Related papers: Learning Gaussian Graphical Models With Fractional…
This paper describes a decision theoretic formulation of learning the graphical structure of a Bayesian Belief Network from data. This framework subsumes the standard Bayesian approach of choosing the model with the largest posterior…
Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…
Bayesian networks have been used as a mechanism to represent the joint distribution of multiple random variables in a flexible yet interpretable manner. One major challenge in learning the structure of a Bayesian network is how to model…
This paper looks at the task of network topology inference, where the goal is to learn an unknown graph from nodal observations. One of the novelties of the approach put forth is the consideration of prior information about the density of…
This paper proposes using a sparse-structured multivariate Gaussian to provide a closed-form approximator for the output of probabilistic ensemble models used for dense image prediction tasks. This is achieved through a convolutional neural…
While much work has explored probabilistic graphical models for independent data, less attention has been paid to time series. The goal in this setting is to determine conditional independence relations between entire time series, which for…
High-dimensional data analysis typically focuses on low-dimensional structure, often to aid interpretation and computational efficiency. Graphical models provide a powerful methodology for learning the conditional independence structure in…
To learn (statistical) dependencies among random variables requires exponentially large sample size in the number of observed random variables if any arbitrary joint probability distribution can occur. We consider the case that sparse data…
Identifying the Markov properties or conditional independencies of a collection of random variables is a fundamental task in statistics for modeling and inference. Existing approaches often learn the structure of a probabilistic graphical…
In Gaussian graphical models, the zero entries in the precision matrix determine the dependence structure, so estimating that sparse precision matrix and, thereby, learning this underlying structure, is an important and challenging problem.…
This thesis focuses on data that has complex spatio-temporal structure and on probabilistic graphical models that learn the structure in an interpretable and scalable manner. We target two research areas of interest: Gaussian graphical…
Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…
Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…
Learning the undirected graph structure of a Markov network from data is a problem that has received a lot of attention during the last few decades. As a result of the general applicability of the model class, a myriad of methods have been…
Gaussian graphical models are used throughout the natural sciences, social sciences, and economics to model the statistical relationships between variables of interest in the form of a graph. We here provide a pedagogic introduction to…
Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…
The Partial Information Decomposition (PID) [arXiv:1004.2515] provides a theoretical framework to characterize and quantify the structure of multivariate information sharing. A new method (Idep) has recently been proposed for computing a…
We present a novel methodology to jointly perform multi-task learning and infer intrinsic relationship among tasks by an interpretable and sparse graph. Unlike existing multi-task learning methodologies, the graph structure is not assumed…
Gaussian graphical models emerge in a wide range of fields. They model the statistical relationships between variables as a graph, where an edge between two variables indicates conditional dependence. Unfortunately, well-established…
For the problem of inferring a Gaussian graphical model (GGM), this work explores the application of a recent approach from the multiple testing literature for graph inference. The main idea of the method by Rebafka et al. (2022) is to…