Related papers: The Distance Precision Matrix: computing networks …
This work considers the problem of estimating the distance between two covariance matrices directly from the data. Particularly, we are interested in the family of distances that can be expressed as sums of traces of functions that are…
Network scientists often use complex dynamic processes to describe network contagions, but tools for fitting contagion models typically assume simple dynamics. Here, we address this gap by developing a nonparametric method to reconstruct a…
Graphical models have gained a lot of attention recently as a tool for learning and representing dependencies among variables in multivariate data. Often, domain scientists are looking specifically for differences among the dependency…
In this paper, we address the problem of how a network of agents can collaboratively fit a linear model when each agent only ever has an arbitrary summand of the regression data. This problem generalizes previously studied…
Networks are often characterized by node heterogeneity for which nodes exhibit different degrees of interaction and link homophily for which nodes sharing common features tend to associate with each other. In this paper, we propose a new…
Complex network null models based on entropy maximization are becoming a powerful tool to characterize and analyze data from real systems. However, it is not easy to extract good and unbiased information from these models: A proper…
We define a metric---the network Gromov-Wasserstein distance---on weighted, directed networks that is sensitive to the presence of outliers. In addition to proving its theoretical properties, we supply network invariants based on optimal…
The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in…
We introduce the inverse Kalman filter, which enables exact matrix-vector multiplication between a covariance matrix from a dynamic linear model and any real-valued vector with linear computational cost. We integrate the inverse Kalman…
Data-driven analysis of complex networks has been in the focus of research for decades. An important area of research is to study how well real networks can be described with a small selection of metrics, furthermore how well network models…
Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…
Learning Bayesian networks from raw data can help provide insights into the relationships between variables. While real data often contains a mixture of discrete and continuous-valued variables, many Bayesian network structure learning…
Networks are useful representations for complex systems. Especially, heterogeneous and asymmetrical relations commonly found in complex systems can be converted to weighted directed edges between nodes. The disparity filter (Serrano et al.,…
The knowledge of end-to-end network distances is essential to many Internet applications. As active probing of all pairwise distances is infeasible in large-scale networks, a natural idea is to measure a few pairs and to predict the other…
This paper analyzes the nonlinear correspondence between the reflectivity profile (model) and the plane wave impulse response at the boundary (data) for a three-dimensional half space consisting of a sequence of homogeneous horizontal…
We present a new approach for predictive modeling and its uncertainty quantification for mechanical systems, where coarse-grained models such as constitutive relations are derived directly from observation data. We explore the use of a…
Network analysis is currently used in a myriad of contexts: from identifying potential drug targets to predicting the spread of epidemics and designing vaccination strategies, and from finding friends to uncovering criminal activity.…
Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to…
High-dimensional compositional data are prevalent in many applications. The simplex constraint poses intrinsic challenges to inferring the conditional dependence relationships among the components forming a composition, as encoded by a…
This paper introduces sparse dynamic chain graph models for network inference in high dimensional non-Gaussian time series data. The proposed method parametrized by a precision matrix that encodes the intra time-slice conditional…