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Heejong Bong

Publications and source records attributed to Heejong Bong.

10 recordsLinked to original sources

Simultaneous Inference in Multiple Matrix-Variate Graphs for High-Dimensional Neural Recordings

We study simultaneous inference for multiple matrix-variate Gaussian graphical models in high-dimensional settings. Such models arise when spatiotemporal data are collected across multiple sample groups or experimental sessions, where each group is characterized by its own graphical structure but shares common sparsity patterns. A central challenge is to conduct valid inference on collections of graph edges while efficiently borrowing strength across groups under both high-dimensionality and temporal dependence. We propose a unified framework that combines joint estimation via group penalized regression with a high-dimensional Gaussian approximation bootstrap to enable global testing of edge subsets of arbitrary size. The proposed procedure accommodates temporally dependent observations and avoids naive pooling across heterogeneous groups. We establish theoretical guarantees for the validity of the simultaneous tests under mild conditions on sample size, dimensionality, and non-stationary autoregressive temporal dependence, and show that the resulting tests are nearly optimal in terms of the testable region boundary. The method relies only on convex optimization and parametric bootstrap, making it computationally tractable. Simulation studies and a neural recording example illustrate the efficacy of the proposed approach.

stat.ME

Causal Inference Using Augmented Epidemic Models

Epidemic models describe the evolution of a communicable disease over time. These models are often modified to include the effects of interventions (control measures) such as vaccination, social distancing, school closings etc. Many such models were proposed during the COVID-19 epidemic. Inevitably these models are used to answer the question: What is the effect of the intervention on the epidemic? These models can either be interpreted as data generating models describing observed random variables or as causal models for counterfactual random variables. These two interpretations are often conflated in the literature. We discuss the difference between these two types of models, and then we discuss how to estimate the parameters of the model. Our focus is causal inference for parameters in epidemic models by adjusting for confounders, allowing time varying interventions.

stat.ME

Heterogeneous Treatment Effects under Network Interference: A Nonparametric Approach Based on Node Connectivity

In network settings, interference between units makes causal inference more challenging as outcomes may depend on the treatments received by others in the network. Typical estimands in network settings focus on treatment effects aggregated across individuals in the population. We propose a framework for estimating node-wise counterfactual means, allowing for more granular insights into the impact of network structure on treatment effect heterogeneity. We develop a doubly robust and non-parametric estimation procedure, KECENI (Kernel Estimator of Causal Effect under Network Interference), which offers consistency and asymptotic normality under network dependence. The utility of this method is demonstrated through an application to microfinance data, revealing the impact of network characteristics on treatment effects.

stat.ME

Frequentist Inference for Semi-mechanistic Epidemic Models with Interventions

The effect of public health interventions on an epidemic are often estimated by adding the intervention to epidemic models. During the Covid-19 epidemic, numerous papers used such methods for making scenario predictions. The majority of these papers use Bayesian methods to estimate the parameters of the model. In this paper we show how to use frequentist methods for estimating these effects which avoids having to specify prior distributions. We also use model-free shrinkage methods to improve estimation when there are many different geographic regions. This allows us to borrow strength from different regions while still getting confidence intervals with correct coverage and without having to specify a hierarchical model. Throughout, we focus on a semi-mechanistic model which provides a simple, tractable alternative to compartmental methods.

stat.ME

Dual Induction CLT for High-dimensional m-dependent Data

We derive novel and sharp high-dimensional Berry--Esseen bounds for the sum of $m$-dependent random vectors over the class of hyper-rectangles exhibiting only a poly-logarithmic dependence in the dimension. Our results hold under minimal assumptions, such as non-degenerate covariances and finite third moments, and exhibit an optimal sample complexity of order $m^{(q-1)/(q-2)}/\sqrt{n}$. Aside from logarithmic terms, the resulting rates match the optimal rates established in the univariate case. When specialized to the sums of independent non-degenerate random vectors, our results produce sharp and, in some cases, optimal rates under the weakest possible conditions. We develop a novel inductive relationship between anti-concentration inequalities and Berry--Esseen bounds inspired by the classical Lindeberg swapping method and the concentration inequality approach for dependent data that may be of independent interest.

