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The covariance structure of multivariate functional data can be highly complex, especially if the multivariate dimension is large, making extensions of statistical methods for standard multivariate data to the functional data setting…

Methodology · Statistics 2022-02-04 Javier Zapata , Sang-Yun Oh , Alexander Petersen

We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional…

Machine Learning · Computer Science 2012-03-06 Animashree Anandkumar , Vincent Y. F. Tan , Alan. S. Willsky

Neural estimators are simulation-based estimators for the parameters of a family of statistical models, which build a direct mapping from the sample to the parameter vector. They benefit from the versatility of available network…

Machine Learning · Statistics 2025-06-24 Almut Rödder , Manuel Hentschel , Sebastian Engelke

This paper introduces a simple measure of a concordance pattern among observed outcomes along a network, i.e., the pattern in which adjacent outcomes tend to be more strongly correlated than non-adjacent outcomes. The graph concordance…

Methodology · Statistics 2017-09-04 Kyungchul Song

The causal (belief) network is a well-known graphical structure for representing independencies in a joint probability distribution. The exact methods and the approximation methods, which perform probabilistic inference in causal networks,…

Artificial Intelligence · Computer Science 2013-04-05 Richard E. Neapolitan , James Kenevan

Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, thus are of particular interest for scientific investigation. Motivated by modern applications, this…

Statistics Theory · Mathematics 2021-02-03 Sen Na , Mladen Kolar , Oluwasanmi Koyejo

We present Causal Posterior Estimation (CPE), a novel method for Bayesian inference in simulator models, i.e., models where the evaluation of the likelihood function is intractable or too computationally expensive, but where one can…

Machine Learning · Computer Science 2025-05-28 Simon Dirmeier , Antonietta Mira

In this work, a novel approach for the construction and training of time series models is presented that deals with the problem of learning on large time series with non-equispaced observations, which at the same time may possess features…

Machine Learning · Computer Science 2020-11-25 Charilaos Mylonas , Eleni Chatzi

A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among…

Graphical models are powerful tools to investigate complex dependency structures in high-throughput datasets. However, most existing graphical models make one of the two canonical assumptions: (i) a homogeneous graph with a common network…

Methodology · Statistics 2023-10-31 Tsung-Hung Yao , Yang Ni , Anindya Bhadra , Jian Kang , Veerabhadran Baladandayuthapani

High-dimensional data analysis typically focuses on low-dimensional structure, often to aid interpretation and computational efficiency. Graphical models provide a powerful methodology for learning the conditional independence structure in…

Methodology · Statistics 2024-09-13 Maria De Iorio , Willem van den Boom , Alexandros Beskos , Ajay Jasra , Andrea Cremaschi

The exploration of Graph Neural Networks (GNNs) for processing graph-structured data has expanded, particularly their potential for causal analysis due to their universal approximation capabilities. Anticipated to significantly enhance…

Machine Learning · Computer Science 2024-01-30 Simi Job , Xiaohui Tao , Taotao Cai , Lin Li , Haoran Xie , Jianming Yong

Graph Neural Networks (GNNs) excel in diverse tasks, yet their applications in high-stakes domains are often hampered by unreliable predictions. Although numerous uncertainty quantification methods have been proposed to address this…

Machine Learning · Computer Science 2024-07-22 Tianyi Zhao , Jian Kang , Lu Cheng

Graph Neural Networks (GNNs) are able to achieve high classification accuracy on many important real world datasets, but provide no rigorous notion of predictive uncertainty. Quantifying the confidence of GNN models is difficult due to the…

Machine Learning · Statistics 2024-01-10 Jase Clarkson

We propose to use deep learning to estimate parameters in statistical models when standard likelihood estimation methods are computationally infeasible. We show how to estimate parameters from max-stable processes, where inference is…

Methodology · Statistics 2021-08-02 Amanda Lenzi , Julie Bessac , Johann Rudi , Michael L. Stein

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…

Social and Information Networks · Computer Science 2018-05-02 Xiao Zhang , Cristopher Moore , M. E. J. Newman

Conditional-independence-based discovery uses statistical tests to identify a graphical model that represents the independence structure of variables in a dataset. These tests, however, can be unreliable, and algorithms are sensitive to…

Machine Learning · Computer Science 2026-04-21 Philipp M. Faller , Dominik Janzing

This paper is concerned with cross-sectional dependence arising because observations are interconnected through an observed network. Following Doukhan and Louhichi (1999), we measure the strength of dependence by covariances of nonlinearly…

Econometrics · Economics 2025-03-10 Denis Kojevnikov , Vadim Marmer , Kyungchul Song

Log-linear models are a classical tool for the analysis of contingency tables. In particular, the subclass of graphical log-linear models provides a general framework for modelling conditional independences. However, with the exception of…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Thomas S. Richardson
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