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We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

Learning the relationships between various entities from time-series data is essential in many applications. Gaussian graphical models have been studied to infer these relationships. However, existing algorithms process data in a batch at a…

Machine Learning · Computer Science 2021-10-04 Tong Yao , Shreyas Sundaram

The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…

Artificial Intelligence · Computer Science 2012-06-18 Ydo Wexler , Christopher Meek

Virtual sensing techniques allow for inferring signals at new unmonitored locations by exploiting spatio-temporal measurements coming from physical sensors at different locations. However, as the sensor coverage becomes sparse due to costs…

Machine Learning · Computer Science 2024-02-21 Giovanni De Felice , Andrea Cini , Daniele Zambon , Vladimir V. Gusev , Cesare Alippi

We consider the problem of estimating an undirected Gaussian graphical model when the underlying distribution is multivariate totally positive of order 2 (MTP2), a strong form of positive dependence. Such distributions are relevant for…

Methodology · Statistics 2020-03-23 Yuhao Wang , Uma Roy , Caroline Uhler

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

Graph-based causal discovery methods aim to capture conditional independencies consistent with the observed data and differentiate causal relationships from indirect or induced ones. Successful construction of graphical models of data…

Machine Learning · Statistics 2021-01-08 Boris Hayete , Fred Gruber , Anna Decker , Raymond Yan

Dependency networks (Heckerman et al., 2000) provide a flexible framework for modeling complex systems with many variables by combining independently learned local conditional distributions through pseudo-Gibbs sampling. Despite their…

Machine Learning · Computer Science 2026-04-02 Kazuya Takabatake , Shotaro Akaho

This work addresses the problem of graph learning from data following a Gaussian Graphical Model (GGM) with a time-varying mean. Graphical Lasso (GL), the standard method for estimating sparse precision matrices, assumes that the observed…

Machine Learning · Computer Science 2025-03-26 Samuel Rey , Ernesto Curbelo , Luca Martino , Fernando Llorente , Antonio G. Marques

We study the problem of recovering the structure underlying large Gaussian graphical models or, more generally, partial correlation graphs. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We…

Statistics Theory · Mathematics 2021-10-13 Gábor Lugosi , Jakub Truszkowski , Vasiliki Velona , Piotr Zwiernik

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language,…

Machine Learning · Statistics 2017-01-10 Valery A. Kalyagin , Alexander P. Koldanov , Petr A. Koldanov , Panos M. Pardalos

Long-range dependencies are critical for effective graph representation learning, yet most existing datasets focus on small graphs tailored to inductive tasks, offering limited insight into long-range interactions. Current evaluations…

Statistical learning relies upon data sampled from a distribution, and we usually do not care what actually generated it in the first place. From the point of view of causal modeling, the structure of each distribution is induced by…

Machine Learning · Computer Science 2018-09-11 Giambattista Parascandolo , Niki Kilbertus , Mateo Rojas-Carulla , Bernhard Schölkopf

Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…

Methodology · Statistics 2017-06-13 Kei Hirose , Hironori Fujisawa , Jun Sese

Gaussian processes are a versatile framework for learning unknown functions in a manner that permits one to utilize prior information about their properties. Although many different Gaussian process models are readily available when the…

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

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Methodology · Statistics 2026-04-09 Qin Fang , Xinghao Qiao , Zihan Wang

Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…

Methodology · Statistics 2019-04-26 A. Mohammadi , E. C. Wit