math.PR

Tight Concentration Inequality for Sub-Weibull Random Variables with Generalized Bernstien Orlicz norm

Recent development in high-dimensional statistical inference has necessitated concentration inequalities for a broader range of random variables. We focus on sub-Weibull random variables, which extend sub-Gaussian or sub-exponential random variables to allow heavy-tailed distributions. This paper presents concentration inequalities for independent sub-Weibull random variables with finite Generalized Bernstein-Orlicz norms, providing generalized Bernstein's inequalities and Rosenthal-type moment bounds. The tightness of the proposed bounds is shown through lower bounds of the concentration inequalities obtained via the Paley-Zygmund inequality. The results are applied to a graphical model inference problem, improving previous sample complexity bounds.

math.ST

High-dimensional Berry-Esseen Bound for $m$-Dependent Random Samples

In this work, we provide a $(n/m)^{-1/2}$-rate finite sample Berry-Esseen bound for $m$-dependent high-dimensional random vectors over the class of hyper-rectangles. This bound imposes minimal assumptions on the random vectors such as nondegenerate covariances and finite third moments. The proof uses inductive relationships between anti-concentration inequalities and Berry--Esseen bounds, which are inspired by the telescoping method of Chen and Shao (2004) and the recursion method of Kuchibhotla and Rinaldo (2020). Performing a dual induction based on the relationships, we obtain tight Berry-Esseen bounds for dependent samples.

math.PR

Generalized Results for the Existence and Consistency of the MLE in the Bradley-Terry-Luce Model

Ranking problems based on pairwise comparisons, such as those arising in online gaming, often involve a large pool of items to order. In these situations, the gap in performance between any two items can be significant, and the smallest and largest winning probabilities can be very close to zero or one. Furthermore, each item may be compared only to a subset of all the items, so that not all pairwise comparisons are observed. In this paper, we study the performance of the Bradley-Terry-Luce model for ranking from pairwise comparison data under more realistic settings than those considered in the literature so far. In particular, we allow for near-degenerate winning probabilities and arbitrary comparison designs. We obtain novel results about the existence of the maximum likelihood estimator (MLE) and the corresponding $\ell_2$ estimation error without the bounded winning probability assumption commonly used in the literature and for arbitrary comparison graph topologies. Central to our approach is the reliance on the Fisher information matrix to express the dependence on the graph topologies and the impact of the values of the winning probabilities on the estimation risk and on the conditions for the existence of the MLE. Our bounds recover existing results as special cases but are more broadly applicable.

math.ST

Cross-Population Amplitude Coupling in High-Dimensional Oscillatory Neural Time Series

Neural oscillations have long been considered important markers of interaction across brain regions, yet identifying coordinated oscillatory activity from high-dimensional multiple-electrode recordings remains challenging. We sought to quantify time-varying covariation of oscillatory amplitudes across two brain regions, during a memory task, based on local field potentials recorded from 96 electrodes in each region. We extended Canonical Correlation Analysis (CCA) to multiple time series through the cross-correlation of latent time series. This, however, introduces a large number of possible lead-lag cross-correlations across the two regions. To manage that high dimensionality we developed rigorous statistical procedures aimed at finding a small number of dominant lead-lag effects. The method correctly identified ground truth structure in realistic simulation-based settings. When we used it to analyze local field potentials recorded from prefrontal cortex and visual area V4 we obtained highly plausible results. The new statistical methodology could also be applied to other slowly-varying high-dimensional time series.

stat.ME

Nonparametric Estimation in the Dynamic Bradley-Terry Model

We propose a time-varying generalization of the Bradley-Terry model that allows for nonparametric modeling of dynamic global rankings of distinct teams. We develop a novel estimator that relies on kernel smoothing to pre-process the pairwise comparisons over time and is applicable in sparse settings where the Bradley-Terry may not be fit. We obtain necessary and sufficient conditions for the existence and uniqueness of our estimator. We also derive time-varying oracle bounds for both the estimation error and the excess risk in the model-agnostic setting where the Bradley-Terry model is not necessarily the true data generating process. We thoroughly test the practical effectiveness of our model using both simulated and real world data and suggest an efficient data-driven approach for bandwidth tuning.

math.ST