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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

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…

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Direct estimation and inference of differential Granger causality between two high-dimensional time series

Comparing dependence structures between two related multivariate time series is of fundamental interest in many scientific applications, where changes may occur in both directed temporal interactions and contemporaneous connectivity. Modeling each time series by a vector autoregressive (VAR) model, we propose a new framework for estimation and inference of differential Granger causality (DiffGC) and differential network (DiffNet) structures in high dimensions. The proposed…

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Assumption-Lean Inference for Spectral Differential Network Analysis of High-Dimensional Time Series

高维时间序列频谱差异网络分析的少假设推断

Network analysis for multivariate time series is popular in many fields, from neuroscience to seismology. The inverse spectral density is a common choice for time series network analysis due to its representation of the frequency domain correlation between two variables after removing the best linear predictor of all other variables. In many applications, the goal is to study how these networks change across different conditions. For example, in neuroscience, one might be…

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Expert-Guided g-computation with Large Language Models for Estimating Causal Effects on Timings: Applications to Hospital Quality Improvement

结合专家与大语言模型的 g-computation:估计医院干预节省的时间

Hospital quality improvement (QI) programs routinely face multiple candidate interventions to optimize hospital flow, but existing methods struggle to estimate and rank the causal effects of such interventions. This work focuses on one of the most standard hospital metrics, the average length of stay (LOS), and its causal estimand, the average time saved. To characterize this causal effect, qualitative approaches rely on expert judgment to map patient trajectories, making…

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A general nonparametric framework for testing hypotheses about function-valued parameters

函数值参数假设检验的一般非参数框架

We present a general nonparametric approach for testing whether a statistical parameter defined through conditional distributions is constant across the conditioning variables. Such hypotheses arise naturally in problems such as assessing treatment effect heterogeneity, conditional associational effects, and conditional mean dependence. Our framework studies function-valued parameters obtained by evaluating a smooth statistical functional on conditional probability…

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Convex Mixed-Integer Programming for Causal Additive Models with Optimization and Statistical Guarantees

具有优化与统计保证的因果加性模型凸混合整数规划

We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a maximum likelihood estimator with a group l0-regularization that penalizes the number of edges in the graph. The resulting estimator is formulated through a convex mixed-integer program, enabling the use of branch-and-bound methods to obtain…

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Estimation of High-Dimensional Markov-Switching VAR Models with an Approximate EM Algorithm

利用近似EM算法估计高维马尔可夫切换VAR模型

Regime shifts in high-dimensional time series arise naturally in many applications, from neuroimaging to finance. This problem has received considerable attention in low-dimensional settings, with both Bayesian and frequentist methods used extensively for parameter estimation. The EM algorithm is a particularly popular strategy for parameter estimation in low-dimensional settings, although the statistical properties of the resulting estimates have not been well understood.…

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Spectral Differential Network Analysis for High-Dimensional Time Series

高维时间序列的谱差分网络分析

Spectral networks derived from multivariate time series data arise in many domains, from brain science to Earth science. Often, it is of interest to study how these networks change under different conditions. For instance, to better understand epilepsy, it would be interesting to capture the changes in the brain connectivity network as a patient experiences a seizure, using electroencephalography data. A common approach relies on estimating the networks in each condition and…

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A Unified Framework for Semiparametrically Efficient Semi-Supervised Learning

半参数有效半监督学习的统一框架

We consider statistical inference under a semi-supervised setting where we have access to both a labeled dataset consisting of pairs $\{X_i, Y_i \}_{i=1}^n$ and an unlabeled dataset $\{ X_i \}_{i=n+1}^{n+N}$. We ask the question: under what circumstances, and by how much, can incorporating the unlabeled dataset improve upon inference using the labeled data? To answer this question, we investigate semi-supervised learning through the lens of semiparametric efficiency theory.…

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Learning Directed Acyclic Graphs from Partial Orderings

利用部分因果排序学习有向无环图

Directed acyclic graphs (DAGs) are commonly used to model causal relationships among random variables. In general, learning the DAG structure is both computationally and statistically challenging. Moreover, without additional information, the direction of edges may not be estimable from observational data. In contrast, given a complete causal ordering of the variables, the problem can be solved efficiently, even in high dimensions. In this paper, we consider the intermediate…

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Causal Structural Learning Via Local Graphs

通过局部图学习因果结构

We consider the problem of learning causal structures in sparse high-dimensional settings that may be subject to the presence of (potentially many) unmeasured confounders, as well as selection bias. Based on the structure found in common families of large random networks and examining the representation of local structures in linear structural equation models (SEM), we propose a new local notion of sparsity for consistent structure learning in the presence of latent and…

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Nonparametric causal structure learning in high dimensions

高维非参数因果结构学习

The PC and FCI algorithms are popular constraint-based methods for learning the structure of directed acyclic graphs (DAGs) in the absence and presence of latent and selection variables, respectively. These algorithms (and their order-independent variants, PC-stable and FCI-stable) have been shown to be consistent for learning sparse high-dimensional DAGs based on partial correlations. However, inferring conditional independences from partial correlations is valid if the…

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Granger Causality: A Review and Recent Advances

格兰杰因果:综述与近期进展

Introduced more than a half century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity of this notion for inferring causal relationships among time series has remained the topic of continuous debate. Moreover, while the original definition was general, limitations in computational tools have primarily limited the…

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