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Directed networks are conveniently represented as graphs in which ordered edges encode interactions between vertices. Despite their wide availability, there is a shortage of statistical models amenable for inference, specially when…

Statistics Theory · Mathematics 2023-04-05 Stefan Stein , Chenlei Leng

Directed acyclic graphs (DAGs) are commonly used to represent causal relationships among random variables in graphical models. Applications of these models arise in the study of physical, as well as biological systems, where directed edges…

Machine Learning · Statistics 2009-12-01 Ali Shojaie , George Michailidis

The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…

Methodology · Statistics 2023-07-03 Yueqi Qian , Xianghong Hu , Can Yang

Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization…

Machine Learning · Statistics 2012-05-14 Benjamin Marlin , Mark Schmidt , Kevin Murphy

The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…

Methodology · Statistics 2017-11-01 Alexander J. Gibberd , James D. B. Nelson

Graphical Gaussian models with edge and vertex symmetries were introduced by \citet{HojLaur:2008} who also gave an algorithm to compute the maximum likelihood estimate of the precision matrix for such models. In this paper, we take a…

Methodology · Statistics 2015-06-16 Helene Massam , Qiong Li , Xin Gao

Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on…

Machine Learning · Statistics 2013-04-23 Mladen Kolar , Han Liu , Eric P. Xing

Graph neural networks (GNNs) are the most widely adopted model in graph-structured data oriented learning and representation. Despite their extraordinary success in real-world applications, understanding their working mechanism by theory is…

Machine Learning · Computer Science 2023-05-16 Huayi Tang , Yong Liu

Graph signal processing (GSP) provides a powerful framework for analyzing signals arising in a variety of domains. In many applications of GSP, multiple network structures are available, each of which captures different aspects of the same…

Machine Learning · Statistics 2021-11-03 Michael Weylandt , George Michailidis , T. Mitchell Roddenberry

There has been an intense development of Bayes graphical model estimation approaches over the past decade - however, most of the existing methods are restricted to moderate dimensions. We propose a novel approach suitable for high…

Methodology · Statistics 2013-08-20 Suprateek Kundu , Veera Baladandayuthapani , Bani K. Mallick

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Methodology · Statistics 2017-03-07 Benjamin Frot , Luke Jostins , Gil McVean

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization…

Methodology · Statistics 2022-06-10 Chau Tran , Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

Pairwise Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. Variables correspond to nodes of a graph, with edges between nodes corresponding to conditional…

Statistics Theory · Mathematics 2018-09-18 Eric Janofsky

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language,…

Machine Learning · Statistics 2017-01-10 Valery A. Kalyagin , Alexander P. Koldanov , Petr A. Koldanov , Panos M. Pardalos

Graphs have become pervasive tools to represent information and datasets with irregular support. However, in many cases, the underlying graph is either unavailable or naively obtained, calling for more advanced methods to its estimation.…

Signal Processing · Electrical Eng. & Systems 2023-03-14 Andrei Buciulea , Antonio G. Marques

Graphical modelling techniques based on sparse selection have been applied to infer complex networks in many fields, including biology and medicine, engineering, finance, and social sciences. One structural feature of some of the networks…

Statistics Theory · Mathematics 2020-03-03 Annaliza McGillivray , Abbas Khalili , David A. Stephens

We investigate the choice of tuning parameters for a Bayesian multi-level group lasso model developed for the joint analysis of neuroimaging and genetic data. The regression model we consider relates multivariate phenotypes consisting of…

Machine Learning · Statistics 2016-03-29 Farouk S. Nathoo , Keelin Greenlaw , Mary Lesperance

We consider the task of estimating a Gaussian graphical model in the high-dimensional setting. The graphical lasso, which involves maximizing the Gaussian log likelihood subject to an l1 penalty, is a well-studied approach for this task. We…

Machine Learning · Statistics 2013-07-23 Kean Ming Tan , Daniela Witten , Ali Shojaie

Regularization has become a primary tool for developing reliable estimators of the covariance matrix in high-dimensional settings. To curb the curse of dimensionality, numerous methods assume that the population covariance (or inverse…

Methodology · Statistics 2018-02-19 Jacob Bien