English
Related papers

Related papers: Bayesian inference for Gaussian graphical models b…

200 papers

We study the convergence properties of the Gibbs Sampler in the context of posterior distributions arising from Bayesian analysis of conditionally Gaussian hierarchical models. We develop a multigrid approach to derive analytic expressions…

Computation · Statistics 2019-06-27 Giacomo Zanella , Gareth Roberts

Bayesian graphical modeling provides an appealing way to obtain uncertainty estimates when inferring network structures, and much recent progress has been made for Gaussian models. These models have been used extensively in applications to…

Methodology · Statistics 2012-07-06 Michael Finegold , Mathias Drton

We propose a Bayesian approximate inference method for learning the dependence structure of a Gaussian graphical model. Using pseudo-likelihood, we derive an analytical expression to approximate the marginal likelihood for an arbitrary…

Machine Learning · Statistics 2017-04-13 Janne Leppä-aho , Johan Pensar , Teemu Roos , Jukka Corander

Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…

Machine Learning · Computer Science 2014-08-12 Michael A. Finegold , Mathias Drton

In a traditional Gaussian graphical model, data homogeneity is routinely assumed with no extra variables affecting the conditional independence. In modern genomic datasets, there is an abundance of auxiliary information, which often gets…

Methodology · Statistics 2023-08-16 Yabo Niu , Yang Ni , Debdeep Pati , Bani K. Mallick

Gaussian Boson Sampling (GBS) is capable of solving certain classes of graph problems owing to the samples produced by such a device having a connection to the hafnian matrix function. In particular, a GBS device has been shown to provide…

Quantum Physics · Physics 2026-05-28 Ewan Mer , Zhenghao Li , Shang Yu , Ian A. Walmsley , Raj B. Patel

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…

Methodology · Statistics 2011-08-10 Michael Finegold , Mathias Drton

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

Generative Bayesian Filtering (GBF) provides a powerful and flexible framework for performing posterior inference in complex nonlinear and non-Gaussian state-space models. Our approach extends Generative Bayesian Computation (GBC) to…

Methodology · Statistics 2025-11-07 Edoardo Marcelli , Sean O'Hagan , Veronika Rockova

The random dot product graph is a popular model for network data with extensions that accommodate dynamic (time-varying) networks. However, two significant deficiencies exist in the dynamic random dot product graph literature: (1) no…

Methodology · Statistics 2025-09-25 Joshua Daniel Loyal

We consider the problem of sampling from a product-of-experts-type model that encompasses many standard prior and posterior distributions commonly found in Bayesian imaging. We show that this model can be easily lifted into a novel latent…

Image and Video Processing · Electrical Eng. & Systems 2026-04-16 Muhamed Kuric , Martin Zach , Andreas Habring , Michael Unser , Thomas Pock

Gaussian Boson Sampling (GBS) is a promising candidate for demonstrating quantum computational advantage and can be applied to solving graph-related problems. In this work, we propose Markov chain Monte Carlo-based algorithms to sample from…

Quantum Physics · Physics 2025-10-31 Yexin Zhang , Shuo Zhou , Xinzhao Wang , Ziruo Wang , Ziyi Yang , Rui Yang , Yecheng Xue , Tongyang Li

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar

We present a variation of a quantum algorithm for the machine learning task of classification with graph-structured data. The algorithm implements a feature extraction strategy that is based on Gaussian boson sampling (GBS) a near term…

Quantum Physics · Physics 2026-05-13 Amanuel Anteneh , Olivier Pfister

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…

Computation · Statistics 2019-04-03 Jaewoo Park , Murali Haran

Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…

Methodology · Statistics 2018-04-10 Gwenaël G. R. Leday , Sylvia Richardson

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

Statistics Theory · Mathematics 2015-02-16 Peter Orbanz , Daniel M. Roy

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