Related papers: Learning Gaussian Graphical Models with Observed o…
Undirected graphical models are compact representations of joint probability distributions over random variables. To solve inference tasks of interest, graphical models of arbitrary topology can be trained using empirical risk minimization.…
Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…
We provide time- and sample-efficient algorithms for learning and testing latent-tree Ising models, i.e. Ising models that may only be observed at their leaf nodes. On the learning side, we obtain efficient algorithms for learning a…
This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…
Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…
Mixture models with Gamma and or inverse-Gamma distributed mixture components are useful for medical image tissue segmentation or as post-hoc models for regression coefficients obtained from linear regression within a Generalised Linear…
Brain networks has attracted the interests of many neuroscientists. From functional MRI (fMRI) data, statistical tools have been developed to recover brain networks. However, the dimensionality of whole-brain fMRI, usually in hundreds of…
We present a graph-regularized learning of Gaussian Mixture Models (GMMs) in distributed settings with heterogeneous and limited local data. The method exploits a provided similarity graph to guide parameter sharing among nodes, avoiding…
Probabilistic graphical models (PGMs) serve as a powerful framework for modeling complex systems with uncertainty and extracting valuable insights from data. However, users face challenges when applying PGMs to their problems in terms of…
In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model is a restraint on sparsity of precision matrices, and a…
We study an extention of total variation denoising over images to over Cartesian power graphs and its applications to estimating non-parametric network models. The power graph fused lasso (PGFL) segments a matrix by exploiting a known…
Gaussian Process Networks (GPNs) are a class of directed graphical models which employ Gaussian processes as priors for the conditional expectation of each variable given its parents in the network. The model allows the description of…
Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…
In Bayesian learning of Gaussian graphical model structure, it is common to restrict attention to certain classes of graphs and approximate the posterior distribution by repeatedly moving from one graph to another, using MCMC or methods…
Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…
Deep generative models (DGM) are neural networks with many hidden layers trained to approximate complicated, high-dimensional probability distributions using a large number of samples. When trained successfully, we can use the DGMs to…
This paper develops a general framework for learning interpretable data representation via Long Short-Term Memory (LSTM) recurrent neural networks over hierarchal graph structures. Instead of learning LSTM models over the pre-fixed…
The existence of latent variables in practical problems is common, for example when some variables are difficult or expensive to measure, or simply unknown. When latent variables are unaccounted for, structure learning for Gaussian…
This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…
Network models are an essential block of modern networks. For example, they are widely used in network planning and optimization. However, as networks increase in scale and complexity, some models present limitations, such as the assumption…