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Poster
Semiparametric Differential Graph Models
Pan Xu · Quanquan Gu

Tue Dec 06 09:00 AM -- 12:30 PM (PST) @ Area 5+6+7+8 #120
in Tuesday Posters »

In many cases of network analysis, it is more attractive to study how a network varies under different conditions than an individual static network. We propose a novel graphical model, namely Latent Differential Graph Model, where the networks under two different conditions are represented by two semiparametric elliptical distributions respectively, and the variation of these two networks (i.e., differential graph) is characterized by the difference between their latent precision matrices. We propose an estimator for the differential graph based on quasi likelihood maximization with nonconvex regularization. We show that our estimator attains a faster statistical rate in parameter estimation than the state-of-the-art methods, and enjoys oracle property under mild conditions. Thorough experiments on both synthetic and real world data support our theory.

Keywords: Sparsity and Feature Selection · Graphical Models

Author Information

Pan Xu (University of Virginia)
Quanquan Gu (University of Virginia)

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