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Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…

Computation · Statistics 2019-12-16 Joseph Guinness , Ilse C. F. Ipsen

Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…

Methodology · Statistics 2023-12-29 Yiling Huang , Snigdha Panigrahi , Walter Dempsey

In this paper, we propose a novel inference method for dynamic genetic networks which makes it possible to face with a number of time measurements n much smaller than the number of genes p. The approach is based on the concept of low order…

Statistics Theory · Mathematics 2009-05-29 Sophie Lèbre

We study the two inference problems of detecting and recovering an isolated community of \emph{general} structure planted in a random graph. The detection problem is formalized as a hypothesis testing problem, where under the null…

Data Structures and Algorithms · Computer Science 2022-01-25 Wasim Huleihel

This paper investigates the effect of quantization on the performance of the Neyman-Pearson test. It is assumed that a sensing unit observes samples of a correlated stationary ergodic multivariate process. Each sample is passed through an…

Information Theory · Computer Science 2011-09-05 Joffrey Villard , Pascal Bianchi

We propose a new nonlinear factorization model for graphs that are with topological structures, and optionally, node attributes. This model is based on a pseudometric called Gromov-Wasserstein (GW) discrepancy, which compares graphs in a…

Machine Learning · Computer Science 2019-11-21 Hongteng Xu

The random greedy algorithm for finding a maximal independent set in a graph constructs a maximal independent set by inspecting the graph's vertices in a random order, adding the current vertex to the independent set if it is not adjacent…

Combinatorics · Mathematics 2023-09-28 Michael Krivelevich , Tamás Mészáros , Peleg Michaeli , Clara Shikhelman

Consider an experiment involving a potentially small number of subjects. Some random variables are observed on each subject: a high-dimensional one called the "observed" random variable, and a one-dimensional one called the "outcome" random…

Machine Learning · Statistics 2018-06-15 Tarun Yellamraju , Mireille Boutin

We introduce two novel non-parametric statistical hypothesis tests. The first test, called the relative test of dependency, enables us to determine whether one source variable is significantly more dependent on a first target variable or a…

Artificial Intelligence · Computer Science 2016-11-18 Wacha Bounliphone , Eugene Belilovsky , Arthur Tenenhaus , Ioannis Antonoglou , Arthur Gretton , Matthew B. Blashcko

This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…

Systems and Control · Computer Science 2017-10-03 John F. Quindlen , Ufuk Topcu , Girish Chowdhary , Jonathan P. How

The covariance graph (aka bi-directed graph) of a probability distribution $p$ is the undirected graph $G$ where two nodes are adjacent iff their corresponding random variables are marginally dependent in $p$. In this paper, we present a…

Machine Learning · Statistics 2012-06-27 Jose M. Peña

The on-line nearest-neighbour graph on a sequence of $n$ uniform random points in $(0,1)^d$ ($d \in \N$) joins each point after the first to its nearest neighbour amongst its predecessors. For the total power-weighted edge-length of this…

Probability · Mathematics 2009-05-07 Andrew R. Wade

We study the problem of detecting the presence of an underlying high-dimensional geometric structure in a random graph. Under the null hypothesis, the observed graph is a realization of an Erd\H{o}s-R\'enyi random graph $G(n,p)$. Under the…

Statistics Theory · Mathematics 2015-11-24 Sébastien Bubeck , Jian Ding , Ronen Eldan , Miklós Rácz

The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…

Methodology · Statistics 2023-07-03 Yueqi Qian , Xianghong Hu , Can Yang

By constructing jointly a random graph and an associated exploration process, we define the dynamics of a "parking process" on a class of uniform random graphs as a measure-valued Markov process, representing the empirical degree…

Probability · Mathematics 2015-04-14 Paola Bermolen , Matthieu Jonckheere , Pascal Moyal

We study the random graph G_{n,\lambda/n} conditioned on the event that all vertex degrees lie in some given subset S of the non-negative integers. Subject to a certain hypothesis on S, the empirical distribution of the vertex degrees is…

Probability · Mathematics 2007-12-04 Geoffrey Grimmett , Svante Janson

Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov chain if the transition probability…

Statistics Theory · Mathematics 2015-10-01 Grigory Alexandrovich , Hajo Holzmann , Anna Leister

Intrinsic Gaussian Markov Random Fields (IGMRFs) can be used to induce conditional dependence in Bayesian hierarchical models. IGMRFs have both a precision matrix, which defines the neighbourhood structure of the model, and a precision, or…

Computation · Statistics 2021-11-18 Maria-Zafeiria Spyropoulou , James Bentham

In this work we give precise asymptotic expressions on the probability of the existence of fixed-size components at the threshold of connectivity for random geometric graphs.

Discrete Mathematics · Computer Science 2008-07-23 J. Diaz , D. Mitsche , X. Perez

The problem of learning tree-structured Gaussian graphical models from independent and identically distributed (i.i.d.) samples is considered. The influence of the tree structure and the parameters of the Gaussian distribution on the…

Machine Learning · Statistics 2010-05-06 Vincent Y. F. Tan , Animashree Anandkumar , Alan S. Willsky