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In recent literature, the Gaussian Graphical model (GGM; Lauritzen, 1996),a network of partial correlation coefficients, has been used to capture potential dynamic relationships between observed variables. The GGM can be estimated using…

Methodology · Statistics 2017-09-25 Sacha Epskamp

Distributed estimation methods have recently been used to compute the maximum likelihood estimate of the precision matrix for large graphical Gaussian models. Our aim, in this paper, is to give a Bayesian estimate of the precision matrix…

Methodology · Statistics 2016-05-30 Qiong Li , Xin Gao , Helene Massam

Graphical models serve as effective tools for visualizing conditional dependencies between variables. However, as the number of variables grows, interpretation becomes increasingly difficult, and estimation uncertainty increases due to the…

Machine Learning · Statistics 2026-03-25 D. J. W. Touw , A. Alfons , P. J. F. Groenen , I. Wilms

In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature…

Econometrics · Economics 2018-11-15 Lidan Tan , Khai X. Chiong , Hyungsik Roger Moon

The goal of causal discovery is to learn a directed acyclic graph from data. One of the most well-known methods for this problem is Greedy Equivalence Search (GES). GES searches for the graph by incrementally and greedily adding or removing…

Machine Learning · Computer Science 2025-02-28 Achille Nazaret , David Blei

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

This paper studies statistical aggregation procedures in the regression setting. A motivating factor is the existence of many different methods of estimation, leading to possibly competing estimators. We consider here three different types…

Statistics Theory · Mathematics 2009-09-29 Florentina Bunea , Alexandre B. Tsybakov , Marten H. Wegkamp

In the context of undirected Gaussian graphical models, we introduce three estimators based on elastic net penalty for the underlying dependence graph. Our goal is to estimate the sparse precision matrix, from which to retrieve both the…

Methodology · Statistics 2021-02-02 Davide Bernardini , Sandra Paterlini , Emanuele Taufer

Applications on inference of biological networks have raised a strong interest in the problem of graph estimation in high-dimensional Gaussian graphical models. To handle this problem, we propose a two-stage procedure which first builds a…

Statistics Theory · Mathematics 2012-02-17 Christophe Giraud , Sylvie Huet , Nicolas Verzelen

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

Methodology · Statistics 2020-01-09 Nilabja Guha , Veera Baladandayuthapani , Bani K. Mallick

Sparse inverse covariance estimation (i.e., edge de-tection) is an important research problem in recent years, wherethe goal is to discover the direct connections between a set ofnodes in a networked system based upon the observed…

Machine Learning · Computer Science 2021-01-15 Hang Yin , Xinyue Liu , Xiangnan Kong

In Gaussian graphical models, the likelihood equations must typically be solved iteratively. We investigate two algorithms: A version of iterative proportional scaling which avoids inversion of large matrices, and an algorithm based on…

Computation · Statistics 2023-12-12 Søren Højsgaard , Steffen Lauritzen

A generalized matrix-pencil approach is proposed for the estimation of complex exponential components with segmented signal samples, which is very efficient and provides super-resolution estimations. It is applicable to the signals sampled…

Signal Processing · Electrical Eng. & Systems 2022-10-28 Jianping Wang , Alexander Yarovoy

Gaussian graphical regressions have emerged as a powerful approach for regressing the precision matrix of a Gaussian graphical model on covariates, which, unlike traditional Gaussian graphical models, can help determine how graphs are…

Methodology · Statistics 2025-01-17 Xuran Meng , Jingfei Zhang , Yi Li

Gaussian Graphical Models (GGM) are often used to describe the conditional correlations between the components of a random vector. In this article, we compare two families of GGM inference methods: nodewise edge selection and penalised…

In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…

Methodology · Statistics 2016-11-10 James D. Wilson , Matthew J. Denny , Shankar Bhamidi , Skyler Cranmer , Bruce Desmarais

A common approach to approximating Gaussian log-likelihoods at scale exploits the fact that precision matrices can be well-approximated by sparse matrices in some circumstances. This strategy is motivated by the \emph{screening effect},…

Methodology · Statistics 2023-02-20 Christopher J. Geoga , Michael L. Stein

We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those…

Machine Learning · Statistics 2017-09-19 Xingqi Du , Subhashis Ghosal

We propose Graphical Generative Adversarial Networks (Graphical-GAN) to model structured data. Graphical-GAN conjoins the power of Bayesian networks on compactly representing the dependency structures among random variables and that of…

Machine Learning · Computer Science 2018-12-18 Chongxuan Li , Max Welling , Jun Zhu , Bo Zhang