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We introduce a nonparametric graphical model for discrete node variables based on additive conditional independence. Additive conditional independence is a three way statistical relation that shares similar properties with conditional…

Methodology · Statistics 2021-12-30 Jun Tao , Bing Li , Lingzhou Xue

This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…

Machine Learning · Statistics 2019-12-03 Yiyuan She , Shao Tang , Qiaoya Zhang

Functional graphical models explore dependence relationships of random processes. This is achieved through estimating the precision matrix of the coefficients from the Karhunen-Loeve expansion. This paper deals with the problem of…

Methodology · Statistics 2021-10-14 Ilias Moysidis , Bing Li

Functional Gaussian graphical models (GGM) used for analyzing multivariate functional data customarily estimate an unknown graphical model representing the conditional relationships between the functional variables. However, in many…

Methodology · Statistics 2024-10-03 Debangan Dey , Sudipto Banerjee , Martin Lindquist , Abhirup Datta

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 PC algorithm uses conditional independence tests for model selection in graphical modeling with acyclic directed graphs. In Gaussian models, tests of conditional independence are typically based on Pearson correlations, and…

Statistics Theory · Mathematics 2012-07-03 Naftali Harris , Mathias Drton

Recent methods for estimating sparse undirected graphs for real-valued data in high dimensional problems rely heavily on the assumption of normality. We show how to use a semiparametric Gaussian copula--or "nonparanormal"--for high…

Machine Learning · Statistics 2009-03-05 Han Liu , John Lafferty , Larry Wasserman

Graphical Transformation Models (GTMs) are introduced as a novel approach to effectively model multivariate data with intricate marginals and complex dependency structures semiparametrically, while maintaining interpretability through the…

Methodology · Statistics 2025-08-28 Matthias Herp , Johannes Brachem , Michael Altenbuchinger , Thomas Kneib

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

Functional data are frequently accompanied by a parametric template that describes the typical shapes of the functions. However, these parametric templates can incur significant bias, which undermines both utility and interpretability. To…

Methodology · Statistics 2022-05-18 Daniel R. Kowal , Antonio Canale

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

To model high dimensional data, Gaussian methods are widely used since they remain tractable and yield parsimonious models by imposing strong assumptions on the data. Vine copulas are more flexible by combining arbitrary marginal…

Machine Learning · Statistics 2017-09-18 Dominik Müller , Claudia Czado

We consider learning continuous probabilistic graphical models in the face of missing data. For non-Gaussian models, learning the parameters and structure of such models depends on our ability to perform efficient inference, and can be…

Machine Learning · Computer Science 2012-03-19 Gal Elidan

In recent years, there has been considerable interest in estimating conditional independence graphs in the high-dimensional setting. Most prior work has assumed that the variables are multivariate Gaussian, or that the conditional means of…

Methodology · Statistics 2013-04-19 Arend Voorman , Ali Shojaie , Daniela Witten

Gaussian graphical models with sparsity in the inverse covariance matrix are of significant interest in many modern applications. For the problem of recovering the graphical structure, information criteria provide useful optimization…

Statistics Theory · Mathematics 2010-12-01 Rina Foygel , Mathias Drton

Learning a distribution conditional on a set of discrete-valued features is a commonly encountered task. This becomes more challenging with a high-dimensional feature set when there is the possibility of interaction between the features. In…

Machine Learning · Statistics 2013-05-01 David C. Kessler , Jack Taylor , David B. Dunson

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

Triangular systems with nonadditively separable unobserved heterogeneity provide a theoretically appealing framework for the modelling of complex structural relationships. However, they are not commonly used in practice due to the need for…

Econometrics · Economics 2019-10-08 Victor Chernozhukov , Iván Fernández-Val , Whitney Newey , Sami Stouli , Francis Vella

Functional Data Analysis represents a field of growing interest in statistics. Despite several studies have been proposed leading to fundamental results, the problem of obtaining valid and efficient prediction sets has not been thoroughly…

Methodology · Statistics 2021-04-13 Jacopo Diquigiovanni , Matteo Fontana , Simone Vantini

Measuring conditional dependence is an important topic in statistics with broad applications including graphical models. Under a factor model setting, a new conditional dependence measure based on projection is proposed. The corresponding…

Methodology · Statistics 2019-01-14 Jianqing Fan , Yang Feng , Lucy Xia