Related papers: New consistent and asymptotically normal estimator…
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter es timation in these settings is termed a doubly-intractable…
Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on…
Estimating the probabilities of linkages in a network has gained increasing interest in recent years. One popular model for network analysis is the exchangeable graph model (ExGM) characterized by a two-dimensional function known as a…
Identifying correspondences in noisy data is a critically important step in estimation processes. When an informative initial estimation guess is available, the data association challenge is less acute; however, the existence of a…
Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…
We develop a new algorithmic technique that allows to transfer some constant time approximation algorithms for general graphs into random order streaming algorithms. We illustrate our technique by proving that in random order streams with…
We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a…
According to standard econometric theory, Maximum Likelihood estimation (MLE) is the efficient estimation choice, however, it is not always a feasible one. In network diffusion models with unobserved signal propagation, MLE requires…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…
Theoretical guarantees are established for a standard estimator in a semi-parametric finite mixture model, where each component density is modeled as a product of univariate densities under a conditional independence assumption. The focus…
Mixture modeling is a general technique for making any simple model more expressive through weighted combination. This generality and simplicity in part explains the success of the Expectation Maximization (EM) algorithm, in which updates…
An emerging way of tackling the dimensionality issues arising in the modeling of a multivariate process is to assume that the inherent data structure can be captured by a graph. Nevertheless, though state-of-the-art graph-based methods have…
Finite mixtures are a broad class of models useful in scenarios where observed data is generated by multiple distinct processes but without explicit information about the responsible process for each data point. Estimating Bayesian mixture…
Given a pair of graphs with the same number of vertices, the inexact graph matching problem consists in finding a correspondence between the vertices of these graphs that minimizes the total number of induced edge disagreements. We study…
Directed acyclic graphs provide a fundamental tool for representing directed dependence structures in multivariate network data, and are widely used to model financial and economic networks. However, accurate and interpretable estimation…
Variational methods for parameter estimation are an active research area, potentially offering computationally tractable heuristics with theoretical performance bounds. We build on recent work that applies such methods to network data, and…
We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to…
We present a new nonparametric mixture-of-experts model for multivariate regression problems, inspired by the probabilistic k-nearest neighbors algorithm. Using a conditionally specified model, predictions for out-of-sample inputs are based…
The finite Gamma mixture model is often used to describe randomness in income data, insurance data, and data from other applications. The popular likelihood approach, however, does not work for this model because the likelihood function is…
Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…