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It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

In a traditional Gaussian graphical model, data homogeneity is routinely assumed with no extra variables affecting the conditional independence. In modern genomic datasets, there is an abundance of auxiliary information, which often gets…

Methodology · Statistics 2023-08-16 Yabo Niu , Yang Ni , Debdeep Pati , Bani K. Mallick

We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those…

Machine Learning · Statistics 2017-09-19 Xingqi Du , Subhashis Ghosal

Gaussian concentration graph models and covariance graph models are two classes of graphical models that are useful for uncovering latent dependence structures among multivariate variables. In the Bayesian literature, graphs are often…

Statistics Theory · Mathematics 2015-05-08 Hao Wang

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…

Machine Learning · Statistics 2015-11-23 Ilya Soloveychik , Ami Wiesel

Structure learning methods for covariance and concentration graphs are often validated on synthetic models, usually obtained by randomly generating: (i) an undirected graph, and (ii) a compatible symmetric positive definite (SPD) matrix. In…

Methodology · Statistics 2020-08-20 Irene Córdoba , Gherardo Varando , Concha Bielza , Pedro Larrañaga

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

Graphical models provide a framework for exploration of multivariate dependence patterns. The connection between graph and statistical model is made by identifying the vertices of the graph with the observed variables and translating the…

Statistics Theory · Mathematics 2008-02-08 Mathias Drton , Michael D. Perlman

In Gaussian graphical models, conditional independence and partial correlations are natural inferential targets for understanding direct relationships in multivariate data. No comparable framework exists for spatial processes, where…

Methodology · Statistics 2026-04-14 Michele Peruzzi

Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…

Methodology · Statistics 2026-03-31 Ruobin Liu , Guo Yu

For a multivariate normal distribution, the sparsity of the covariance and precision matrices encodes complete information about independence and conditional independence properties. For general distributions, the covariance and precision…

Statistics Theory · Mathematics 2021-09-22 Rebecca E Morrison , Ricardo Baptista , Estelle L Basor

Inferring graph structure from observations on the nodes is an important and popular network science task. Departing from the more common inference of a single graph and motivated by social and biological networks, we study the problem of…

Machine Learning · Statistics 2020-10-19 Madeline Navarro , Yuhao Wang , Antonio G. Marques , Caroline Uhler , Santiago Segarra

We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…

Methodology · Statistics 2012-07-02 Ricardo Silva , Zoubin Ghahramani

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

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

This paper considers learning of the graphical structure of a $p$-dimensional random vector $X \in R^p$ using both parametric and non-parametric methods. Unlike the previous works which observe $x$ directly, we consider the indirect…

Machine Learning · Statistics 2022-05-10 Hang Zhang , Afshin Abdi , Faramarz Fekri

A new framework is proposed to study rank-structured matrices arising from discretizations of 2D and 3D elliptic operators. In particular, we introduce the notion of a graph-induced rank structure (GIRS) which aims to capture the fine low…

Numerical Analysis · Mathematics 2021-06-29 Shivkumar Chandrasekaran , Ethan N. Epperly , Nithin Govindarajan

Undirected graphical models are widely used to model the conditional independence structure of vector-valued data. However, in many modern applications, for example those involving EEG and fMRI data, observations are more appropriately…

Machine Learning · Statistics 2024-01-29 Boxin Zhao , Percy S. Zhai , Y. Samuel Wang , Mladen Kolar