Related papers: Selective Inference in Graphical Models via Maximu…
Classically, statistical datasets have a larger number of data points than features ($n > p$). The standard model of classical statistics caters for the case where data points are considered conditionally independent given the parameters.…
Ancestral graph models, introduced by Richardson and Spirtes (2002), generalize both Markov random fields and Bayesian networks to a class of graphs with a global Markov property that is closed under conditioning and marginalization. By…
This paper proposes a bootstrap-assisted procedure to conduct simultaneous inference for high dimensional sparse linear models based on the recent de-sparsifying Lasso estimator (van de Geer et al. 2014). Our procedure allows the dimension…
In this paper we develop inference for high dimensional linear models, with serially correlated errors. We examine Lasso under the assumption of strong mixing in the covariates and error process, allowing for fatter tails in their…
Inference in discrete graphical models with variational methods is difficult because of the inability to re-parameterize gradients of the Evidence Lower Bound (ELBO). Many sampling-based methods have been proposed for estimating these…
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…
We consider the least-square linear regression problem with regularization by the l1-norm, a problem usually referred to as the Lasso. In this paper, we present a detailed asymptotic analysis of model consistency of the Lasso. For various…
Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language,…
Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely-used estimator is the Graphical Lasso (GLASSO), which amounts to a maximum likelihood estimation regularized using the…
When the model is not known and parameter testing or interval estimation is conducted after model selection, it is necessary to consider selective inference. This paper discusses this issue in the context of sparse estimation. Firstly, we…
Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs…
Feature selection has been proven a powerful preprocessing step for high-dimensional data analysis. However, most state-of-the-art methods tend to overlook the structural correlation information between pairwise samples, which may…
We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…
Three-dimensional panel models are widely used in empirical analysis. Researchers use various combinations of fixed effects for three-dimensional panels. When one imposes a parsimonious model and the true model is rich, then it incurs…
The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…
Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…
We propose Bayesian methods for Gaussian graphical models that lead to sparse and adaptively shrunk estimators of the precision (inverse covariance) matrix. Our methods are based on lasso-type regularization priors leading to parsimonious…
Our concern is selecting the concentration matrix's nonzero coefficients for a sparse Gaussian graphical model in a high-dimensional setting. This corresponds to estimating the graph of conditional dependencies between the variables. We…
This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…
Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…