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Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension…

Machine Learning · Computer Science 2020-03-10 Jonathan Kelner , Frederic Koehler , Raghu Meka , Ankur Moitra

Time-series datasets are central in machine learning with applications in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs),…

Machine Learning · Computer Science 2024-06-17 Emilie Chouzenoux , Victor Elvira

We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…

Machine Learning · Statistics 2017-03-01 Pan Xu , Jian Ma , Quanquan Gu

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

Functional brain networks are well described and estimated from data with Gaussian Graphical Models (GGMs), e.g. using sparse inverse covariance estimators. Comparing functional connectivity of subjects in two populations calls for…

Machine Learning · Statistics 2016-11-21 Eugene Belilovsky , Gaël Varoquaux , Matthew B. Blaschko

In this work, we propose GLUE (Graph Deviation Network with Local Uncertainty Estimation), building on the recently proposed Graph Deviation Network (GDN). GLUE not only automatically learns complex dependencies between variables and uses…

Machine Learning · Computer Science 2021-12-08 Saswati Ray , Sana Lakdawala , Mononito Goswami , Chufan Gao

Sparse graphical modelling has attained widespread attention across various academic fields. We propose two new graphical model approaches, Gslope and Tslope, which provide sparse estimates of the precision matrix by penalizing its sorted…

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

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Tabular datasets with low-sample-size or many variables are prevalent in biomedicine. Practitioners in this domain prefer linear or tree-based models over neural networks since the latter are harder to interpret and tend to overfit when…

Machine Learning · Computer Science 2022-02-09 Junchen Yang , Ofir Lindenbaum , Yuval Kluger

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

Sparse graph recovery methods work well where the data follows their assumptions but often they are not designed for doing downstream probabilistic queries. This limits their adoption to only identifying connections among the input…

Machine Learning · Computer Science 2024-10-23 Harsh Shrivastava , Urszula Chajewska

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…

Statistics Theory · Mathematics 2019-06-18 Rui Zhuang , Noah Simon , Johannes Lederer

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

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied with the goal of estimating the target GGM by utilizing the data from similar and related auxiliary studies. The similarity between the target graph and each…

Methodology · Statistics 2020-10-22 Sai Li , T. Tony Cai , Hongzhe Li

When performing data classification over a stream of continuously occurring instances, a key challenge is to develop an open-world classifier that anticipates instances from an unknown class. Studies addressing this problem, typically…

Computer Vision and Pattern Recognition · Computer Science 2018-10-10 Yang Gao , Swarup Chandra , Zhuoyi Wang , Latifur Khan

Graph Neural Networks (GNNs) typically scale with the number of graph edges, making them well suited for sparse graphs but less efficient on dense graphs, such as point clouds or molecular interactions. A common remedy is to sparsify the…

Machine Learning · Computer Science 2025-12-03 Shiyu Chen , Ningyuan Huang , Soledad Villar

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…

Methodology · Statistics 2018-08-21 Ginette Lafit , Francisco J. Nogales , Marcelo Ruiz , Ruben H. Zamar

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

Gaussian Graphical Models provide a convenient framework for representing dependencies between variables. Recently, this tool has received a high interest for the discovery of biological networks. The literature focuses on the case where a…

Methodology · Statistics 2010-05-13 Julien Chiquet , Yves Grandvalet , Christophe Ambroise