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In this paper a new proof is given for the supermodularity of information content. Using the decomposability of the information content an algorithm is given for discovering the Markov network graph structure endowed by the pairwise Markov…

Information Theory · Computer Science 2013-07-03 Edith Kovács , Tamás Szántai

Given a graph with partial observations of node features, how can we estimate the missing features accurately? Feature estimation is a crucial problem for analyzing real-world graphs whose features are commonly missing during the data…

Machine Learning · Computer Science 2023-04-07 Jaemin Yoo , Hyunsik Jeon , Jinhong Jung , U Kang

In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we consider both likelihood and Bayesian estimation. We develop…

Numerical Analysis · Mathematics 2026-05-12 Ke Zhao , Ajay Jasra

In increasingly many settings, data sets consist of multiple samples from a population of networks, with vertices aligned across these networks. For example, brain connectivity networks in neuroscience consist of measures of interaction…

Statistics Theory · Mathematics 2021-05-11 Keith Levin , Asad Lodhia , Elizaveta Levina

This paper presents a novel algorithm for efficient online estimation of the filter derivatives in general hidden Markov models. The algorithm, which has a linear computational complexity and very limited memory requirements, is furnished…

Computation · Statistics 2019-01-10 Jimmy Olsson , Johan Westerborn Alenlöv

A principled approach to understand network structures is to formulate generative models. Given a collection of models, however, an outstanding key task is to determine which one provides a more accurate description of the network at hand,…

Machine Learning · Statistics 2018-06-29 Toni Vallès-Català , Tiago P. Peixoto , Roger Guimerà , Marta Sales-Pardo

We propose a generative model and an inference scheme for epidemic processes on dynamic, adaptive contact networks. Network evolution is formulated as a link-Markovian process, which is then coupled to an individual-level stochastic SIR…

Methodology · Statistics 2020-04-07 Fan Bu , Allison E. Aiello , Jason Xu , Alexander Volfovsky

This paper aims to build an estimate of an unknown density of the data with measurement error as a linear combination of functions from a dictionary. Inspired by the penalization approach, we propose the weighted Elastic-net penalized…

Statistics Theory · Mathematics 2020-07-07 Xiaowei Yang , Huiming Zhang , Haoyu Wei , Shouzheng Zhang

We develop a new sampling method to estimate eigenvector centrality on incomplete networks. Our goal is to estimate this global centrality measure having at disposal a limited amount of data. This is the case in many real-world scenarios…

Social and Information Networks · Computer Science 2020-10-29 Nicolò Ruggeri , Caterina De Bacco

Inferring network topology from smooth signals is a significant problem in data science and engineering. A common challenge in real-world scenarios is the availability of only partially observed nodes. While some studies have considered…

Machine Learning · Computer Science 2025-07-08 Chuansen Peng , Hanning Tang , Zhiguo Wang , Xiaojing Shen

We learn the structure of a Markov Network between two groups of random variables from joint observations. Since modelling and learning the full MN structure may be hard, learning the links between two groups directly may be a preferable…

Machine Learning · Statistics 2016-05-30 Song Liu , Taiji Suzuki , Masashi Sugiyama , Kenji Fukumizu

A penalized maximum likelihood estimation approach is proposed for discrete-time hidden Markov models where covariates affect the observed responses and serial dependence is considered. The proposed penalized maximum likelihood method…

Methodology · Statistics 2025-07-04 Luca Brusa , Fulvia Pennoni , Francesco Bartolucci , Romina Peruilh Bagolini

This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…

Statistics Theory · Mathematics 2021-12-07 Demian Pouzo , Zacharias Psaradakis , Martin Sola

This work studies the limitations of uniquely identifying the structure (i.e., topology) of a networked linear system from partial measurements of its nodal dynamics. In general, many networks can be consistent with these measurements; this…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Jaidev Gill , Jing Shuang Li

Estimating entropy production from real observation data can be difficult due to finite resolution in both space and time and finite measurement statistics. We characterize the statistical error introduced by finite sample size and compare…

Statistical Mechanics · Physics 2025-04-09 Jonas H. Fritz , Benjamin Ertel , Udo Seifert

We provide a novel method for sensitivity analysis of parametric robust Markov chains. These models incorporate parameters and sets of probability distributions to alleviate the often unrealistic assumption that precise probabilities are…

Machine Learning · Computer Science 2023-05-03 Thom Badings , Sebastian Junges , Ahmadreza Marandi , Ufuk Topcu , Nils Jansen

Complex networked systems can be modeled as graphs with nodes representing the agents and links describing the dynamic coupling between them. Previous work on network identification has shown that the network structure of linear…

Systems and Control · Electrical Eng. & Systems 2021-02-15 Venkat Ram Subramanian , Andrew Lamperski , Murti V. Salapaka

The partial least squares algorithm for dependent data realisations is considered. Consequences of ignoring the dependence for the algorithm performance are studied both theoretically and in simulations. It is shown that ignoring certain…

Statistics Theory · Mathematics 2016-03-07 Marco Singer , Tatyana Krivobokova , Bert L. de Groot , Axel Munk

In many applications of network analysis, it is important to distinguish between observed and unobserved factors affecting network structure. To this end, we develop spectral estimators for both unobserved blocks and the effect of…

Methodology · Statistics 2021-03-15 Angelo Mele , Lingxin Hao , Joshua Cape , Carey E. Priebe

We study the expected adjacency matrix of a uniformly random multigraph with fixed degree sequence $\mathbf{d} \in \mathbb{Z}_+^n$. This matrix arises in a variety of analyses of networked data sets, including modularity-maximization and…

Social and Information Networks · Computer Science 2020-02-10 Philip S. Chodrow
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