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Structure learning of Gaussian graphical models is an extensively studied problem in the classical multivariate setting where the sample size n is larger than the number of random variables p, as well as in the more challenging setting when…

Methodology · Statistics 2012-02-20 Inma Tur , Robert Castelo

We consider the problem of estimating high-dimensional Gaussian graphical models corresponding to a single set of variables under several distinct conditions. This problem is motivated by the task of recovering transcriptional regulatory…

Machine Learning · Statistics 2014-01-24 Karthik Mohan , Palma London , Maryam Fazel , Daniela Witten , Su-In Lee

For a continuous random variable $Z$, testing conditional independence $X \perp\!\!\!\perp Y |Z$ is known to be a particularly hard problem. It constitutes a key ingredient of many constraint-based causal discovery algorithms. These…

Statistics Theory · Mathematics 2021-12-21 Philip A. Boeken , Joris M. Mooij

We propose a novel class of time-varying nonparanormal graphical models, which allows us to model high dimensional heavy-tailed systems and the evolution of their latent network structures. Under this model, we develop statistical tests for…

Machine Learning · Statistics 2018-02-14 Junwei Lu , Mladen Kolar , Han Liu

Estimation of the conditional independence graph (CIG) of high-dimensional multivariate Gaussian time series from multi-attribute data is considered. Existing methods for graph estimation for such data are based on single-attribute models…

Machine Learning · Statistics 2025-12-09 Jitendra K. Tugnait

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

We introduce a general framework for testing goodness-of-fit for Gaussian graphical models in both the low- and high-dimensional settings. This framework is based on a novel algorithm for generating exchangeable copies by conditioning on…

Methodology · Statistics 2025-01-07 Xiaotong Lin , Weihao Li , Fangqiao Tian , Dongming Huang

We present a new strategy for learning the functional relation between a pair of variables, while addressing inhomogeneities in the correlation structure of the available data, by modelling the sought function as a sample function of a…

Machine Learning · Statistics 2024-04-22 Gargi Roy , Dalia Chakrabarty

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Gaussian graphical models are often used to infer gene networks based on microarray expression data. Many scientists, however, have begun using high-throughput sequencing technologies to measure gene expression. As the resulting…

Applications · Statistics 2012-05-30 Genevera I. Allen , Zhandong Liu

This paper considers a novel problem, bi-level graphical modeling, in which multiple individual graphical models can be considered as variants of a common group-level graphical model and inference of both the group- and individual-level…

Methodology · Statistics 2021-08-12 Lin Zhang , Andrew DiLernia , Karina Quevedo , Jazmin Camchong , Kelvin Lim , Wei Pan1

Probabilistic Graphical Models are often used to understand dynamics of a system. They can model relationships between features (nodes) and the underlying distribution. Theoretically these models can represent very complex dependency…

Machine Learning · Computer Science 2023-08-21 Harsh Shrivastava , Urszula Chajewska

While graphical models for continuous data (Gaussian graphical models) and discrete data (Ising models) have been extensively studied, there is little work on graphical models linking both continuous and discrete variables (mixed data),…

Machine Learning · Statistics 2016-08-22 Jie Cheng , Tianxi Li , Elizaveta Levina , Ji Zhu

In Gaussian graphical models, conditional independence and partial correlations are natural inferential targets for understanding direct relationships in multivariate data. No comparable framework exists for spatial processes, where…

Methodology · Statistics 2026-04-14 Michele Peruzzi

We consider the problem of estimating an undirected Gaussian graphical model when the underlying distribution is multivariate totally positive of order 2 (MTP2), a strong form of positive dependence. Such distributions are relevant for…

Methodology · Statistics 2020-03-23 Yuhao Wang , Uma Roy , Caroline Uhler

For non-randomized studies, the regression discontinuity design (RDD) can be used to identify and estimate causal effects from a "locally-randomized" subgroup of subjects, under relatively mild conditions. However, current models focus…

Methodology · Statistics 2015-02-12 George Karabatsos , Stephen G. Walker

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

We present a nonparametric graphical model. Our model uses an undirected graph that represents conditional independence for general random variables defined by the conditional dependence coefficient (Azadkia and Chatterjee (2021)). The set…

Methodology · Statistics 2023-09-19 Konrad Furmańczyk

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…

Methodology · Statistics 2024-01-29 Ruixuan Zhao , Haoran Zhang , Junhui Wang

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…

Machine Learning · Statistics 2014-11-13 Henrik Nyman , Johan Pensar , Timo Koski , Jukka Corander
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