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This paper introduces the Gaussian multi-Graphical Model, a model to construct sparse graph representations of matrix- and tensor-variate data. We generalize prior work in this area by simultaneously learning this representation across…

Machine Learning · Statistics 2024-02-28 Bailey Andrew , David Westhead , Luisa Cutillo

We consider the consistency properties of a regularised estimator for the simultaneous identification of both changepoints and graphical dependency structure in multivariate time-series. Traditionally, estimation of Gaussian Graphical…

Statistics Theory · Mathematics 2017-12-18 Alex J. Gibberd , Sandipan Roy

Graph representation learning is a fundamental problem for modeling relational data and benefits a number of downstream applications. Traditional Bayesian-based graph models and recent deep learning based GNN either suffer from…

Machine Learning · Computer Science 2024-03-27 Hanxuan Yang , Qingchao Kong , Wenji Mao

Despite the vast amount of information encoded in Knowledge Graphs (KGs), information about the class affiliation of entities remains often incomplete. Graph Convolutional Networks (GCNs) have been shown to be effective predictors of…

Artificial Intelligence · Computer Science 2024-12-30 Johannes Mäkelburg , Yiwen Peng , Mehwish Alam , Tobias Weller , Maribel Acosta

We introduce a novel unsupervised learning method for time series data with latent dynamical structure: the recognition-parametrized Gaussian state space model (RP-GSSM). The RP-GSSM is a probabilistic model that learns Markovian Gaussian…

Machine Learning · Computer Science 2025-05-30 Samo Hromadka , Kai Biegun , Lior Fox , James Heald , Maneesh Sahani

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied with the goal of estimating the target GGM by utilizing the data from similar and related auxiliary studies. The similarity between the target graph and each…

Methodology · Statistics 2020-10-22 Sai Li , T. Tony Cai , Hongzhe Li

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…

Methodology · Statistics 2016-06-09 Mathias Drton , Marloes H. Maathuis

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

Machine Learning · Computer Science 2015-03-29 Guillaume Alain , Yoshua Bengio , Li Yao , Jason Yosinski , Eric Thibodeau-Laufer , Saizheng Zhang , Pascal Vincent

In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…

Machine Learning · Statistics 2025-03-11 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

Gaussian process-based latent variable models are flexible and theoretically grounded tools for nonlinear dimension reduction, but generalizing to non-Gaussian data likelihoods within this nonlinear framework is statistically challenging.…

Machine Learning · Statistics 2020-06-22 Gregory W. Gundersen , Michael Minyi Zhang , Barbara E. Engelhardt

In learning theory, a standard assumption is that the data is generated from a finite mixture model. But what happens when the number of components is not known in advance? The problem of estimating the number of components, also called…

Data Structures and Algorithms · Computer Science 2023-04-25 Jerry Li , Allen Liu , Ankur Moitra

Latent position models are widely used for the analysis of networks in a variety of research fields. In fact, these models possess a number of desirable theoretical properties, and are particularly easy to interpret. However, statistical…

Computation · Statistics 2023-03-08 Riccardo Rastelli , Florian Maire , Nial Friel

Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a…

Methodology · Statistics 2017-09-20 Sigrunn H. Sørbye , Eirik Myrvoll-Nilsen , Håvard Rue

We introduce a Gaussian Prototype Layer for gradient-based prototype learning and demonstrate two novel network architectures for explainable segmentation one of which relies on region proposals. Both models are evaluated on agricultural…

Computer Vision and Pattern Recognition · Computer Science 2023-06-27 Michael Gerstenberger , Steffen Maaß , Peter Eisert , Sebastian Bosse

We study the problem of recovering the structure underlying large Gaussian graphical models or, more generally, partial correlation graphs. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We…

Statistics Theory · Mathematics 2021-10-13 Gábor Lugosi , Jakub Truszkowski , Vasiliki Velona , Piotr Zwiernik

We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test…

Machine Learning · Statistics 2014-02-05 Rui Wu , R. Srikant , Jian Ni

This work deals with uncertainty quantification for a generic input distribution to some resource-intensive simulation, e.g., requiring the solution of a partial differential equation. While efficient numerical methods exist to compute…

Numerical Analysis · Mathematics 2025-06-16 Oliver G. Ernst , Hanno Gottschalk , Toni Kowalewitz , Patrick Krüger

Graphical models are widely used in scienti fic and engineering research to represent conditional independence structures between random variables. In many controlled experiments, environmental changes or external stimuli can often alter…

Machine Learning · Computer Science 2012-03-19 Bai Zhang , Yue Wang

Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse…

Machine Learning · Computer Science 2024-06-24 Max Wasserman , Gonzalo Mateos

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing