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We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

This paper presents a machine learning framework (GP-NODE) for Bayesian systems identification from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in…

Machine Learning · Computer Science 2021-03-08 Mohamed Aziz Bhouri , Paris Perdikaris

Network inference has been extensively studied in several fields, such as systems biology and social sciences. Learning network topology and internal dynamics is essential to understand mechanisms of complex systems. In particular, sparse…

Machine Learning · Statistics 2022-06-13 Yasen Wang , Junyang Jin , Jorge Goncalves

While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and their applicability over macroscopic time scales of physical…

Machine Learning · Statistics 2016-09-08 P. S. Koutsourelakis , Elias Bilionis

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…

Methodology · Statistics 2018-08-21 Ginette Lafit , Francisco J. Nogales , Marcelo Ruiz , Ruben H. Zamar

Network data are increasingly common in the social sciences and infectious disease epidemiology. Analyses often link network structure to node-level covariates, but existing methods falter with sparse networks and high-dimensional node…

Methodology · Statistics 2026-02-05 Emma G Crenshaw , Yuhua Zhang , Jukka-Pekka Onnela

There is increasing interest in learning how human brain networks vary as a function of a continuous trait, but flexible and efficient procedures to accomplish this goal are limited. We develop a Bayesian semiparametric model, which…

Methodology · Statistics 2017-02-02 Lu Wang , Daniele Durante , Rex E. Jung , David B. Dunson

We propose a general algorithmic framework for Bayesian model selection. A spike-and-slab Laplacian prior is introduced to model the underlying structural assumption. Using the notion of effective resistance, we derive an EM-type algorithm…

Methodology · Statistics 2020-06-19 Youngseok Kim , Chao Gao

We describe algorithms for learning Bayesian networks from a combination of user knowledge and statistical data. The algorithms have two components: a scoring metric and a search procedure. The scoring metric takes a network structure,…

Artificial Intelligence · Computer Science 2021-06-29 Dan Geiger , David Heckerman

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Jean-Yves Tourneret

In this work, we attempt to ameliorate the impact of data sparsity in the context of session-based recommendation. Specifically, we seek to devise a machine learning mechanism capable of extracting subtle and complex underlying temporal…

Information Retrieval · Computer Science 2017-06-14 Sotirios Chatzis , Panayiotis Christodoulou , Andreas S. Andreou

This paper develops a novel Bayesian approach for nonlinear regression with symmetric matrix predictors, often used to encode connectivity of different nodes. Unlike methods that vectorize matrices as predictors that result in a large…

Methodology · Statistics 2024-07-22 Xiaomeng Ju , Hyung G. Park , Thaddeus Tarpey

Sparse networks can be found in a wide range of applications, such as biological and communication networks. Inference of such networks from data has been receiving considerable attention lately, mainly driven by the need to understand and…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Junyang Jin , Ye Yuan , Jorge Goncalves

Conventional topology learning methods for dynamical networks become inapplicable to processes exhibiting low-rank characteristics. To address this, we propose the low rank dynamical network model which ensures identifiability. By employing…

Graphics · Computer Science 2025-11-11 Wenqi Cao , Aming Li

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…

Pattern Formation and Solitons · Physics 2016-09-22 Samuel H. Rudy , Steven L. Brunton , Joshua L. Proctor , J. Nathan Kutz

We introduce a Bayesian Gaussian process latent variable model that explicitly captures spatial correlations in data using a parameterized spatial kernel and leveraging structure-exploiting algebra on the model covariance matrices for…

Machine Learning · Statistics 2018-05-23 Steven Atkinson , Nicholas Zabaras

Bayesian networks are powerful statistical models to study the probabilistic relationships among set random variables with major applications in disease modeling and prediction. Here, we propose a continuous time Bayesian network with…

Machine Learning · Computer Science 2021-07-16 Syed Hasib Akhter Faruqui , Adel Alaeddini , Jing Wang , Carlos A. Jaramillo

We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

We introduce a random partition model for Bayesian nonparametric regression. The model is based on infinitely-many disjoint regions of the range of a latent covariate-dependent Gaussian process. Given a realization of the process, the…

Methodology · Statistics 2013-01-04 George Karabatsos , Stephen G. Walker