Waghmare, Kartik G.Panaretos, Victor M.2025-01-302025-01-302025-01-302025-0210.1093/jrsssb/qkae086https://infoscience.epfl.ch/handle/20.500.14299/245976WOS:001311883800001Let X={Xu}u is an element of U be a real-valued Gaussian process indexed by a set U. We show that X can be viewed as a graphical model with an uncountably infinite graph, where each Xu is a vertex. This graph is characterized by the reproducing property of X's covariance kernel, without restricting U to be finite or countable, allowing the modelling of stochastic processes in continuous time/space. Unlike traditional methods, this characterization is not based on zero entries of an inverse covariance, posing challenges for structure estimation. We propose a plug-in methodology that targets graph recovery up to a finite resolution and shows consistency for graphs which are sufficiently regular and that can be applied to virtually any measurement regime. Furthermore, we derive convergence rates and finite-sample guarantees for the method, and demonstrate its performance through a simulation study and two data analyses.Englishgraphical modelsGaussian processesreproducing kernelsconditional independencetext::journal::journal article::research article