Related papers: Trek separation for Gaussian graphical models
We present a graphical criterion for reading dependencies from the minimal directed independence map G of a graphoid p when G is a polytree and p satisfies composition and weak transitivity. We prove that the criterion is sound and…
A general separability condition on the second moment (covariance matrix) for continuous variable two-party systems is derived by an analysis analogous to the derivation of the Kennard's uncertainty relation without referring to the…
In recent years, several algorithms, which approximate matrix decomposition, have been developed. These algorithms are based on metric conservation features for linear spaces of random projection types. We show that an i.i.d sub-Gaussian…
This paper considers the problem of estimating multiple related Gaussian graphical models from a $p$-dimensional dataset consisting of different classes. Our work is based upon the formulation of this problem as group graphical lasso. This…
Bayesian networks are a widely-used class of probabilistic graphical models capable of representing symmetric conditional independence between variables of interest using the topology of the underlying graph. For categorical variables, they…
We present a new algorithm to sample the constrained eigenvalues of the initial shear field associated with Gaussian statistics, called the `peak/dip excursion-set-based' algorithm, at positions which correspond to peaks or dips of the…
Despite the increasing importance of stochastic processes on linear networks and graphs, current literature on multivariate (vector-valued) Gaussian random fields on metric graphs is elusive. This paper challenges several aspects related to…
The notion of degree-constrained spanning hierarchies, also called k-trails, was recently introduced in the context of network routing problems. They describe graphs that are homomorphic images of connected graphs of degree at most k. First…
Pearls concept OF a d - connecting path IS one OF the foundations OF the modern theory OF graphical models : the absence OF a d - connecting path IN a DAG indicates that conditional independence will hold IN ANY distribution factorising…
Functional causal models (fCMs) specify functional dependencies between random variables associated to the vertices of a graph. In directed acyclic graphs (DAGs), fCMs are well-understood: a unique probability distribution on the random…
Though Gaussian graphical models have been widely used in many scientific fields, relatively limited progress has been made to link graph structures to external covariates. We propose a Gaussian graphical regression model, which regresses…
Assessing the accuracy of the output of causal discovery algorithms is crucial in developing and comparing novel methods. Common evaluation metrics such as the structural Hamming distance are useful for assessing individual links of causal…
Variational approximation methods have proven to be useful for scaling Bayesian computations to large data sets and highly parametrized models. Applying variational methods involves solving an optimization problem, and recent research in…
Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…
In this paper, we present a general, multistage framework for graphical model approximation using a cascade of models such as trees. In particular, we look at the problem of covariance matrix approximation for Gaussian distributions as…
Feature extraction and selection in the presence of nonlinear dependencies among the data is a fundamental challenge in unsupervised learning. We propose using a Gram-Schmidt (GS) type orthogonalization process over function spaces to…
We consider learning on graphs, guided by kernels that encode similarity between vertices. Our focus is on random walk kernels, the analogues of squared exponential kernels in Euclidean spaces. We show that on large, locally treelike,…
Gaussian processes (GPs) offer a principled probabilistic model over functions, but exact inference is restricted to the linear-Gaussian regime. We establish an explicit equivalence between GPs and a class of linear diffusion models,…
We consider the problem of estimating differences in two Gaussian graphical models (GGMs) which are known to have similar structure. The GGM structure is encoded in its precision (inverse covariance) matrix. In many applications one is…
The goal in thinning is to summarize a dataset using a small set of representative points. Remarkably, sub-Gaussian thinning algorithms like Kernel Halving and Compress can match the quality of uniform subsampling while substantially…