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Estimation and Inference for Differential Networks

When: 

Nov 18, 2019 - 1:50pm to 2:55pm

Where: 

Siegal Hall, Room 118

Speaker: 

Mladen Kolar
Booth School of Business, University of Chicago

Description: 

We present a recent line of work on estimating differential networks
and conducting statistical inference about parameters in a
high-dimensional setting. First, we consider a Gaussian setting and
show how to directly learn the difference between the graph
structures. A debiasing procedure will be presented for construction
of an asymptotically normal estimator of the difference. Next,
building on the first part, we show how to learn the difference
between two graphical models with latent variables. Linear convergence
rate is established for an alternating gradient descent procedure with
correct initialization. Simulation studies illustrate performance of
the procedure. We also illustrate the procedure on an application in
neuroscience. Finally, we will discuss how to do statistical inference
on the differential networks when data are not Gaussian.

Event Type: 

Department of Applied Mathematics - Colloquia