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arXiv 1502.02347stat.ML
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高维非paranormal图模型的局部和全局推断

Local and Global Inference for High Dimensional Nonparanormal Graphical Models

Quanquan Gu, Yuan Cao, Yang Ning, Han Liu

摘要:

本文提出了一个统一的框架,以量化的局部和全局的非paranormal图形模型的推理不确定性。特别是,我们考虑的问题,测试存在的一个单一的边缘和构造一个统一的信心子图。由于存在未知的边缘变换,我们提出了一种基于伪似然的推理方法。与现有的高维分数检验方法形成鲜明对比的是,我们的方法是免费的调整参数给定的初始估计,并扩展了现有的基于似然的推理框架的范围。此外,我们提出了一个U-统计量的乘数自助方法来构建置信子图。我们证明了所构造的子图以大于给定标称水平的概率包含在真图中。与现有的构造置信子图的方法相比,我们的方法不依赖于高斯或亚高斯假设。所提出的推理方法的理论性能进行了验证,通过彻底的数值实验和实际数据分析。

英文摘要:

This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and constructing a uniform confidence subgraph. Due to the presence of unknown marginal transformations, we propose a pseudo likelihood based inferential approach. In sharp contrast to the existing high dimensional score test method, our method is free of tuning parameters given an initial estimator, and extends the scope of the existing likelihood based inferential framework. Furthermore, we propose a U-statistic multiplier bootstrap method to construct the confidence subgraph. We show that the constructed subgraph is contained in the true graph with probability greater than a given nominal level. Compared with existing methods for constructing confidence subgraphs, our method does not rely on Gaussian or sub-Gaussian assumptions. The theoretical properties of the proposed inferential methods are verified by thorough numerical experiments and real data analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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