Covariate-dependent Graphical Model Estimation via Neural Networks with Statistical Guarantees
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Abstract (arXiv)
Graphical models are widely used in diverse application domains to model the conditional dependencies amongst a collection of random variables. In this paper, we consider settings where the graph structure is covariate-dependent, and investigate a deep neural network-based approach to estimate it. The method allows for flexible functional dependency on the covariate, and fits the data reasonably well in the absence of a Gaussianity assumption. Theoretical results with PAC guarantees are established for the method, under assumptions commonly used in an Empirical Risk Minimization framework. The performance of the proposed method is evaluated on several synthetic data settings and benchmarked against existing approaches. The method is further illustrated on real datasets involving data from neuroscience and finance, respectively, and produces interpretable results.
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References · 17
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5 more
- 2023Generalized Precision Matrix for Scalable Estimation of Nonparametric Markov Networkscited by 7
- 2020High Dimensional Gaussian Graphical Regression Models with Covariatescited by 3
- 2023Contextual Directed Acyclic Graphscited by 3
- 2024Bayesian Covariate-Dependent Graph Learning with a Dual Group Spike-and-Slab Priorcited by 3
- 2023Covariate-Assisted Bayesian Graph Learning for Heterogeneous Datacited by 2
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