arXiv Statistics ML
Sep 24

Outlier Detection for Multi-Network Data

arXiv:2205.06398v2 Announce Type: cross Abstract: It has become routine in neuroscience studies to measure brain networks for different individuals using neuroimaging. These networks are typically ex...

By Pritam Dey, Zhengwu Zhang, David B. Dunson
arXiv Statistics ML
6d ago

High-dimensional Gaussian Graphical Model Testing for Long-Memory Time Series

The paper introduces a data‑adaptive test statistic for evaluating conditional independence in the graph structure of stationary Gaussian time series, addressing both short‑memory and long‑memory regimes. It provides a finite‑sample Berry–Esseen type Gaussian approximation and validates the testing procedure via block bootstrap, even in ultra‑high‑dimensional settings. The authors also propose a consistency‑enhancing correction, achieving asymptotic consistency in size and power, and demonstrate the method on fMRI data to explore brain functional connectivity.

By Percy S. Zhai, Ping-Shou Zhong, Wei Biao Wu