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We introduce Ising-H\"usler-Reiss processes, a new class of multivariate L\'evy processes that allows for sparse modeling of the path-wise conditional independence structure between marginal stable processes with different stability…

Methodology · Statistics 2026-01-13 Florian Brück , Sebastian Engelke , Stanislav Volgushev

Inspired by the work of Tsiamis et al. \cite{tsiamis2022learning}, in this paper we study the statistical hardness of learning to stabilize linear time-invariant systems. Hardness is measured by the number of samples required to achieve a…

Systems and Control · Electrical Eng. & Systems 2023-11-21 Xiong Zeng , Zexiang Liu , Zhe Du , Necmiye Ozay , Mario Sznaier

Markov Chain Monte Carlo (MCMC) algorithms are often used for approximate inference inside learning, but their slow mixing can be difficult to diagnose and the approximations can seriously degrade learning. To alleviate these issues, we…

Machine Learning · Computer Science 2015-02-25 Jacob Steinhardt , Percy Liang

The aim of this chapter is twofold. In the first part we will provide a brief overview of the mathematical and statistical foundations of graphical models, along with their fundamental properties, estimation and basic inference procedures.…

Machine Learning · Statistics 2011-06-29 Marco Scutari , Korbinian Strimmer

Motivated by multiple applications in social networks, nervous systems, and financial risk analysis, we consider the problem of learning the underlying (directed) influence graph or causal graph of a high-dimensional multivariate…

Machine Learning · Computer Science 2024-06-14 Smita Bagewadi , Avhishek Chatterjee

This thesis studies two problems in modern statistics. First, we study selective inference, or inference for hypothesis that are chosen after looking at the data. The motiving application is inference for regression coefficients selected by…

Machine Learning · Statistics 2015-07-02 Jason D. Lee

We train a set of Restricted Boltzmann Machines (RBMs) on one- and two-dimensional Ising spin configurations at various values of temperature, generated using Monte Carlo simulations. We validate the training procedure by monitoring several…

Computational Physics · Physics 2019-08-14 Guido Cossu , Luigi Del Debbio , Tommaso Giani , Ava Khamseh , Michael Wilson

Many machine learning algorithms are based on the assumption that training examples are drawn independently. However, this assumption does not hold anymore when learning from a networked sample because two or more training examples may…

Artificial Intelligence · Computer Science 2017-06-06 Yuyi Wang , Jan Ramon , Zheng-Chu Guo

We identify fundamental limitations in machine learning by demonstrating that non-trivial mixed-state phases of matter are computationally hard to learn. Focusing on unsupervised learning of distributions, we show that autoregressive neural…

Disordered Systems and Neural Networks · Physics 2026-03-19 Tarun Advaith Kumar , Yijian Zou , Amir-Reza Negari , Roger G. Melko , Timothy H. Hsieh

Learning Gibbs distributions using only sufficient statistics has long been recognized as a computationally hard problem. On the other hand, computationally efficient algorithms for learning Gibbs distributions rely on access to full sample…

Machine Learning · Computer Science 2026-02-16 Abhijith Jayakumar , Shreya Shukla , Marc Vuffray , Andrey Y. Lokhov , Sidhant Misra

We study the problem of learning the Markov order in categorical sequences that represent paths in a network, i.e. sequences of variable lengths where transitions between states are constrained to a known graph. Such data pose challenges…

Machine Learning · Computer Science 2020-07-07 Luka V. Petrović , Ingo Scholtes

In this paper we consider the problem of learning undirected graphical models from data generated according to the Glauber dynamics. The Glauber dynamics is a Markov chain that sequentially updates individual nodes (variables) in a…

Machine Learning · Computer Science 2014-12-02 Guy Bresler , David Gamarnik , Devavrat Shah

In recent years there has been a rapid increase in classification methods on graph structured data. Both in graph kernels and graph neural networks, one of the implicit assumptions of successful state-of-the-art models was that…

Machine Learning · Computer Science 2019-11-01 Sergei Ivanov , Sergei Sviridov , Evgeny Burnaev

We analyze the complexity of learning directed acyclic graphical models from observational data in general settings without specific distributional assumptions. Our approach is information-theoretic and uses a local Markov boundary search…

Statistics Theory · Mathematics 2021-11-23 Ming Gao , Bryon Aragam

Markov processes are popular mathematical models, studied by theoreticians for their intriguing properties, and applied by practitioners for their flexible structure. With this book we teach how to model and analyze Markov processes. We…

Probability · Mathematics 2017-09-27 Ivo Adan , Johan van Leeuwaarden , Jori Selen

How complex is an Ising model? Usually, this is measured by the computational complexity of its ground state energy problem. Yet, this complexity measure only distinguishes between planar and non-planar interaction graphs, and thus fails to…

Statistical Mechanics · Physics 2025-05-28 Tobias Reinhart , Gemma De les Coves

Sampling from combinatorial families can be difficult. However, complicated families can often be embedded within larger, simpler ones, for which easy sampling algorithms are known. We take advantage of such a relationship to describe a…

Data Structures and Algorithms · Computer Science 2013-09-02 James Y. Zhao

We propose a covariate-dependent discrete graphical model for capturing dynamic networks among discrete random variables, allowing the dependence structure among vertices to vary with covariates. This discrete dynamic network encompasses…

Methodology · Statistics 2025-11-19 Lyndsay Roach , Qiong Li , Nanwei Wang , Xin Gao

We consider the problem of estimating the underlying graph associated with a Markov random field, with the added twist that the decoding algorithm can iteratively choose which subsets of nodes to sample based on the previous samples,…

Information Theory · Computer Science 2017-02-08 Jonathan Scarlett , Volkan Cevher

We study inference and reconstruction of couplings in a partially observed kinetic Ising model. With hidden spins, calculating the likelihood of a sequence of observed spin configurations requires performing a trace over the configurations…

Disordered Systems and Neural Networks · Physics 2021-04-13 Benjamin Dunn , Yasser Roudi
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