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In this paper, we propose a new estimation procedure for discovering the structure of Gaussian Markov random fields (MRFs) with false discovery rate (FDR) control, making use of the sorted l1-norm (SL1) regularization. A Gaussian MRF is an…

Machine Learning · Statistics 2019-10-25 Sangkyun Lee , Piotr Sobczyk , Malgorzata Bogdan

Standard likelihood penalties to learn Gaussian graphical models are based on regularising the off-diagonal entries of the precision matrix. Such methods, and their Bayesian counterparts, are not invariant to scalar multiplication of the…

Methodology · Statistics 2023-11-16 Jack Storror Carter , David Rossell , Jim Q. Smith

We consider the problem of high-dimensional Gaussian graphical model selection. We identify a set of graphs for which an efficient estimation algorithm exists, and this algorithm is based on thresholding of empirical conditional…

Machine Learning · Computer Science 2012-03-06 Animashree Anandkumar , Vincent Y. F. Tan , Alan. S. Willsky

Graphs can model real-world, complex systems by representing entities and their interactions in terms of nodes and edges. To better exploit the graph structure, graph neural networks have been developed, which learn entity and edge…

Machine Learning · Computer Science 2022-06-06 Tong Liu , Yushan Liu , Marcel Hildebrandt , Mitchell Joblin , Hang Li , Volker Tresp

Estimating covariance parameters for multivariate spatial Gaussian random fields is computationally challenging, as the number of parameters grows rapidly with the number of variables, and likelihood evaluation requires operations of order…

Methodology · Statistics 2026-04-10 Francisco Cuevas-Pacheco , Gabriel Riffo , Xavier Emery

Graph coarsening is a widely used dimensionality reduction technique for approaching large-scale graph machine learning problems. Given a large graph, graph coarsening aims to learn a smaller-tractable graph while preserving the properties…

Machine Learning · Statistics 2022-10-04 Manoj Kumar , Anurag Sharma , Sandeep Kumar

This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to…

Machine Learning · Statistics 2015-12-29 Calvin McCarter , Seyoung Kim

Gene expression analysis aims at identifying the genes able to accurately predict biological parameters like, for example, disease subtyping or progression. While accurate prediction can be achieved by means of many different techniques,…

Methodology · Statistics 2008-09-11 Christine De Mol , Sofia Mosci , Magali Traskine , Alessandro Verri

Feature selection is an important data preprocessing in data mining and machine learning which can be used to reduce the feature dimension without deteriorating model's performance. Since obtaining annotated data is laborious or even…

Machine Learning · Computer Science 2022-04-08 Zhenzhen Sun , Yuanlong Yu

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Laplacian regularized stratified models (LRSM) are models that utilize the explicit or implicit network structure of the sub-problems as defined by the categorical features called strata (e.g., age, region, time, forecast horizon, etc.),…

Machine Learning · Statistics 2023-05-05 Ziheng Cheng , Junzi Zhang , Akshay Agrawal , Stephen Boyd

Deep generative models have achieved remarkable success in various data domains, including images, time series, and natural languages. There remain, however, substantial challenges for combinatorial structures, including graphs. One of the…

Machine Learning · Computer Science 2018-09-21 Tengfei Ma , Jie Chen , Cao Xiao

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies make the use of this…

Methodology · Statistics 2019-11-18 Luigi Augugliaro , Antonino Abbruzzo , Veronica Vinciotti

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…

Methodology · Statistics 2024-01-29 Ruixuan Zhao , Haoran Zhang , Junhui Wang

There has been substantial interest in estimating the value of a graph parameter, i.e., of a real-valued function defined on the set of finite graphs, by querying a randomly sampled substructure whose size is independent of the size of the…

Combinatorics · Mathematics 2020-08-12 Carlos Hoppen , Yoshiharu Kohayakawa , Richard Lang , Hanno Lefmann , Henrique Stagni

Sparse estimation for Gaussian graphical models is a crucial technique for making the relationships among numerous observed variables more interpretable and quantifiable. Various methods have been proposed, including graphical lasso, which…

Machine Learning · Computer Science 2024-08-09 Tomokaze Shiratori , Yuichi Takano

We consider the problem of estimating high-dimensional Gaussian graphical models corresponding to a single set of variables under several distinct conditions. This problem is motivated by the task of recovering transcriptional regulatory…

Machine Learning · Statistics 2014-01-24 Karthik Mohan , Palma London , Maryam Fazel , Daniela Witten , Su-In Lee

We provide a theoretical analysis of the representation learning problem aimed at learning the latent variables (design matrix) $\Theta$ of observations $Y$ with the knowledge of the coefficient matrix $X$. The design matrix is learned…

Machine Learning · Computer Science 2019-02-12 Kaige Yang , Xiaowen Dong , Laura Toni

Probabilistic graphical models compactly represent joint distributions by decomposing them into factors over subsets of random variables. In Bayesian networks, the factors are conditional probability distributions. For many problems, common…

Machine Learning · Computer Science 2018-08-21 Weirui Kong , Wenyi Wang
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