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Theory of graphical models has matured over more than three decades to provide the backbone for several classes of models that are used in a myriad of applications such as genetic mapping of diseases, credit risk evaluation, reliability and…

Machine Learning · Statistics 2014-11-13 Henrik Nyman , Johan Pensar , Timo Koski , Jukka Corander

Motivated by the question of optimal functional approximation via compressed sensing, we propose generalizations of the Iterative Hard Thresholding and the Compressive Sampling Matching Pursuit algorithms able to promote sparse in levels…

Information Theory · Computer Science 2021-11-01 Ben Adcock , Simone Brugiapaglia , Matthew King-Roskamp

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

We study the problem of learning the topology of a directed Gaussian Graphical Model under the equal-variance assumption, where the graph has $n$ nodes and maximum in-degree $d$. Prior work has established that $O(d \log n)$ samples are…

Machine Learning · Computer Science 2025-11-11 Constantinos Daskalakis , Vardis Kandiros , Rui Yao

Online learning algorithms update models via one sample per iteration, thus efficient to process large-scale datasets and useful to detect malicious events for social benefits, such as disease outbreak and traffic congestion on the fly.…

Machine Learning · Computer Science 2019-05-28 Baojian Zhou , Feng Chen , Yiming Ying

In this paper, we propose a simple, versatile model for learning the structure and parameters of multivariate distributions from a data set. Learning a Markov network from a given data set is not a simple problem, because Markov networks…

Machine Learning · Computer Science 2012-06-19 Kazuya Takabatake , Shotaro Akaho

The random greedy algorithm for finding a maximal independent set in a graph constructs a maximal independent set by inspecting the graph's vertices in a random order, adding the current vertex to the independent set if it is not adjacent…

Combinatorics · Mathematics 2023-09-28 Michael Krivelevich , Tamás Mészáros , Peleg Michaeli , Clara Shikhelman

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…

Methodology · Statistics 2016-06-09 Mathias Drton , Marloes H. Maathuis

We study the problem of causal structure learning when the experimenter is limited to perform at most $k$ non-adaptive experiments of size $1$. We formulate the problem of finding the best intervention target set as an optimization problem,…

Machine Learning · Computer Science 2018-08-03 AmirEmad Ghassami , Saber Salehkaleybar , Negar Kiyavash , Elias Bareinboim

Due to the significant computational challenge of training large-scale graph neural networks (GNNs), various sparse learning techniques have been exploited to reduce memory and storage costs. Examples include \textit{graph sparsification}…

Machine Learning · Computer Science 2023-02-07 Shuai Zhang , Meng Wang , Pin-Yu Chen , Sijia Liu , Songtao Lu , Miao Liu

In Gaussian graphical model selection, noise-corrupted samples present significant challenges. It is known that even minimal amounts of noise can obscure the underlying structure, leading to fundamental identifiability issues. A recent line…

Machine Learning · Statistics 2024-05-09 Abrar Zahin , Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut , Gautam Dasarathy

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

In this paper, we consider the problem of collaboratively estimating the sparsity pattern of a sparse signal with multiple measurement data in distributed networks. We assume that each node makes Compressive Sensing (CS) based measurements…

Information Theory · Computer Science 2012-11-29 Thakshila Wimalajeewa , Pramod K. Varshney

Our concern is selecting the concentration matrix's nonzero coefficients for a sparse Gaussian graphical model in a high-dimensional setting. This corresponds to estimating the graph of conditional dependencies between the variables. We…

Methodology · Statistics 2010-04-05 Christophe Ambroise , Julien Chiquet , Catherine Matias

Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…

Statistics Theory · Mathematics 2019-04-02 Yabo Niu , Debdeep Pati , Bani Mallick

Linear sketching and recovery of sparse vectors with randomly constructed sparse matrices has numerous applications in several areas, including compressive sensing, data stream computing, graph sketching, and combinatorial group testing.…

Numerical Analysis · Mathematics 2014-02-07 Bubacarr Bah , Luca Baldassarre , Volkan Cevher

We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure,…

Machine Learning · Statistics 2018-10-31 Ilya Soloveychik , Vahid Tarokh

Graph neural networks (GNNs) are a popular class of machine learning models whose major advantage is their ability to incorporate a sparse and discrete dependency structure between data points. Unfortunately, GNNs can only be used when such…

Machine Learning · Computer Science 2020-06-22 Luca Franceschi , Mathias Niepert , Massimiliano Pontil , Xiao He

Motivated by sequential budgeted allocation problems, we investigate online matching problems where connections between vertices are not i.i.d., but they have fixed degree distributions -- the so-called configuration model. We estimate the…

Data Structures and Algorithms · Computer Science 2021-07-05 Nathan Noiry , Flore Sentenac , Vianney Perchet
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