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Employing predictive modeling guided by a knowledge graph (KG), which enables efficient feature selection, can enhance both statistical efficiency and interpretability. While various methods have emerged for constructing KGs, existing techniques often lack statistical certainty concerning the presence of links between entities, especially in scenarios where the utilization of patient-level EHR data is limited due to privacy concerns. In this paper, we propose the first inferential framework for deriving a sparse KG with statistical guarantee based on a dynamic log-linear topic model. Within this model, the KG embeddings are estimated by performing singular value decomposition on the empirical pointwise mutual information matrix, offering a scalable solution. We then establish entrywise asymptotic normality for the KG low-rank estimator, enabling the recovery of sparse graph edges with controlled type I error. Our work uniquely addresses the under-explored domain of statistical inference about non-linear statistics under the low-rank temporal dependent models, a critical gap in existing research. We validate our approach through extensive simulation studies and then apply the method to real-world EHR data in constructing clinical KGs and generating clinical feature embeddings.<\/jats:p>","DOI":"10.1093\/jrsssb\/qkaf061","type":"journal-article","created":{"date-parts":[[2025,9,15]],"date-time":"2025-09-15T11:27:23Z","timestamp":1757935643000},"page":"637-656","source":"Crossref","is-referenced-by-count":3,"title":["Inference of dependency knowledge graph for Electronic Health Records"],"prefix":"10.1093","volume":"88","author":[{"given":"Zhiwei","family":"Xu","sequence":"first","affiliation":[{"name":"Department of Statistics, University of Michigan , Ann Arbor, MI 48109 ,","place":["USA"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ziming","family":"Gan","sequence":"additional","affiliation":[{"name":"Department of Statistics, University of Chicago , Chicago, Il 60637 ,","place":["USA"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0830-2287","authenticated-orcid":false,"given":"Doudou","family":"Zhou","sequence":"additional","affiliation":[{"name":"Department of Statistics and Data Science, National University of Singapore, Singapore 119077 ,","place":["Singapore"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Shuting","family":"Shen","sequence":"additional","affiliation":[{"name":"Department of Statistics and Data Science, National University of Singapore, Singapore 119077 ,","place":["Singapore"]}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Junwei","family":"Lu","sequence":"additional","affiliation":[{"name":"Department of Biostatistics, Harvard T.H. 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