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This paper considers a discrete-time decision problem wherein a decision maker has to track, on average, a sequence of inputs selected from a convex set $\mathcal X \subset \mathbb{R}^d$ by choosing actions from a possibly non-convex…

Optimization and Control · Mathematics 2018-11-20 Andrey Bernstein , Niek J. Bouman

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

Greedy algorithms are central to sparse approximation and stage-wise learning methods such as matching pursuit and boosting. It is known that the Power-Relaxed Greedy Algorithm with step sizes $m^{-\alpha}$ may fail to converge when…

Machine Learning · Computer Science 2026-03-10 Pablo M. Berná

We study a well known noisy model of the graph isomorphism problem. In this model, the goal is to perfectly recover the vertex correspondence between two edge-correlated Erd\H{o}s-R\'{e}nyi random graphs, with an initial seed set of…

Machine Learning · Computer Science 2018-07-27 Elchanan Mossel , Jiaming Xu

We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this…

Machine Learning · Statistics 2017-07-12 Mohammadreza Soltani , Chinmay Hegde

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

Methodology · Statistics 2019-07-26 Daniela De Canditiis , Armando Guardasole

Directed acyclic graphical models, or DAG models, are widely used to represent complex causal systems. Since the basic task of learning such a model from data is NP-hard, a standard approach is greedy search over the space of directed…

Statistics Theory · Mathematics 2021-06-09 Liam Solus , Yuhao Wang , Caroline Uhler

We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test…

Machine Learning · Statistics 2014-02-05 Rui Wu , R. Srikant , Jian Ni

We consider the problem of learning a Bayesian network or directed acyclic graph (DAG) model from observational data. A number of constraint-based, score-based and hybrid algorithms have been developed for this purpose. For constraint-based…

Statistics Theory · Mathematics 2019-07-30 Garvesh Raskutti , Caroline Uhler

High-dimensional data analysis typically focuses on low-dimensional structure, often to aid interpretation and computational efficiency. Graphical models provide a powerful methodology for learning the conditional independence structure in…

Methodology · Statistics 2024-09-13 Maria De Iorio , Willem van den Boom , Alexandros Beskos , Ajay Jasra , Andrea Cremaschi

Recently, it has been discovered that results on universal sampling discretization of the square norm are useful in sparse sampling recovery with error being measured in the square norm. It was established that a simple greedy type…

Numerical Analysis · Mathematics 2023-07-11 F. Dai , V. Temlyakov

This research paper addresses the stability of search algorithms in complex networks when dealing with incomplete information or uncertainty. We propose a theoretical model to investigate whether a global search algorithm with incomplete…

Social and Information Networks · Computer Science 2023-10-17 Andrey Ananev , Aleksey Khlyupin

Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…

Methodology · Statistics 2023-12-29 Yiling Huang , Snigdha Panigrahi , Walter Dempsey

We focus on the problem of estimating the change in the dependency structures of two $p$-dimensional Gaussian Graphical models (GGMs). Previous studies for sparse change estimation in GGMs involve expensive and difficult non-smooth…

Machine Learning · Computer Science 2018-05-24 Beilun Wang , Arshdeep Sekhon , Yanjun Qi

Identifying breakpoints in piecewise regression is critical in enhancing the reliability and interpretability of data fitting. In this paper, we propose novel algorithms based on the greedy algorithm to accurately and efficiently identify…

Machine Learning · Statistics 2026-04-14 Taehyeong Kim , Hyungu Lee , Myungjin Kim , Hayoung Choi

Learning graphical models from data is an important problem with wide applications, ranging from genomics to the social sciences. Nowadays datasets often have upwards of thousands---sometimes tens or hundreds of thousands---of variables and…

Machine Learning · Statistics 2019-11-26 Bryon Aragam , Jiaying Gu , Qing Zhou

While reduced-order models (ROMs) have been popular for efficiently solving large systems of differential equations, the stability of reduced models over long-time integration is of present challenges. We present a greedy approach for ROM…

Numerical Analysis · Mathematics 2018-03-20 Babak Maboudi Afkham , Jan S. Hesthaven

We consider the sparse contextual bandit problem where arm feature affects reward through the inner product of sparse parameters. Recent studies have developed sparsity-agnostic algorithms based on the greedy arm selection policy. However,…

Machine Learning · Computer Science 2024-04-01 Koji Ichikawa , Shinji Ito , Daisuke Hatano , Hanna Sumita , Takuro Fukunaga , Naonori Kakimura , Ken-ichi Kawarabayashi

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…

Statistics Theory · Mathematics 2019-06-18 Rui Zhuang , Noah Simon , Johannes Lederer

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk