Related papers: Sampling decomposable graphs using a Markov chain …
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…
Bayesian networks are probabilistic graphical models widely employed to understand dependencies in high dimensional data, and even to facilitate causal discovery. Learning the underlying network structure, which is encoded as a directed…
Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…
We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated…
It has become increasingly easy nowadays to collect approximate posterior samples via fast algorithms such as variational Bayes, but concerns exist about the estimation accuracy. It is tempting to build solutions that exploit approximate…
Graphical models are popular statistical tools which are used to represent dependent or causal complex systems. Statistically equivalent causal or directed graphical models are said to belong to a Markov equivalent class. It is of great…
The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…
One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…
Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…
Markov chain Monte Carlo is a class of algorithms for drawing Markovian samples from high-dimensional target densities to approximate the numerical integration associated with computing statistical expectation, especially in Bayesian…
There has been an increased interest in applying machine learning techniques on relational structured-data based on an observed graph. Often, this graph is not fully representative of the true relationship amongst nodes. In these settings,…
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…
Uniform sampling from graphical realizations of a given degree sequence is a fundamental component in simulation-based measurements of network observables, with applications ranging from epidemics, through social networks to Internet…
This paper introduces new efficient algorithms for two problems: sampling conditional on vertex degrees in unweighted graphs, and sampling conditional on vertex strengths in weighted graphs. The algorithms can sample conditional on the…
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…
Global variational approximation methods in graphical models allow efficient approximate inference of complex posterior distributions by using a simpler model. The choice of the approximating model determines a tradeoff between the…
We consider the problem of estimating the topology of multiple networks from nodal observations, where these networks are assumed to be drawn from the same (unknown) random graph model. We adopt a graphon as our random graph model, which is…
We consider the problem of estimating the topology of multiple networks from nodal observations, where these networks are assumed to be drawn from the same (unknown) random graph model. We adopt a graphon as our random graph model, which is…
Generation of deviates from random graph models with non-trivial edge dependence is an increasingly important problem. Here, we introduce a method which allows perfect sampling from random graph models in exponential family form…
We present a data augmentation scheme to perform Markov chain Monte Carlo inference for models where data generation involves a rejection sampling algorithm. Our idea, which seems to be missing in the literature, is a simple scheme to…