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We investigate the relationship between the structure of a discrete graphical model and the support of the inverse of a generalized covariance matrix. We show that for certain graph structures, the support of the inverse covariance matrix…

Machine Learning · Statistics 2014-01-07 Po-Ling Loh , Martin J. Wainwright

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

Undirected graphical models are powerful tools for uncovering complex relationships among high-dimensional variables. This paper aims to fully recover the structure of an undirected graphical model when the data naturally take matrix form,…

Methodology · Statistics 2025-08-08 Minsub Shin , Johan Lim , Seongoh Park

Graphs from complex systems often share a partial underlying structure across domains while retaining individual features. Thus, identifying common structures can shed light on the underlying signal, for instance, when applied to scientific…

Methodology · Statistics 2022-04-05 Katherine Tsai , Oluwasanmi Koyejo , Mladen Kolar

A precision matrix is the inverse of a covariance matrix. In this paper, we study the problem of estimating the precision matrix with a known graphical structure under high-dimensional settings. We propose a simple estimator of the…

Statistics Theory · Mathematics 2021-07-15 Thien-Minh Le , Ping-Shou Zhong

Motivated by the need for computationally tractable spatial methods in neuroimaging studies, we develop a distributed and integrated framework for estimation and inference of Gaussian process model parameters with ultra-high-dimensional…

Methodology · Statistics 2024-02-09 Emily C. Hector , Brian J. Reich , Ani Eloyan

Graphical models are an important tool in exploring relationships between variables in complex, multivariate data. Methods for learning such graphical models are well developed in the case where all variables are either continuous or…

Machine Learning · Statistics 2024-02-15 Konstantin Göbler , Anne Miloschewski , Mathias Drton , Sach Mukherjee

We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely, given groups of measurements coming from centered…

Statistics Theory · Mathematics 2016-04-20 Ilya Soloveychik , Ami Wiesel

Probabilistic graphical models combine the graph theory and probability theory to give a multivariate statistical modeling. They provide a unified description of uncertainty using probability and complexity using the graphical model.…

Machine Learning · Statistics 2011-11-30 Yang Zhou

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…

Methodology · Statistics 2018-02-09 Sacha Epskamp , Lourens J. Waldorp , René Mõttus , Denny Borsboom

Graphical models are commonly used to represent conditional dependence relationships between variables. There are multiple methods available for exploring them from high-dimensional data, but almost all of them rely on the assumption that…

Machine Learning · Statistics 2020-04-22 Tianxi Li , Cheng Qian , Elizaveta Levina , Ji Zhu

Graphical causal models are an important tool for knowledge discovery because they can represent both the causal relations between variables and the multivariate probability distributions over the data. Once learned, causal graphs can be…

Artificial Intelligence · Computer Science 2017-04-11 Andrew J Sedgewick , Joseph D. Ramsey , Peter Spirtes , Clark Glymour , Panayiotis V. Benos

Structured additive distributional regression models offer a versatile framework for estimating complete conditional distributions by relating all parameters of a parametric distribution to covariates. Although these models efficiently…

Methodology · Statistics 2023-11-14 Jana Kleinemeier , Nadja Klein

It has been proposed that complex populations, such as those that arise in genomics studies, may exhibit dependencies among observations as well as among variables. This gives rise to the challenging problem of analyzing unreplicated…

Machine Learning · Statistics 2018-06-08 Michael Hornstein , Roger Fan , Kerby Shedden , Shuheng Zhou

Graphical model has been widely used to investigate the complex dependence structure of high-dimensional data, and it is common to assume that observed data follow a homogeneous graphical model. However, observations usually come from…

Methodology · Statistics 2016-01-01 Kevin Lee , Lingzhou Xue

In this manuscript a unified framework for conducting inference on complex aggregated data in high dimensional settings is proposed. The data are assumed to be a collection of multiple non-Gaussian realizations with underlying undirected…

Applications · Statistics 2013-10-14 Fang Han , Han Liu , Brian Caffo

We consider the problem of estimating an undirected Gaussian graphical model when the underlying distribution is multivariate totally positive of order 2 (MTP2), a strong form of positive dependence. Such distributions are relevant for…

Methodology · Statistics 2020-03-23 Yuhao Wang , Uma Roy , Caroline Uhler

A graphical model is a statistical model that is associated to a graph whose nodes correspond to variables of interest. The edges of the graph reflect allowed conditional dependencies among the variables. Graphical models admit…

Methodology · Statistics 2016-06-09 Mathias Drton , Marloes H. Maathuis

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao
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