationships that generate the data, but its usefulness depends on the homogeneity of the data population, a condition often…
Understanding the dependence structure between response variables is an important component in the analysis of correlated multivariate data. This article focuses on modeling dependence structures in multivariate binary data, motivated by a…
Functional data analysis in a mixed-effects model framework is done using operator calculus. In this approach the functional parameters are treated as serially correlated effects giving an alternative to the penalized likelihood approach,…
The selection of optimal designs for generalized linear mixed models is complicated by the fact that the Fisher information matrix, on which most optimality criteria depend, is computationally expensive to evaluate. Our focus is on the…
Datasets with hundreds of variables and many missing values are commonplace. In this setting, it is both statistically and computationally challenging to detect true predictive relationships between variables and also to suppress false…
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…
We present a method to generate contingency tables that follow loglinear models with prescribed marginal probabilities and dependence structures. We make use of (loglinear) Poisson regression, where the dependence structures, described…
We develop inference procedures robust to general forms of weak dependence. The procedures utilize test statistics constructed by resampling in a manner that does not depend on the unknown correlation structure of the data. We prove that…
We consider Bayesian analysis of a class of multiple changepoint models. While there are a variety of efficient ways to analyse these models if the parameters associated with each segment are independent, there are few general approaches…