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We propose a penalized pseudo-likelihood criterion to estimate the graph of conditional dependencies in a discrete Markov random field that can be partially observed. We prove the convergence of the estimator in the case of a finite or…

Methodology · Statistics 2022-09-05 Florencia Leonardi , Rodrigo R. S. Carvalho

This paper investigates a change-point estimation problem in the context of high-dimensional Markov Random Field models. Change-points represent a key feature in many dynamically evolving network structures. The change-point estimate is…

Methodology · Statistics 2018-02-13 Sandipan Roy , Yves Atchade , George Michailidis

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

This paper explores the estimation of a panel data model with cross-sectional interaction that is flexible both in its approach to specifying the network of connections between cross-sectional units, and in controlling for unobserved…

Econometrics · Economics 2021-11-23 Ayden Higgins , Federico Martellosio

Markov networks are popular models for discrete multivariate systems where the dependence structure of the variables is specified by an undirected graph. To allow for more expressive dependence structures, several generalizations of Markov…

Methodology · Statistics 2021-03-30 Johan Pensar , Henrik Nyman , Jukka Corander

Markov networks are frequently used in sciences to represent conditional independence relationships underlying observed variables arising from a complex system. It is often of interest to understand how an underlying network differs between…

Methodology · Statistics 2021-04-26 Byol Kim , Song Liu , Mladen Kolar

Link prediction is one of the fundamental problems in network analysis. In many applications, notably in genetics, a partially observed network may not contain any negative examples of absent edges, which creates a difficulty for many…

Machine Learning · Statistics 2013-01-30 Yunpeng Zhao , Elizaveta Levina , Ji Zhu

Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general applicability of the model class, a myriad of methods have been…

Undirected graphical models known as Markov networks are popular for a wide variety of applications ranging from statistical physics to computational biology. Traditionally, learning of the network structure has been done under the…

Machine Learning · Statistics 2025-06-26 Johan Pensar , Henrik Nyman , Juha Niiranen , Jukka Corander

We propose a new method for detecting changes in Markov network structure between two sets of samples. Instead of naively fitting two Markov network models separately to the two data sets and figuring out their difference, we…

Machine Learning · Statistics 2014-01-03 Song Liu , John A. Quinn , Michael U. Gutmann , Taiji Suzuki , Masashi Sugiyama

Maximum likelihood estimation is effective for identifying dynamical systems, but applying it to large networks becomes computationally prohibitive. This paper introduces a maximum likelihood estimation method that enables identification of…

Systems and Control · Electrical Eng. & Systems 2025-11-06 João Victor Galvão da Mata , Anders Hansson , Martin S. Andersen

Most empirical studies of networks assume that the network data we are given represent a complete and accurate picture of the nodes and edges in the system of interest, but in real-world situations this is rarely the case. More often the…

Social and Information Networks · Computer Science 2019-01-02 M. E. J. Newman

Missing data is an important challenge when dealing with high dimensional data arranged in the form of an array. In this paper, we propose methods for estimation of the parameters of array variate normal probability model from partially…

Methodology · Statistics 2015-01-06 Deniz Akdemir

Markov networks are widely studied and used throughout multivariate statistics and computer science. In particular, the problem of learning the structure of Markov networks from data without invoking chordality assumptions in order to…

Machine Learning · Statistics 2025-12-29 Juri Kuronen , Jukka Corander , Johan Pensar

In social networks, neighborhood is crucial for understanding individual behavior in response to environments, and thus it is essential to analyze an individual's local perspective within the global network. This paper studies how to…

Methodology · Statistics 2025-02-25 Lijia Wang , Xiao Han , Yanhui Wu , Y. X. Rachel Wang

We present a framework for networked state estimation, where systems encode their (possibly high dimensional) state vectors using a mutually agreed basis between the system and the estimator (in a remote monitoring unit). The basis…

Systems and Control · Computer Science 2013-07-02 Farhad Farokhi , Amirpasha Shirazinia , Karl H. Johansson

Estimating the matrix of connections probabilities is one of the key questions when studying sparse networks. In this work, we consider networks generated under the sparse graphon model and the in-homogeneous random graph model with missing…

Statistics Theory · Mathematics 2021-04-28 Solenne Gaucher , Olga Klopp

We study the estimation of peer effects through social networks when researchers do not observe the entire network structure. Special cases include sampled networks, censored networks, and misclassified links. We assume that researchers can…

Econometrics · Economics 2025-09-11 Vincent Boucher , Aristide Houndetoungan

An important question in statistical network analysis is how to estimate models of discrete and dependent network data with intractable likelihood functions, without sacrificing computational scalability and statistical guarantees. We…

Statistics Theory · Mathematics 2026-03-06 Jonathan R. Stewart , Michael Schweinberger

Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses…

Methodology · Statistics 2019-03-01 Kento Nakamura , Keisuke Yano , Fumiyasu Komaki
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