Partially Linear Additive Gaussian Graphical Models

We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an L-1-regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove root n-sparsistency. Importantly, our approach avoids parametric constraints on the effects of confounders on the estimated graphical model structure. Empirically, the PLA-GGM is applied to both synthetic and real-world datasets, demonstrating superior performance compared to competing methods.