Graph-valued regression

Han Liu, Xi Chen, John Lafferty, Larry Wasserman

Research output: Chapter in Book/Report/Conference proceedingConference contribution

11 Scopus citations

Abstract

Undirected graphical models encode in a graph G the dependency structure of a random vector Y. In many applications, it is of interest to model Y given another random vector X as input. We refer to the problem of estimating the graphG(x) of Y conditioned on X = x as "graph-valued regression". In this paper, we propose a semiparametric method for estimating G(x) that builds a tree on the X space just as in CART (classification and regression trees), but at each leaf of the tree estimates a graph. We call the method "Graph-optimized CART", or Go-CART.We study the theoretical properties of Go-CART using dyadic partitioning trees, establishing oracle inequalities on risk minimization and tree partition consistency. We also demonstrate the application of Go-CART to a meteorological dataset, showing how graph-valued regression can provide a useful tool for analyzing complex data.

Original languageEnglish (US)
Title of host publicationAdvances in Neural Information Processing Systems 23
Subtitle of host publication24th Annual Conference on Neural Information Processing Systems 2010, NIPS 2010
StatePublished - Dec 1 2010
Event24th Annual Conference on Neural Information Processing Systems 2010, NIPS 2010 - Vancouver, BC, Canada
Duration: Dec 6 2010Dec 9 2010

Publication series

NameAdvances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010, NIPS 2010

Other

Other24th Annual Conference on Neural Information Processing Systems 2010, NIPS 2010
CountryCanada
CityVancouver, BC
Period12/6/1012/9/10

All Science Journal Classification (ASJC) codes

  • Information Systems

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    Liu, H., Chen, X., Lafferty, J., & Wasserman, L. (2010). Graph-valued regression. In Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010, NIPS 2010 (Advances in Neural Information Processing Systems 23: 24th Annual Conference on Neural Information Processing Systems 2010, NIPS 2010).