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Stability, akin to reproducibility, is crucial in statistical analysis. This paper examines the stability of sparse network inference in high-dimensional graphical models, where selected edges should remain consistent across different…

Statistics Theory · Mathematics 2024-06-17 Emilie Devijver , Rémi Molinier , Mélina Gallopin

We consider supervised learning problems where the features are embedded in a graph, such as gene expressions in a gene network. In this context, it is of much interest to automatically select a subgraph with few connected components; by…

Machine Learning · Statistics 2013-09-20 Julien Mairal , Bin Yu

Graph Neural Networks (GNNs) have attracted increasing attention due to its successful applications on various graph-structure data. However, recent studies have shown that adversarial attacks are threatening the functionality of GNNs.…

Machine Learning · Computer Science 2021-03-24 Mingming Lu , Ya Zhang

We study random graphs with possibly different edge probabilities in the challenging sparse regime of bounded expected degrees. Unlike in the dense case, neither the graph adjacency matrix nor its Laplacian concentrate around their…

Statistics Theory · Mathematics 2015-04-24 Can M. Le , Elizaveta Levina , Roman Vershynin

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Graph anomaly detection (GAD), which aims to identify abnormal nodes that differ from the majority within a graph, has garnered significant attention. However, current GAD methods necessitate training specific to each dataset, resulting in…

Machine Learning · Computer Science 2024-12-25 Yixin Liu , Shiyuan Li , Yu Zheng , Qingfeng Chen , Chengqi Zhang , Shirui Pan

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

The matter of the stability for multi-asset American option pricing problems is a present remaining challenge. In this paper a general transformation of variables allows to remove cross derivative terms reducing the stencil of the proposed…

Pricing of Securities · Quantitative Finance 2017-01-31 Rafael Company , Vera Egorova , Lucas Jódar , Fazlollah Soleymani

Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization…

Methodology · Statistics 2022-06-10 Chau Tran , Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…

Machine Learning · Computer Science 2019-06-28 Nguyen Q. Tran , Oleksii Abramenko , Alexander Jung

In this work, we present graph star net (GraphStar), a novel and unified graph neural net architecture which utilizes message-passing relay and attention mechanism for multiple prediction tasks - node classification, graph classification…

Social and Information Networks · Computer Science 2019-07-01 Lu Haonan , Seth H. Huang , Tian Ye , Guo Xiuyan

Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…

Statistics Theory · Mathematics 2019-04-02 Yabo Niu , Debdeep Pati , Bani Mallick

A conditional independence graph is a concise representation of pairwise conditional independence among many variables. Graphical Random Forests (GRaFo) are a novel method for estimating pairwise conditional independence relationships among…

Numerically efficient and stable algorithms are essential for kernel-based regularized system identification. The state of art algorithms exploit the semiseparable structure of the kernel and are based on the generator representation of the…

Numerical Analysis · Mathematics 2025-11-04 Zhuohua Shen , Junpeng Zhang , Martin S. Andersen , Tianshi Chen

Accurate model selection is a fundamental requirement for statistical analysis. In many real-world applications of graphical modelling, correct model structure identification is the ultimate objective. Standard model validation procedures…

Machine Learning · Statistics 2019-08-28 Robert O'Shea

Graph Neural Networks (GNNs) have emerged as powerful tools for learning representations from structured data. Despite their growing popularity and success across various applications, GNNs encounter several challenges that limit their…

Machine Learning · Computer Science 2026-02-03 Yassine Abbahaddou

A regularized optimization problem over a large unstructured graph is studied, where the regularization term is tied to the graph geometry. Typical regularization examples include the total variation and the Laplacian regularizations over…

Optimization and Control · Mathematics 2017-12-20 Adil Salim , Pascal Bianchi , Walid Hachem

We propose SGS-GNN, a novel supervised graph sparsifier that learns the sampling probability distribution of edges and samples sparse subgraphs of a user-specified size to reduce the computational costs required by GNNs for inference tasks…

Graph Visualization, also known as Graph Drawing, aims to find geometric embeddings of graphs that optimize certain criteria. Stress is a widely used metric; stress is minimized when every pair of nodes is positioned at their shortest path…

Computational Geometry · Computer Science 2024-02-13 Florian Grötschla , Joël Mathys , Robert Veres , Roger Wattenhofer

Stochastic optimization of the Area Under the Precision-Recall Curve (AUPRC) is a crucial problem for machine learning. Although various algorithms have been extensively studied for AUPRC optimization, the generalization is only guaranteed…

Machine Learning · Computer Science 2022-09-28 Peisong Wen , Qianqian Xu , Zhiyong Yang , Yuan He , Qingming Huang
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