Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userAdaptive Inferential Method for Monotone Graph Invariants
91
0
0.0
(
0
)
Added by
Junwei Lu
Publication date
2017
fields
Mathematical Statistics
and research's language is
English
Ask ChatGPT about the research
No Arabic abstract
We consider the problem of undirected graphical model inference. In many applications, instead of perfectly recovering the unknown graph structure, a more realistic goal is to infer some graph invariants (e.g., the maximum degree, the number of connected subgraphs, the number of isolated nodes). In this paper, we propose a new inferential framework for testing nested multiple hypotheses and constructing confidence intervals of the unknown graph invariants under undirected graphical models. Compared to perfect graph recovery, our methods require significantly weaker conditions. This paper makes two major contributions: (i) Methodologically, for testing nested multiple hypotheses, we propose a skip-down algorithm on the whole family of monotone graph invariants (The invariants which are non-decreasing under addition of edges). We further show that the same skip-down algorithm also provides valid confidence intervals for the targeted graph invariants. (ii) Theoretically, we prove that the length of the obtained confidence intervals are optimal and adaptive to the unknown signal strength. We also prove generic lower bounds for the confidence interval length for various invariants. Numerical results on both synthetic simulations and a brain imaging dataset are provided to illustrate the usefulness of the proposed method.
rate research
Read More
The inferential model (IM) framework produces data-dependent, non-additive degrees of belief about the unknown parameter that are provably valid. The validity property guarantees, among other things, that inference procedures derived from the IM control frequentist error rates at the nominal level. A technical complication is that IMs are built on a relatively unfamiliar theory of random sets. Here we develop an alternative -- and practically equivalent -- formulation, based on a theory of possibility measures, which is simpler in many respects. This new perspective also sheds light on the relationship between IMs and Fishers fiducial inference, as well as on the construction of optimal IMs.
We consider a problem of manifold estimation from noisy observations. Many manifold learning procedures locally approximate a manifold by a weighted average over a small neighborhood. However, in the presence of large noise, the assigned weights become so corrupted that the averaged estimate shows very poor performance. We suggest a novel computationally efficient structure-adaptive procedure which simultaneously reconstructs a smooth manifold and estimates projections of the point cloud onto this manifold. The proposed approach iteratively refines the weights on each step, using the structural information obtained at previous steps. After several iterations, we obtain nearly oracle weights, so that the final estimates are nearly efficient even in the presence of relatively large noise. In our theoretical study we establish tight lower and upper bounds proving asymptotic optimality of the method for manifold estimation under the Hausdorff loss, provided that the noise degrades to zero fast enough.
We study distributed estimation methods under communication constraints in a distributed version of the nonparametric random design regression model. We derive minimax lower bounds and exhibit methods that attain those bounds. Moreover, we show that adaptive estimation is possible in this setting.
In data science, it is often required to estimate dependencies between different data sources. These dependencies are typically calculated using Pearsons correlation, distance correlation, and/or mutual information. However, none of these measures satisfy all the Grangers axioms for an ideal measure. One such ideal measure, proposed by Granger himself, calculates the Bhattacharyya distance between the joint probability density function (pdf) and the product of marginal pdfs. We call this measure the mutual dependence. However, to date this measure has not been directly computable from data. In this paper, we use our recently introduced maximum likelihood non-parametric estimator for band-limited pdfs, to compute the mutual dependence directly from the data. We construct the estimator of mutual dependence and compare its performance to standard measures (Pearsons and distance correlation) for different known pdfs by computing convergence rates, computational complexity, and the ability to capture nonlinear dependencies. Our mutual dependence estimator requires fewer samples to converge to theoretical values, is faster to compute, and captures more complex dependencies than standard measures.
This paper is concerned with density estimation of directional data on the sphere. We introduce a procedure based on thresholding on a new type of spherical wavelets called {it needlets}. We establish a minimax result and prove its optimality. We are motivated by astrophysical applications, in particular in connection with the analysis of ultra high energy cosmic rays.
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
