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This paper provides the relevant literature with a complete toolkit for conducting robust estimation and inference about the parameters of interest involved in a high-dimensional panel data framework. Specifically, (1) we allow for…

Econometrics · Economics 2025-02-13 Jiti Gao , Fei Liu , Bin Peng , Yayi Yan

In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model is a restraint on sparsity of precision matrices, and a…

Statistics Theory · Mathematics 2023-03-03 Qiuyan Zhang , Zhidong Bai , Lingrui Li , Hu Yang

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

Inferring the graph structure from observed data is a key task in graph machine learning to capture the intrinsic relationship between data entities. While significant advancements have been made in learning the structure of homogeneous…

Machine Learning · Computer Science 2025-03-13 Keyue Jiang , Bohan Tang , Xiaowen Dong , Laura Toni

Graphical models have become a very popular tool for representing dependencies within a large set of variables and are key for representing causal structures. We provide results for uniform inference on high-dimensional graphical models…

Methodology · Statistics 2018-12-04 Sven Klaassen , Jannis Kück , Martin Spindler , Victor Chernozhukov

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…

Machine Learning · Statistics 2019-10-31 Victor Garcia Satorras , Zeynep Akata , Max Welling

The method of instrumental variables provides a fundamental and practical tool for causal inference in many empirical studies where unmeasured confounding between the treatments and the outcome is present. Modern data such as the genetical…

Methodology · Statistics 2022-10-28 Ziang Niu , Yuwen Gu , Wei Li

We consider structure discovery of undirected graphical models from observational data. Inferring likely structures from few examples is a complex task often requiring the formulation of priors and sophisticated inference procedures.…

Machine Learning · Statistics 2017-08-04 Eugene Belilovsky , Kyle Kastner , Gaël Varoquaux , Matthew Blaschko

Graph neural network (GNN) has gained increasing popularity in recent years owing to its capability and flexibility in modeling complex graph structure data. Among all graph learning methods, hypergraph learning is a technique for exploring…

Machine Learning · Computer Science 2024-12-31 Tiehua Zhang , Yuze Liu , Zhishu Shen , Xingjun Ma , Peng Qi , Zhijun Ding , Jiong Jin

Graph inference plays an essential role in machine learning, pattern recognition, and classification. Signal processing based approaches in literature generally assume some variational property of the observed data on the graph. We make a…

Information Theory · Computer Science 2020-08-24 B. Subbareddy , Aditya Siripuram , Jingxin Zhang

We investigate the problem of statistical inference for logistic regression with high-dimensional covariates in settings where dependence among individuals is induced by an underlying Markov random field. Going beyond the pairwise…

Statistics Theory · Mathematics 2026-03-23 Josh Miles , Sohom Bhattacharya

In this paper we derive an efficient algorithm to learn the parameters of structured predictors in general graphical models. This algorithm blends the learning and inference tasks, which results in a significant speedup over traditional…

Machine Learning · Computer Science 2013-09-02 Tamir Hazan , Alexander Schwing , David McAllester , Raquel Urtasun

We consider the problem of recovering conditional independence relationships between $p$ jointly distributed Hilbertian random elements given $n$ realizations thereof. We operate in the sparse high-dimensional regime, where $n \ll p$ and no…

Methodology · Statistics 2023-06-26 Kartik G. Waghmare , Tomas Masak , Victor M. Panaretos

Tree structured graphical models are powerful at expressing long range or hierarchical dependency among many variables, and have been widely applied in different areas of computer science and statistics. However, existing methods for…

Machine Learning · Statistics 2014-01-17 Le Song , Han Liu , Ankur Parikh , Eric Xing

Recently, hetero-functional graph theory (HFGT) has developed as a means to mathematically model the structure of large-scale complex flexible engineering systems. It does so by fusing concepts from network science and model-based systems…

Artificial Intelligence · Computer Science 2022-10-14 Amro M. Farid , Dakota Thompson , Wester Schoonenberg

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

Inferring causal relationships or related associations from observational data can be invalidated by the existence of hidden confounding. We focus on a high-dimensional linear regression setting, where the measured covariates are affected…

Methodology · Statistics 2021-07-22 Zijian Guo , Domagoj Ćevid , Peter Bühlmann

We consider adaptive estimation and statistical inference for high-dimensional graph-based linear models. In our model, the coordinates of regression coefficients correspond to an underlying undirected graph. Furthermore, the given graph…

Statistics Theory · Mathematics 2020-01-30 Duzhe Wang , Po-Ling Loh

Debiasing group graphical lasso estimates enables statistical inference when multiple Gaussian graphical models share a common sparsity pattern. We analyze the estimation properties of group graphical lasso, establishing convergence rates…

Statistics Theory · Mathematics 2025-10-07 Sayan Ranjan Bhowal , Debashis Paul , Gopal K Basak , Samarjit Das

This paper develops a new statistical inference theory for the precision matrix of high-frequency data in a high-dimensional setting. The focus is not only on point estimation but also on interval estimation and hypothesis testing for…

Statistics Theory · Mathematics 2020-05-20 Yuta Koike