Joint Estimation and Inference for Multi-Experiment Networks of High-Dimensional Point Processes
Not on the map. Why?
Abstract (arXiv)
Modern high-dimensional point process data, especially those from neuroscience experiments, often involve observations from multiple conditions and/or experiments. Networks of interactions corresponding to these conditions are expected to share many edges, but also exhibit unique, condition-specific ones. However, the degree of similarity among the networks from different conditions is generally unknown. Existing approaches for multivariate point processes do not take these structures into account and do not provide inference for jointly estimated networks. To address these needs, we propose a joint estimation procedure for networks of high-dimensional point processes that incorporates easy-to-compute weights in order to data-adaptively encourage similarity between the estimated networks. We also propose a powerful hierarchical multiple testing procedure for edges of all estimated networks, which takes into account the data-driven similarity structure of the multi-experiment networks. Compared to conventional multiple testing procedures, our proposed procedure greatly reduces the number of tests and results in improved power, while tightly controlling the family-wise error rate. Unlike existing procedures, our method is also free of assumptions on dependency between tests, offers flexibility on p-values calculated along the hierarchy, and is robust to misspecification of the hierarchical structure. We verify our theoretical results via simulation studies and demonstrate the application of the proposed procedure using neuronal spike train data.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 18 of its 68 references that are in the map. First posted on arXiv 23 Sep 2021.
Builds on
18 of 68 references.
References · 18
- 2017Network Inference via the Time-Varying Graphical Lassocited by 55
- 2013Regularized estimation in sparse high-dimensional time series modelscited by 41
- 2014Discovering Latent Network Structure in Point Process Datacited by 28
- 2016Learning Network of Multivariate Hawkes Processes: A Time Series Approachcited by 15
- 2017Connectivity Inference from Neural Recording Data: Challenges, Mathematical Bases and Research Directionscited by 12
- 2018High-Dimensional Joint Estimation of Multiple Directed Gaussian Graphical Modelscited by 12
- 2020Latent Network Structure Learning from High Dimensional Multivariate Point Processescited by 12
- 2016Multiple testing with the structure adaptive Benjamini-Hochberg algorithmcited by 11
- 2017The Multivariate Hawkes Process in High Dimensions: Beyond Mutual Excitationcited by 9
- 2017Joint Structural Break Detection and Parameter Estimation in High-Dimensional Non-Stationary VAR Modelscited by 9
- 2018Estimating Time-Varying Graphical Modelscited by 8
- 2013Joint Estimation of Multiple Graphical Models from High Dimensional Time Seriescited by 7
6 more
- 2020Differential Network Analysis: A Statistical Perspectivecited by 7
- 2016Joint Estimation of Precision Matrices in Heterogeneous Populationscited by 5
- 2020Statistical Inference for Networks of High-Dimensional Point Processescited by 5
- 2013On model selection consistency of regularized M-estimatorscited by 3
- 2015On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Datacited by 3
- 2016On Procedures Controlling the FDR for Testing Hierarchically Ordered Hypothesescited by 3
Built on by
Citing papers per year: 2021: 1.
1 paper.
- 2021Joint Gaussian Graphical Model Estimation: A Surveycited by 10
- 2021Joint Gaussian Graphical Model Estimation: A Survey19 Oct 2021