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Erika Banzato

Publications and source records attributed to Erika Banzato.

3 recordsLinked to original sources

Leave-one-out testing for node-level differences in Gaussian graphical models

We study two-sample equality testing in Gaussian graphical models. Classical likelihood ratio tests on decomposable graphs admit clique-wise factorizations, offering limited localization and unstable finite-sample behaviour. We propose node-level inference via a leave-one-out Bartlett-adjusted test on a fully connected graph. The resulting increments have standard chi-square null limits, enabling calibrated significance for single nodes and fixed-size subsets. Simulations confirm validity, and a case study shows practical utility.

stat.ME

Existence of Direct Density Ratio Estimators

Many two-sample problems call for a comparison of two distributions from an exponential family. Density ratio estimation methods provide ways to solve such problems through direct estimation of the differences in natural parameters. The term direct indicates that one avoids estimating both marginal distributions. In this context, we consider the Kullback--Leibler Importance Estimation Procedure (KLIEP), which has been the subject of recent work on differential networks. Our main result shows that the existence of the KLIEP estimator is characterized by whether the average sufficient statistic for one sample belongs to the convex hull of the set of all sufficient statistics for data points in the second sample. For high-dimensional problems it is customary to regularize the KLIEP loss by adding the product of a tuning parameter and a norm of the vector of parameter differences. We show that the existence of the regularized KLIEP estimator requires the tuning parameter to be no less than the dual norm-based distance between the average sufficient statistic and the convex hull. The implications of these existence issues are explored in applications to differential network analysis.

math.ST

Guided structure learning of DAGs for count data

In this paper, we tackle structure learning of Directed Acyclic Graphs (DAGs), with the idea of exploiting available prior knowledge of the domain at hand to guide the search of the best structure. In particular, we assume to know the topological ordering of variables in addition to the given data. We study a new algorithm for learning the structure of DAGs, proving its theoretical consistence in the limit of infinite observations. Furthermore, we experimentally compare the proposed algorithm to a number of popular competitors, in order to study its behavior in finite samples.

stat.ME