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    of 6

    SMART-MC: Sparse Matrix Estimation with Covariate-Based

    Transitions in Markov Chain Modeling of Multiple Sclerosis Disease


    Modifying Therapies
    Beomchang Kim, Zongqi Xia, Priyam Das

    Subjects: Methodology (stat.ME)

    A Markov model is a widely used tool for modeling sequences of events from a finite state-space and
    hence can be employed to identify the transition probabilities across treatments based on treatment
    sequence data. To understand how patient-level covariates impact these treatment transitions, the
    transition probabilities are modeled as a function of patient covariates. This approach enables the
    visualization of the effect of patient-level covariates on the treatment transitions across patient visits.
    The proposed method automatically estimates the entries of the transition matrix with smaller numbers
    of empirical transitions as constant; the user can set desired cutoff of the number of empirical
    transition counts required for a particular transition probability to be estimated as a function of
    covariates. Firstly, this strategy automatically enforces the final estimated transition matrix to contain
    zeros at the locations corresponding to zero empirical transition counts, avoiding further complicated
    model constructs to handle sparsity, in an efficient manner. Secondly, it restricts estimation of
    transition probabilities as a function of covariates, when the number of empirical transitions is
    particularly small, thus avoiding the identifiability issue which might arise due to the p>n scenario
    when estimating each transition probability as a function of patient covariates. To optimize the
    multi-modal likelihood, a parallelized scalable global optimization routine is also developed. The
    proposed method is applied to understand how the transitions across disease modifying therapies
    (DMTs) in Multiple Sclerosis (MS) patients are influenced by patient-level demographic and clinical
    phenotypes.

    [2] arXiv:2412.03668 [pdf, html, other]

    Hidden Markov graphical models with state-dependent generalized


    hyperbolic distributions
    Beatrice Foroni, Luca Merlo, Lea Petrella

    Subjects: Methodology (stat.ME); Statistical Finance (q-fin.ST)

    In this paper we develop a novel hidden Markov graphical model to investigate time-varying
    interconnectedness between different financial markets. To identify conditional correlation structures
    under varying market conditions and accommodate stylized facts embedded in financial time series, we
    rely upon the generalized hyperbolic family of distributions with time-dependent parameters evolving
    according to a latent Markov chain. We exploit its location-scale mixture representation to build a
    penalized EM algorithm for estimating the state-specific sparse precision matrices by means of an

    L
    1
    penalty. The proposed approach leads to regime-specific conditional correlation graphs that allow us
    to identify different degrees of network connectivity of returns over time. The methodology's
    effectiveness is validated through simulation exercises under different scenarios. In the empirical
    analysis we apply our model to daily returns of a large set of market indexes, cryptocurrencies and
    commodity futures over the period 2017-2023.

    [3] arXiv:2412.03702 [pdf, html, other]

    Asymptotics of Linear Regression with Linearly Dependent Data


    Behrad Moniri, Hamed Hassani

    Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Systems and Control (eess.SY)

    In this paper we study the asymptotics of linear regression in settings where the covariates exhibit a
    linear dependency structure, departing from the standard assumption of independence. We model the
    covariates using stochastic processes with spatio-temporal covariance and analyze the performance of
    ridge regression in the high-dimensional proportional regime, where the number of samples and
    feature dimensions grow proportionally. A Gaussian universality theorem is proven, demonstrating that
    the asymptotics are invariant under replacing the covariates with Gaussian vectors preserving mean
    and covariance. Next, leveraging tools from random matrix theory, we derive precise characterizations
    of the estimation error. The estimation error is characterized by a fixed-point equation involving the
    spectral properties of the spatio-temporal covariance matrices, enabling efficient computation. We then
    study optimal regularization, overparameterization, and the double descent phenomenon in the context
    of dependent data. Simulations validate our theoretical predictions, shedding light on how
    dependencies influence estimation error and the choice of regularization parameters.

    [4] arXiv:2412.03723 [pdf, html, other]

    Bayesian Perspective for Orientation Estimation in Cryo-EM and


    Cryo-ET
    Sheng Xu, Amnon Balanov, Tamir Bendory

    Subjects: Applications (stat.AP); Methodology (stat.ME)

    Accurate orientation estimation is a crucial component of 3D molecular structure reconstruction, both


    in single-particle cryo-electron microscopy (cryo-EM) and in the increasingly popular field of
    cryo-electron tomography (cryo-ET). The dominant method, which involves searching for an orientation
    with maximum cross-correlation relative to given templates, falls short, particularly in low
    signal-to-noise environments. In this work, we propose a Bayesian framework to develop a more
    accurate and flexible orientation estimation approach, with the minimum mean square error (MMSE)
    estimator as a key example. This method effectively accommodates varying structural conformations
    and arbitrary rotational distributions. Through simulations, we demonstrate that our estimator
    consistently outperforms the cross-correlation-based method, especially in challenging conditions with
    low signal-to-noise ratios, and offer a theoretical framework to support these improvements. We further
    show that integrating our estimator into the iterative refinement in the 3D reconstruction pipeline
    markedly enhances overall accuracy, revealing substantial benefits across the algorithmic workflow.
    Finally, we show empirically that the proposed Bayesian approach enhances robustness against the
    ``Einstein from Noise'' phenomenon, reducing model bias and improving reconstruction reliability.
    These findings indicate that the proposed Bayesian framework could substantially advance cryo-EM
    and cryo-ET by enhancing the accuracy, robustness, and reliability of 3D molecular structure
    reconstruction, thereby facilitating deeper insights into complex biological systems.

