stat.ML

Statistical Inference for Networks of High-Dimensional Point Processes

Provably Efficient Neural Estimation of Structural Equation Model: An Adversarial Approach

Structural equation models (SEMs) are widely used in sciences, ranging from economics to psychology, to uncover causal relationships underlying a complex system under consideration and estimate structural parameters of interest. We study estimation …

Estimation of a Low-rank Topic-Based Model for Information Cascades

We consider the problem of estimating the latent structure of a social network based on the observed information diffusion events, or _cascades_. Here for a given cascade, we only observe the times of infection for infected nodes but not the source …

FuDGE: Functional Differential Graph Estimation with fully and discretely observed curves

We consider the problem of estimating the difference between two functional undirected graphical models with shared structures. In many applications, data are naturally regarded as high-dimensional random function vectors rather than multivariate …

Semiparametric Nonlinear Bipartite Graph Representation Learning with Provable Guarantees

Graph representation learning is a ubiquitous task in machine learning where the goal is to embed each vertex into a low-dimensional vector space. We consider the bipartite graph and formalize its representation learning problem as a statistical …

Posterior Ratio Estimation for Latent Variables

Density Ratio Estimation has attracted attention from machine learning community due to its ability of comparing the underlying distributions of two datasets. However, in some applications, we want to compare distributions of emphlatent random …

Natural Actor-Critic Converges Globally for Hierarchical Linear Quadratic Regulator

Multi-agent reinforcement learning has been successfully applied to a number of challenging problems. Despite these empirical successes, theoretical understanding of different algorithms is lacking, primarily due to the curse of dimensionality caused …

Tensor Canonical Correlation Analysis

In many applications, such as classification of images or videos, it is of interest to develop a framework for tensor data instead of ad-hoc way of transforming data to vectors due to the computational and under-sampling issues. In this paper, we …

High-dimensional Index Volatility Models via Stein's Identity

We study estimation of the parametric components of single and multiple index volatility models. Using the first- and second-order Stein's identity, we develop methods that are applicable for estimation of the variance index in a high-dimensional …

Distributed Stochastic Multi-Task Learning with Graph Regularization

We propose methods for distributed graph-based multi-task learning that are based on weighted averaging of messages from other machines. Uniform averaging or diminishing stepsize in these methods would yield consensus (single task) learning. We show …