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math.ST2023
Inconsistency of cross-validation for structure learning in Gaussian graphical models
Zhao Lyu, Wai Ming Tai, Mladen Kolar +1
Despite numerous years of research into the merits and trade-offs of various model selection criteria, obtaining robust results that elucidate the behavior of cross-validation rema…
math.ST2022
Optimal estimation of Gaussian DAG models
Ming Gao, Wai Ming Tai, Bryon Aragam
We study the optimal sample complexity of learning a Gaussian directed acyclic graph (DAG) from observational data. Our main results establish the minimax optimal sample complexity…