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A Flexible Framework for Nonparametric Graphical Modeling that Accommodates Machine Learning

ICML 2020 · Probabilistic and scientific modeling › Molecules and proteins · approach: Sparse concepts and hypothesis testing · 4 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use plug-in estimator with ML conditional-mean estimates (Psi1) instead of naive E[YZ|X] decompositionPsi1 expected conditional covariance · Simulation, low- and high-dimensionalempirical bias and CI coverageHelped
Replace naive estimator with plug-in estimator that avoids excess bias, enabling valid Wald CIsPsi1 expected conditional covariance · Low-dimensional simulation95% CI coverageHelped
Scaled expected conditional covariance (Psi3) as the dependence measure for conditional independence testingconditional independence test with X in R1 and R5 · Simulation vs KCI, CDI, CCITType I error control and powerHelped
Scaled expected conditional covariance (Psi3) graph recovery instead of Gaussian graphical modelgraph recovery with non-Gaussian, non-copula data · Case4, n=400, p=8ROC of graph recoveryHelped
Scaled expected conditional covariance (Psi3) graph recovery vs transelliptical graphical model in copula/transelliptical datagraph recovery · Case2 and Case3 (copula, transelliptical)ROC of graph recoveryNo clear effect
Use expected conditional correlation (Psi2) one-step estimator instead of Psi3Psi2 estimation · Simulationpractical performanceHurt

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