Abstract
We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an $L_1$-regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove a $sqrtn$-sparsistency. Importantly, our approach avoids parametric constraints on the effects of confounders on the estimated graphical model structure. Empirically, the PLA-GGM is applied to both synthetic and real-world datasets, demonstrating superior performance compared to competing methods.
Mladen Kolar
Associate Professor of Econometrics and Statistics
Mladen Kolar is an Associate Professor of Econometrics and Statistics at the University of Chicago Booth School of Business. His research is focused on high-dimensional statistical methods, graphical models, varying-coefficient models and data mining, driven by the need to uncover interesting and scientifically meaningful structures from observational data.
Sanmi Koyejo
Sanmi Koyejo an Assistant Professor in the Department of Computer Science at Stanford University. Koyejo’s research interests are in developing the principles and practice of trustworthy machine learning. Additionally, Koyejo focuses on applications to neuroscience and healthcare. Koyejo has been the recipient of several awards, including a best paper award from the conference on uncertainty in artificial intelligence (UAI), a Skip Ellis Early Career Award, and a Sloan Fellowship.