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Covariance estimation and selection for multivariate datasets in a high-dimensional regime is a fundamental problem in modern statistics. Gaussian graphical models are a popular class of models used for this purpose. Current Bayesian…
We consider a multivariate distributional recursion of sum-type as arising in the probabilistic analysis of algorithms and random trees. We prove an upper tail bound for the solution using Chernoff's bounding technique by estimating the…
Gaussian graphical models (GGMs) are widely used to recover the conditional independence structure among random variables. Recent work has sought to incorporate auxiliary covariates to improve estimation, particularly in applications such…
This paper is concerned with scalar quantization of transform coefficients in an audio codec. The generalized Gaussian distribution (GGD) is used as an approximation of one-dimensional probability density function for transform coefficients…
The optimal causal coding of a partially observed Markov process is studied, where the cost to be minimized is a bounded, non-negative, additive, measurable single-letter function of the source and the receiver output. A structural result…
This paper considers the joint precoder design problem for multiple-input single-output (MISO) systems with coordinated base stations (BSs). We consider maximization of the total sum rate with per BS antenna power constraint problem. For…
Under K.-T. Sturm's formulation, we obtain a Gaussian upper bound for tail probability of mean value of independent, identically distributed random variables with values in $\mathbb{R}$-trees and Hadamard manifolds.
Arboricity is a graph parameter akin to chromatic number, in that it seeks to partition the vertices into the smallest number of sparse subgraphs. Where for the chromatic number we are partitioning the vertices into independent sets, for…
Our article considers a Gaussian variational approximation of the posterior density in a high-dimensional state space model. The variational parameters to be optimized are the mean vector and the covariance matrix of the approximation. The…
This paper investigates the joint compression problem of a vector Gaussian source, where an individual distortion constraint is imposed on each source component. It is known that the rate-distortion function (RDF) is lower-bounded by the…
Visual data compression is shifting from human-centered reconstruction to machine-oriented representation coding. In this setting, an image is often mapped to a compact semantic embedding, which is then compressed and transmitted for…
Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…
Possibly the most famous algorithmic meta-theorem is Courcelle's theorem, which states that all MSO-expressible graph properties are decidable in linear time for graphs of bounded treewidth. Unfortunately, the running time's dependence on…
Despite significant progress, state-of-the-art abstractive summarization methods are still prone to hallucinate content inconsistent with the source document. In this paper, we propose Constrained Abstractive Summarization (CAS), a general…
Gaussian graphical models are semi-algebraic subsets of the cone of positive definite covariance matrices. Submatrices with low rank correspond to generalizations of conditional independence constraints on collections of random variables.…
Consider a random vector with finite second moments. If its precision matrix is an M-matrix, then all partial correlations are non-negative. If that random vector is additionally Gaussian, the corresponding Markov random field (GMRF) is…
The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from…
Modeling latent variables with priors and hyperpriors is an essential problem in variational image compression. Formally, trade-off between rate and distortion is handled well if priors and hyperpriors precisely describe latent variables.…
We demonstrate the use of a variational method to determine a quantitative lower bound on the rate of convergence of Markov Chain Monte Carlo (MCMC) algorithms as a function of the target density and proposal density. The bound relies on…
In this paper, we present a unified analysis of matrix completion under general low-dimensional structural constraints induced by {\em any} norm regularization. We consider two estimators for the general problem of structured matrix…