Estimation and Inference for Differential Networks

Event Sponsor: 
Mathmatics and Computer Science Division Seminar - LANS
Start Date: 
Oct 10 2018 - 10:30am
Building/Room: 
Building 240/Room 4301
Location: 
Argonne National Laboratory
Speaker(s): 
Mladen Kolar
Speaker(s) Title: 
University of Chicago Booth School of Business

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.

Miscellaneous Information: 

This seminar will be streamed. See details at https://anlpress.cels.anl.gov/cels-seminars/

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Upcoming Seminars
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September 12, 2018, "Inverse problems in new X-ray imaging techniques: Tools, algorithms and future prospects" Siddharth Maddali Vivekanand, Postdoctoral Appointee, MSD/ANL
September 21, 2018, "Solving Multi-Leader-Follower Games by Smoothing the Follower's Best Response" Anna Thuenen, Research Assistant, Institute for Geometry and Practical Mathematics, RWTH Aachen University
September 26, 2018, "Understanding graphs through spectral densities" David Bindel, Associate Professor of Computer Science, Cornell University
October 1, 2018, "Advances in bounding methods for use in global optimization" Kamil Khan, Assistant Professor, Department of Chemical Engineering, McMaster University
October 10, 2018, "Estimation and Inference for Differential Networks" Mladen Kolar, Associate Professor of Econometrics and Statistics, University of Chicago Booth School of Business
October 17, 2018, "From Paraphrase Modeling to Controlled Generation" Kevin Gimpel, Assistant Professor, Toyota Technological Institute at Chicago
October 24, 2018, "TBA" Dmitriy Drusvyatskiy, Assistant Professor, Department of Mathematics, University of Washington
October 31, 2018, "TBA" Prasanna Balaprakash, Computer Scientist, MCS & LCF, ANL
November 7, 2018, "TBA" Emil Constantinescu, Computational Mathematician, MCS/ANL