Inference for Heterogeneous Graphical Models using Doubly High-Dimensional Linear-Mixed Models
双重高维线性混合模型下异质图模型的推断AI 解读 ↓
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双重高维线性混合模型下异质图模型的推断AI 解读 ↓
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Inferring the structure of population-level functional connectivity networks from multi-subject functional magnetic resonance imaging data is essential for understanding the connectivity patterns underlying cognitive and behavioral functions. Graphical models provide a formal statistical framework for inferring the graph structure. However, the multi-level nature of functional magnetic resonance imaging data---where each level corresponds, for instance, to a subject---compromises the inferential validity of most existing methods. In this paper, we develop a valid inference framework for high-dimensional graphical models that accounts for cross-level heterogeneity. We introduce a neighborhood-based method to learn the graph structure and reframe the problem as that of inferring fixed effect parameters in a doubly high-dimensional linear mixed model. We then propose a LASSO-based estimator and a de-biased LASSO-based inference framework for these fixed effect parameters. We evaluate the performance of the proposed framework using benchmark simulation studies and apply it to descriptively compare graph structures between the functional connectivity networks of two predefined groups of subjects from the Human Connectome Project.
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The synthetic control method (SCM) is widely used for causal inference with panel data, particularly when the number of treated units is small. It relies on the stable unit treatment value assumption (SUTVA), ruling out spillover effects. However, interventions often affect not only treated but also untreated units. This study proposes a novel panel data method that extends standard SCM to account for spillovers and estimate both treatment and spillover effects. The approach…
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高维空间面板网络的统一推断
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高维空间面板网络的一致有效推断
We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for inference on large-scale spatial panel networks. In particular, the network structure, which incorporates a flexible sparse deviation that can be regarded either as a latent component or as a misspecification of a predetermined adjacency matrix,…