Jiaying Gu

Jiaying Gu
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Jiaying Gu

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Statistics - Methodology (3)
Statistics - Machine Learning (2)
Statistics - Theory (1)
Mathematics - Statistics (1)
Statistics - Computation (1)
Computer Science - Learning (1)

Publications Authored By Jiaying Gu

Learning graphical models from data is an important problem with wide applications, ranging from genomics to the social sciences. Nowadays datasets typically have upwards of thousands---sometimes tens or hundreds of thousands---of variables and far fewer samples. To meet this challenge, we develop a new R package called sparsebn for learning the structure of large, sparse graphical models with a focus on Bayesian networks. Read More

We develop in this article a penalized likelihood method to estimate sparse Bayesian networks from categorical data. The structure of a Bayesian network is represented by a directed acyclic graph (DAG). We model the conditional distribution of a node given its parents by multi-logit regression and estimate the structure of a DAG via maximizing a regularized likelihood. Read More

Statistical models of unobserved heterogeneity are typically formalized as mixtures of simple parametric models and interest naturally focuses on testing for homogeneity versus general mixture alternatives. Many tests of this type can be interpreted as $C(\alpha)$ tests, as in Neyman (1959), and shown to be locally, asymptotically optimal. These $C(\alpha)$ tests will be contrasted with a new approach to likelihood ratio testing for general mixture models. Read More

A unified framework is proposed for tests of unobserved heterogeneity in parametric statistic models based on Neyman's $C(\alpha)$ approach. Such tests are irregular in the sense that the first order derivative of the log likelihood with respect to the heterogeneity parameter is identically zero, and consequently the conventional Fisher information about the parameter is zero. Nevertheless, local asymptotic optimality of the $C(\alpha)$ tests can be established via LeCam's differentiability in quadratic mean and the limit experiment approach. Read More