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Bayesian matrix factorization (BMF) is a powerful tool for producing low-rank representations of matrices and for predicting missing values and providing confidence intervals. Scaling up the posterior inference for massive-scale matrices is…

Machine Learning · Statistics 2019-02-28 Xiangju Qin , Paul Blomstedt , Eemeli Leppäaho , Pekka Parviainen , Samuel Kaski

Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…

Methodology · Statistics 2018-04-10 Gwenaël G. R. Leday , Sylvia Richardson

In this paper we explore mathematical tools that can be used to relate directed and undirected random graph models to each other. We identify probability spaces on which a directed and an undirected graph model are equivalent, and…

Probability · Mathematics 2025-03-03 Mike van Santvoort , Pim van der Hoorn

We extend the well-known and widely used Exponential Random Graph Model (ERGM) by including nodal random effects to compensate for heterogeneity in the nodes of a network. The Bayesian framework for ERGMs proposed by Caimo and Friel (2011)…

Applications · Statistics 2015-01-13 Stephanie Thiemichen , Nial Friel , Alberto Caimo , Göran Kauermann

Bayesian learning in undirected graphical models|computing posterior distributions over parameters and predictive quantities is exceptionally difficult. We conjecture that for general undirected models, there are no tractable MCMC (Markov…

Machine Learning · Computer Science 2012-07-19 Iain Murray , Zoubin Ghahramani

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

A Bayesian network is a graphical model that encodes probabilistic relationships among variables of interest. When used in conjunction with statistical techniques, the graphical model has several advantages for data analysis. One, because…

Machine Learning · Computer Science 2022-01-11 David Heckerman

Random factor graphs provide a powerful framework for the study of inference problems such as decoding problems or the stochastic block model. Information-theoretically the key quantity of interest is the mutual information between the…

Discrete Mathematics · Computer Science 2021-04-27 Amin Coja-Oghlan , Max Hahn-Klimroth , Philipp Loick , Noela Müller , Konstantinos Panagiotou , Matija Pasch

Factor graphs are important models for succinctly representing probability distributions in machine learning, coding theory, and statistical physics. Several computational problems, such as computing marginals and partition functions, arise…

Machine Learning · Computer Science 2017-08-09 Damian Straszak , Nisheeth K. Vishnoi

Many important schemes in signal processing and communications, ranging from the BCJR algorithm to the Kalman filter, are instances of factor graph methods. This family of algorithms is based on recursive message passing-based computations…

Machine Learning · Statistics 2020-02-06 Nir Shlezinger , Nariman Farsad , Yonina C. Eldar , Andrea J. Goldsmith

Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we…

Statistics Theory · Mathematics 2016-01-13 Ting Yan , Chenlei Leng , Ji Zhu

Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian…

Methodology · Statistics 2024-07-30 Lucas Vogels , Reza Mohammadi , Marit Schoonhoven , S. Ilker Birbil

Probabilistic dependency graphs (PDGs) are a flexible class of probabilistic graphical models, subsuming Bayesian Networks and Factor Graphs. They can also capture inconsistent beliefs, and provide a way of measuring the degree of this…

Data Structures and Algorithms · Computer Science 2023-11-10 Oliver E. Richardson , Joseph Y. Halpern , Christopher De Sa

Graphical Markov models use graphs, either undirected, directed, or mixed, to represent possible dependences among statistical variables. Applications of undirected graphs (UDGs) include models for spatial dependence and image analysis,…

Artificial Intelligence · Computer Science 2013-02-18 Steen A. Andersson , David Madigan , Michael D. Perlman

Bayesian networks are directed acyclic graphs representing independence relationships among a set of random variables. A random variable can be regarded as a set of exhaustive and mutually exclusive propositions. We argue that there are…

Artificial Intelligence · Computer Science 2013-03-25 Dekang Lin

Factor models are widely used across diverse areas of application for purposes that include dimensionality reduction, covariance estimation, and feature engineering. Traditional factor models can be seen as an instance of linear embedding…

Methodology · Statistics 2020-08-13 Xingchen Yu , Abel Rodriguez

Inferring dependence structure through undirected graphs is crucial for uncovering the major modes of multivariate interaction among high-dimensional genomic markers that are potentially associated with cancer. Traditionally, conditional…

Methodology · Statistics 2016-04-04 Anindya Bhadra , Arvind Rao , Veerabhadran Baladandayuthapani

Many problems in robotics involve both continuous and discrete components, and modeling them together for estimation tasks has been a long standing and difficult problem. Hybrid Factor Graphs give us a mathematical framework to model these…

Robotics · Computer Science 2026-05-04 Varun Agrawal , Frank Dellaert

Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…

Methodology · Statistics 2015-10-12 Nanny Wermuth

Graphs are mathematical tools that can be used to represent complex real-world systems, such as financial markets and social networks. Hence, machine learning (ML) over graphs has attracted significant attention recently. However, it has…

Machine Learning · Computer Science 2023-03-22 O. Deniz Kose , Yanning Shen , Gonzalo Mateos