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We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional…

Machine Learning · Computer Science 2012-03-06 Animashree Anandkumar , Vincent Y. F. Tan , Alan. S. Willsky

We present some nonparametric methods for graphical modeling. In the discrete case, where the data are binary or drawn from a finite alphabet, Markov random fields are already essentially nonparametric, since the cliques can take only a…

Machine Learning · Statistics 2013-01-08 John Lafferty , Han Liu , Larry Wasserman

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

Surrogate models have become ubiquitous in science and engineering for their capability of emulating expensive computer codes, necessary to model and investigate complex phenomena. Bayesian emulators based on Gaussian processes adequately…

Computation · Statistics 2017-08-02 A. Garbuno-Inigo , F. A. DiazDelaO , K. M. Zuev

We present a hierarchical Bayesian learning approach to infer jointly sparse parameter vectors from multiple measurement vectors. Our model uses separate conditionally Gaussian priors for each parameter vector and common gamma-distributed…

Machine Learning · Statistics 2024-05-27 Jan Glaubitz , Anne Gelb

We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…

Machine Learning · Statistics 2017-03-01 Pan Xu , Jian Ma , Quanquan Gu

Advances in sensing technology have made it possible to collect large volumes of high-dimensional time-series data. In fields like genetics and neuroscience, key questions concern whether directed relationships between variables can be…

Methodology · Statistics 2026-05-08 Sarah E. Heaps , Ian H. Jermyn , Yujiang Wang , Darren J. Wilkinson

In this paper, we study weakly-supervised laparoscopic image segmentation with sparse annotations. We introduce a novel Bayesian deep learning approach designed to enhance both the accuracy and interpretability of the model's segmentation,…

Computer Vision and Pattern Recognition · Computer Science 2024-10-14 Zhou Zheng , Yuichiro Hayashi , Masahiro Oda , Takayuki Kitasaka , Kensaku Mori

Gaussian Markov random fields (GMRFs) are popular for modeling dependence in large areal datasets due to their ease of interpretation and computational convenience afforded by the sparse precision matrices needed for random variable…

Computation · Statistics 2019-04-16 D. Andrew Brown , Christopher S. McMahan , Stella Watson Self

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous…

Machine Learning · Computer Science 2014-05-21 Li-Ping Liu , Daniel Sheldon , Thomas G. Dietterich

We consider the task of estimating a Gaussian graphical model in the high-dimensional setting. The graphical lasso, which involves maximizing the Gaussian log likelihood subject to an l1 penalty, is a well-studied approach for this task. We…

Machine Learning · Statistics 2013-07-23 Kean Ming Tan , Daniela Witten , Ali Shojaie

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the…

Computation · Statistics 2020-11-09 Charles C. Margossian , Aki Vehtari , Daniel Simpson , Raj Agrawal

Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…

Computation · Statistics 2019-11-26 Linda S. L. Tan , Nial Friel

Gaussian Boson Sampling (GBS) generate random samples of photon-click patterns from a class of probability distributions that are hard for a classical computer to sample from. Despite heroic demonstrations for quantum supremacy using GBS,…

Quantum Physics · Physics 2024-02-07 Mushkan Sureka , Saikat Guha

Variable clustering is important for explanatory analysis. However, only few dedicated methods for variable clustering with the Gaussian graphical model have been proposed. Even more severe, small insignificant partial correlations due to…

Applications · Statistics 2018-06-18 Daniel Andrade , Akiko Takeda , Kenji Fukumizu

Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In…

Machine Learning · Computer Science 2013-11-12 Ying Liu , Alan S. Willsky

Gaussian graphical models play an important role in various areas such as genetics, finance, statistical physics and others. They are a powerful modelling tool which allows one to describe the relationships among the variables of interest.…

Methodology · Statistics 2020-04-21 Laurentiu Catalin Hinoveanu , Fabrizio Leisen , Cristiano Villa

This article presents an approach to Bayesian semiparametric inference for Gaussian multivariate response regression. We are motivated by various small and medium dimensional problems from the physical and social sciences. The statistical…

Methodology · Statistics 2020-06-18 Georgios Papageorgiou , Benjamin C. Marshall

We present a novel Bayesian approach for high-dimensional grouped regression under sparsity. We leverage a sparse projection method that uses a sparsity-inducing map to derive an induced posterior on a lower-dimensional parameter space. Our…

Methodology · Statistics 2026-05-25 Samhita Pal , Subhashis Ghosal