    [5] arXiv:2412.03731 [pdf, other]

    Using a Two-Parameter Sensitivity Analysis Framework to Efficiently


    Combine Randomized and Non-randomized Studies
    Ruoqi Yu, Bikram Karmakar, Jessica Vandeleest, Eleanor Bimla Schwarz

    Subjects: Methodology (stat.ME); Applications (stat.AP)

    Causal inference is vital for informed decision-making across fields such as biomedical research and
    social sciences. Randomized controlled trials (RCTs) are considered the gold standard for the internal
    validity of inferences, whereas observational studies (OSs) often provide the opportunity for greater
    external validity. However, both data sources have inherent limitations preventing their use for broadly
    valid statistical inferences: RCTs may lack generalizability due to their selective eligibility criterion, and
    OSs are vulnerable to unobserved confounding. This paper proposes an innovative approach to
    integrate RCT and OS that borrows the other study's strengths to remedy each study's limitations. The
    method uses a novel triplet matching algorithm to align RCT and OS samples and a new two-parameter
    sensitivity analysis framework to quantify internal and external biases. This combined approach yields
    causal estimates that are more robust to hidden biases than OSs alone and provides reliable inferences
    about the treatment effect in the general population. We apply this method to investigate the effects of
    lactation on maternal health using a small RCT and a long-term observational health records dataset
    from the California National Primate Research Center. This application demonstrates the practical
    utility of our approach in generating scientifically sound and actionable causal estimates.

    [6] arXiv:2412.03768 [pdf, html, other]

    Learning Networks from Wide-Sense Stationary Stochastic Processes


    Anirudh Rayas, Jiajun Cheng, Rajasekhar Anguluri, Deepjyoti Deka, Gautam Dasarathy

    Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Signal Processing (eess.SP)

    Complex networked systems driven by latent inputs are common in fields like neuroscience, finance,
    and engineering. A key inference problem here is to learn edge connectivity from node outputs
    (potentials). We focus on systems governed by steady-state linear conservation laws:

    X
    t

    =
    L
    ∗

    Y
    t

    , where

    X
    t

    Y
    t

    R
    p

    denote inputs and potentials, respectively, and the sparsity pattern of the

    p×p

    Laplacian

    L
    ∗

    encodes the edge structure. Assuming

    X
    t

    to be a wide-sense stationary stochastic process with a known spectral density matrix, we learn the
    support of

    L
    ∗

    from temporally correlated samples of

    Y
    t

    via an
    ℓ
    1

    -regularized Whittle's maximum likelihood estimator (MLE). The regularization is particularly useful for
    learning large-scale networks in the high-dimensional setting where the network size

    significantly exceeds the number of samples

    .
    We show that the MLE problem is strictly convex, admitting a unique solution. Under a novel mutual
    incoherence condition and certain sufficient conditions on

    (n,p,d)

    , we show that the ML estimate recovers the sparsity pattern of

    L
    ∗

    with high probability, where

    is the maximum degree of the graph underlying

    L
    ∗

    . We provide recovery guarantees for

    L
    ∗

    in element-wise maximum, Frobenius, and operator norms. Finally, we complement our theoretical
    results with several simulation studies on synthetic and benchmark datasets, including engineered
    systems (power and water networks), and real-world datasets from neural systems (such as the human
    brain).

    [7] arXiv:2412.03780 [pdf, other]

    Community Detection with Heterogeneous Block Covariance Model


    Xiang Li, Yunpeng Zhao, Qing Pan, Ning Hao

    Subjects: Machine Learning (stat.ML); Machine Learning (cs.LG); Computation (stat.CO)


    Community detection is the task of clustering objects based on their pairwise relationships. Most of the
    model-based community detection methods, such as the stochastic block model and its variants, are
    designed for networks with binary (yes/no) edges. In many practical scenarios, edges often possess
    continuous weights, spanning positive and negative values, which reflect varying levels of
    connectivity. To address this challenge, we introduce the heterogeneous block covariance model
    (HBCM) that defines a community structure within the covariance matrix, where edges have signed and
    continuous weights. Furthermore, it takes into account the heterogeneity of objects when forming
    connections with other objects within a community. A novel variational expectation-maximization
    algorithm is proposed to estimate the group membership. The HBCM provides provable consistent
    estimates of memberships, and its promising performance is observed in numerical simulations with
    different setups. The model is applied to a single-cell RNA-seq dataset of a mouse embryo and a stock
    price dataset. Supplementary materials for this article are available online.

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