Combinatorial inference for graphical models

Citation
Matey Neykov et al., Combinatorial inference for graphical models, Annals of statistics , 47(2), 2019, pp. 795-827
Journal title
ISSN journal
00905364
Volume
47
Issue
2
Year of publication
2019
Pages
795 - 827
Database
ACNP
SICI code
Abstract
We propose a new family of combinatorial inference problems for graphical models. Unlike classical statistical inference where the main interest is point estimation or parameter testing, combinatorial inference aims at testing the global structure of the underlying graph. Examples include testing the graph connectivity, the presence of a cycle of certain size, or the maximum degree of the graph. To begin with, we study the information-theoretic limits of a large family of combinatorial inference problems. We propose new concepts including structural packing and buffer entropies to characterize how the complexity of combinatorial graph structures impacts the corresponding minimax lower bounds. On the other hand, we propose a family of novel and practical structural testing algorithms to match the lower bounds. We provide numerical results on both synthetic graphical models and brain networks to illustrate the usefulness of these proposed methods.