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Gaussian graphical models are semi-algebraic subsets of the cone of positive definite covariance matrices. Submatrices with low rank correspond to generalizations of conditional independence constraints on collections of random variables.…

Machine Learning · Statistics 2010-10-05 Seth Sullivant , Kelli Talaska , Jan Draisma

A graphical model provides a compact and efficient representation of the association structure of a multivariate distribution by means of a graph. Relevant features of the distribution are represented by vertices, edges and other…

Statistics Theory · Mathematics 2020-09-03 Alberto Roverato , Robert Castelo

Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…

Methodology · Statistics 2018-09-25 Michael Fop , Thomas Brendan Murphy , Luca Scrucca

Diffusion models form an important class of generative models today, accounting for much of the state of the art in cutting edge AI research. While numerous extensions beyond image and video generation exist, few of such approaches address…

Machine Learning · Computer Science 2025-04-30 Hao Luan , See-Kiong Ng , Chun Kai Ling

In this paper, we present a general, multistage framework for graphical model approximation using a cascade of models such as trees. In particular, we look at the problem of covariance matrix approximation for Gaussian distributions as…

Information Theory · Computer Science 2018-08-13 Navid Tafaghodi Khajavi , Anthony Kuh

Gaussian graphical models have been used to study intrinsic dependence among several variables, but the Gaussianity assumption may be restrictive in many applications. A nonparanormal graphical model is a semiparametric generalization for…

Methodology · Statistics 2020-05-20 Jami J. Mulgrave , Subhashis Ghosal

Probabilistic graphical models are widely used to model complex systems under uncertainty. Traditionally, Gaussian directed graphical models are applied for analysis of large networks with continuous variables as they can provide…

Methodology · Statistics 2024-05-27 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

Path integrals represent a powerful route to quantization: they calculate probabilities by summing over classical configurations of variables such as fields, assigning each configuration a phase equal to the action of that configuration.…

Quantum Physics · Physics 2013-02-13 Seth Lloyd , Olaf Dreyer

The problem of a restricted random walk on graphs which keeps track of the number of immediate reversal steps is considered by using a transfer matrix formulation. A closed-form expression is obtained for the generating function of the…

Statistical Mechanics · Physics 2007-05-23 F. Y. Wu , H. Kunz

A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…

Methodology · Statistics 2007-06-12 Helen Armstrong , Christopher K. Carter , Kevin F. Wong , Robert Kohn

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…

Statistics Theory · Mathematics 2019-06-18 Rui Zhuang , Noah Simon , Johannes Lederer

We introduce novel results for approximate inference on planar graphical models using the loop calculus framework. The loop calculus (Chertkov and Chernyak, 2006b) allows to express the exact partition function Z of a graphical model as a…

Artificial Intelligence · Computer Science 2014-08-12 Vicenc Gomez , Hilbert Kappen , Michael Chertkov

Representations based on random walks can exploit discrete data distributions for clustering and classification. We extend such representations from discrete to continuous distributions. Transition probabilities are now calculated using a…

Machine Learning · Computer Science 2012-12-12 Chen-Hsiang Yeang , Martin Szummer

Gaussian graphical models are widely used to infer dependence structures. Bayesian methods are appealing to quantify uncertainty associated with structural learning, i.e., the plausibility of conditional independence statements given the…

Methodology · Statistics 2025-11-05 Deborah Sulem , Jack Jewson , David Rossell

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

A general approach is presented that offers exact analytical solutions for the time-evolution of quantum spin systems during parametric waveforms of arbitrary functions of time. The proposed method utilises the \emph{path-sum} method that…

Quantum Physics · Physics 2022-10-26 Pierre-Louis Giscard , Mohammadali Foroozandeh

We introduce a powerful analytic method to study the statistics of the number $\mathcal{N}_{\textbf{A}}(\gamma)$ of eigenvalues inside any contour $\gamma \in \mathbb{C}$ for infinitely large non-Hermitian random matrices ${\textbf A}$. Our…

Disordered Systems and Neural Networks · Physics 2021-06-09 Antonio Tonatiúh Ramos Sánchez , Edgar Guzmán-González , Isaac Pérez Castillo , Fernando L. Metz

Spectral analysis plays a crucial role in high-dimensional statistics, where determining the asymptotic distribution of various spectral statistics remains a challenging task. Due to the difficulties of deriving the analytic form, recent…

Statistics Theory · Mathematics 2025-04-02 Guoyu Zhang , Dandan Jiang , Fang Yao

The computational cost for inference and prediction of statistical models based on Gaussian processes with Mat\'ern covariance functions scales cubicly with the number of observations, limiting their applicability to large data sets. The…

Statistics Theory · Mathematics 2025-03-04 David Bolin , Vaibhav Mehandiratta , Alexandre B. Simas