Related papers: Error AMP Chain Graphs
Causal relationships among variables are commonly represented via directed acyclic graphs. There are many methods in the literature to quantify the strength of arrows in a causal acyclic graph. These methods, however, have undesirable…
Approximate Message Passing (AMP) algorithms are a class of iterative procedures for computationally-efficient estimation in high-dimensional inference and estimation tasks. Due to the presence of an 'Onsager' correction term in its…
Bayesian inference for undirected graphical models is mostly restricted to the class of decomposable graphs, as they enjoy a rich set of properties making them amenable to high-dimensional problems. While parameter inference is…
A stochastic process that arises by composing a function with a Markov process is called an aggregated Markov process (AMP). The purpose of composing a Markov process with a function can be a reduction of dimensions, e.g., a projection onto…
We study a class of graphs that represent local independence structures in stochastic processes allowing for correlated error processes. Several graphs may encode the same local independencies and we characterize such equivalence classes of…
The present work deals with active sampling of graph nodes representing training data for binary classification. The graph may be given or constructed using similarity measures among nodal features. Leveraging the graph for classification…
Belief Propagation (BP) is a widely used approximation for exact probabilistic inference in graphical models, such as Markov Random Fields (MRFs). In graphs with cycles, however, no exact convergence guarantees for BP are known, in general.…
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…
Link sign prediction on a signed graph is a task to determine whether the relationship represented by an edge is positive or negative. Since the presence of negative edges violates the graph homophily assumption that adjacent nodes are…
Causal models in statistics are often described using acyclic directed mixed graphs (ADMGs), which contain directed and bidirected edges and no directed cycles. This article surveys various interpretations of ADMGs, discusses their…
Timely detected anomalies in the chemical technological processes, as well as the earliest detection of the cause of the fault, significantly reduce the production cost in the industrial factories. Data on the state of the technological…
We here consider the subset simulation method which approaches a failure event using a decreasing sequence of nested intermediate failure events. The method resembles importance sampling, which actively explores a probability space by…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…
Decentralized stochastic gradient method emerges as a promising solution for solving large-scale machine learning problems. This paper studies the decentralized Markov chain gradient descent (DMGD) algorithm - a variant of the decentralized…
We develop a necessary and sufficient causal identification criterion for maximally oriented partially directed acyclic graphs (MPDAGs). MPDAGs as a class of graphs include directed acyclic graphs (DAGs), completed partially directed…
We give a probabilistic interpretation of sampling theory of graph signals. To do this, we first define a generative model for the data using a pairwise Gaussian random field (GRF) which depends on the graph. We show that, under certain…
Random directed acyclic graphs (DAGs) based on imposing an order on Erd\H{o}s-R\'enyi and scale free random graphs are widely used for evaluating causal discovery algorithms. We show that in such DAGs, the set of nodes reachable via open…
A directed acyclic graph (DAG) is the most common graphical model for representing causal relationships among a set of variables. When restricted to using only observational data, the structure of the ground truth DAG is identifiable only…
We discuss the prediction accuracy of assumed statistical models in terms of prediction errors for the generalized linear model and penalized maximum likelihood methods. We derive the forms of estimators for the prediction errors, such as…