Related papers: Chain graph models of multivariate regression type…
In this paper we investigate the use of staged tree models for discrete longitudinal data. Staged trees are a type of probabilistic graphical model for finite sample space processes. They are a natural fit for longitudinal data because a…
We propose a Bayesian inference approach for a class of latent Markov models. These models are widely used for the analysis of longitudinal categorical data, when the interest is in studying the evolution of an individual unobservable…
We extend the general stochastic matching model on graphs introduced in (Mairesse and Moyal, 2016), to matching models on multigraphs, that is, graphs with self-loops. The evolution of the model can be described by a discrete time Markov…
Undirected graphical models, or Markov networks, are a popular class of statistical models, used in a wide variety of applications. Popular instances of this class include Gaussian graphical models and Ising models. In many settings,…
Graphical models are a key class of probabilistic models for studying the conditional independence structure of a set of random variables. Circular variables are special variables, characterized by periodicity, arising in several contexts…
Several approaches to graphically representing context-specific relations among jointly distributed categorical variables have been proposed, along with structure learning algorithms. While existing optimization-based methods have limited…
In this work we present a modified neural network model which is capable to simulate Markov Chains. We show how to express and train such a network, how to ensure given statistical properties reflected in the training data and we…
We introduce a class of continuous-time bivariate phase-type distributions for modeling dependencies from common shocks. The construction uses continuous-time Markov processes that evolve identically until an internal common-shock event,…
A graph neural network transforms features in each vertex's neighborhood into a vector representation of the vertex. Afterward, each vertex's representation is used independently for predicting its label. This standard pipeline implicitly…
This paper presents a focused review of Markov random fields (MRFs)--commonly used probabilistic representations of spatial dependence in discrete spatial domains--for categorical data, with an emphasis on models for binary-valued…
This paper deals with variable selection in multivariate linear regression model when the data are observations on a spatial domain being a grid of sites in $\mathbb{Z}^d$ with $d\geqslant 2$. We use a criterion that allows to characterize…
We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning…
Many real-world objects can be modeled as a stream of events on the nodes of a graph. In this paper, we propose a class of graphical event models named temporal point process graphical models for representing the temporal dependencies among…
We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices of the graph is, under mild regularity conditions, a…
We propose an extension of the Contextual Graph Markov Model, a deep and probabilistic machine learning model for graphs, to model the distribution of edge features. Our approach is architectural, as we introduce an additional Bayesian…
We present a general approach for studying autoregressive categorical time series models with dependence of infinite order and defined conditional on an exogenous covariate process. To this end, we adapt a coupling approach, developed in…
Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…
We study two statistical models for short-length categorical (or ordinal) time series. The first one is a regression model based on generalized linear model. The second one is a parametrized Markovian model, particularizing the discrete…
We consider generic i.e., forming an everywhere dense massive subset classes of Markov operators in the space $L^2(X,\mu)$ with a finite continuous measure. Since there is a canonical correspondence that associates with each Markov operator…
The Markov chain random field (MCRF) model/theory provides a non-linear spatial Bayesian updating solution at the neighborhood nearest data level for simulating categorical spatial variables. In the MCRF solution, the spatial dependencies…