Related papers: Inference for Heterogeneous Graphical Models using…
Undirected graphical models are powerful tools for uncovering complex relationships among high-dimensional variables. This paper aims to fully recover the structure of an undirected graphical model when the data naturally take matrix form,…
This paper examines LASSO, a widely-used $L_{1}$-penalized regression method, in high dimensional linear predictive regressions, particularly when the number of potential predictors exceeds the sample size and numerous unit root regressors…
Inference for fixed effects estimators is often unreliable due to Nickell- and incidental parameter biases. While these issues are well understood for classical two-dimensional panels, little is known about three-dimensional panel…
We show that density models describing multiple observables with (i) hard boundaries and (ii) dependence on external parameters may be created using an auto-regressive Gaussian mixture model. The model is designed to capture how observable…
In this paper, we address the inference problem in high-dimensional linear expectile regression. We transform the expectile loss into a weighted-least-squares form and apply a de-biased strategy to establish Wald-type tests for multiple…
Longitudinal analysis is important in many disciplines, such as the study of behavioral transitions in social science. Only very recently, feature selection has drawn adequate attention in the context of longitudinal modeling. Standard…
This paper addresses differential inference in time-varying parametric probabilistic models, like graphical models with changing structures. Instead of estimating a high-dimensional model at each time point and estimating changes later, we…
Learning the right graph representation from noisy, multi-source data has garnered significant interest in recent years. A central tenet of this problem is relational learning. Here the objective is to incorporate the partial information…
Whole-brain network analyses remain the vanguard in neuroimaging research, coming to prominence within the last decade. Network science approaches have facilitated these analyses and allowed examining the brain as an integrated system.…
In many applications we are interested in making inference on latent time series from indirect measurements, which are often low-dimensional projections resulting from mixing or aggregation. Positron emission tomography, super-resolution,…
Our goal is to produce methods for observational causal inference that are auditable, easy to troubleshoot, accurate for treatment effect estimation, and scalable to high-dimensional data. We describe a general framework called…
Graphical modelling techniques based on sparse selection have been applied to infer complex networks in many fields, including biology and medicine, engineering, finance, and social sciences. One structural feature of some of the networks…
In statistics and machine learning, detecting dependencies in datasets is a central challenge. We propose a novel neural network model for supervised graph structure learning, i.e., the process of learning a mapping between observational…
We propose a covariate-dependent discrete graphical model for capturing dynamic networks among discrete random variables, allowing the dependence structure among vertices to vary with covariates. This discrete dynamic network encompasses…
Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…
We consider modeling, inference, and computation for analyzing multivariate binary data. We propose a new model that consists of a low dimensional latent variable component and a sparse graphical component. Our study is motivated by…
Modeling the behavior of coupled networks is challenging due to their intricate dynamics. For example in neuroscience, it is of critical importance to understand the relationship between the functional neural processes and anatomical…
Surrogate models for the rapid inference of nonlinear boundary value problems in mechanics are helpful in a broad range of engineering applications. However, effective surrogate modeling of applications involving the contact of deformable…
With the emergence of dynamic multiplex networks, corresponding to graphs where multiple types of edges evolve over time, a key inferential task is to determine whether the layers associated with different edge types differ in their…
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…