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Model-based reinforcement learning (RL) is considered to be a promising approach to reduce the sample complexity that hinders model-free RL. However, the theoretical understanding of such methods has been rather limited. This paper…

Machine Learning · Computer Science 2021-02-16 Yuping Luo , Huazhe Xu , Yuanzhi Li , Yuandong Tian , Trevor Darrell , Tengyu Ma

We extend previous work of max-linear models on finite directed acyclic graphs to infinite graphs as well as random graphs, and investigate their relations to classical percolation theory, more particularly the impact of Bernoulli bond…

Probability · Mathematics 2022-06-27 Claudia Klüppelberg , Ercan Sönmez

In multi-task learning (MTL) with each task involving graph-dependent data, existing generalization analyses yield a \emph{sub-optimal} risk bound of $O(\frac{1}{\sqrt{n}})$, where $n$ is the number of training samples of each task.…

Machine Learning · Computer Science 2025-05-22 Xiao Shao , Guoqiang Wu

This paper considers maximum likelihood (ML) estimation in a large class of models with hidden Markov regimes. We investigate consistency of the ML estimator and local asymptotic normality for the models under general conditions which allow…

Statistics Theory · Mathematics 2021-12-07 Demian Pouzo , Zacharias Psaradakis , Martin Sola

AIMS. The maximum-likelihood method is the standard approach to obtain model fits to observational data and the corresponding confidence regions. We investigate possible sources of bias in the log-likelihood function and its subsequent…

Astrophysics · Physics 2009-11-11 J. Hartlap , P. Simon , P. Schneider

Response-biased sampling, in which samples are drawn from a popula- tion according to the values of the response variable, is common in biomedical, epidemiological, economic and social studies. In particular, the complete obser- vations in…

Methodology · Statistics 2016-10-31 Kani Chen , Yuanyuan Lin , Yuan Yao , Chaoxu Zhou

Let P_{n,d,D} denote the graph taken uniformly at random from the set of all labelled planar graphs on {1,2,...,n} with minimum degree at least d(n) and maximum degree at most D(n). We use counting arguments to investigate the probability…

Combinatorics · Mathematics 2011-01-28 Chris Dowden

In this paper, we study the task of detecting the edge dependency between two weighted random graphs. We formulate this task as a simple hypothesis testing problem, where under the null hypothesis, the two observed graphs are statistically…

Machine Learning · Computer Science 2024-09-25 Mor Oren , Vered Paslev , Wasim Huleihel

Recently, the classical configuration model for random graphs with given degree distribution has been extensively used as a null model in contraposition to real networks with the same degree distribution. In this paper, we briefly review…

Mathematical Physics · Physics 2007-08-21 Xinping Xu

Exponential-family random graph models (ERGMs) provide a principled and flexible way to model and simulate features common in social networks, such as propensities for homophily, mutuality, and friend-of-a-friend triad closure, through…

Methodology · Statistics 2012-08-01 Pavel N. Krivitsky

The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…

Associated to each graph G is a Gaussian graphical model. Such models are often used in high-dimensional settings, i.e. where there are relatively few data points compared to the number of variables. The maximum likelihood threshold of a…

Statistics Theory · Mathematics 2023-12-07 Daniel Irving Bernstein , Hayden Outlaw

We consider distributed estimation of the inverse covariance matrix, also called the concentration or precision matrix, in Gaussian graphical models. Traditional centralized estimation often requires global inference of the covariance…

Machine Learning · Statistics 2015-06-15 Zhaoshi Meng , Dennis Wei , Ami Wiesel , Alfred O. Hero

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

This paper devises a regression-type model for the situation where both the response and covariates are extreme. The proposed approach is designed for the setting where both the response and covariates are themselves block maxima, and thus…

Statistics Theory · Mathematics 2021-07-30 Miguel de Carvalho , Gonçalo dos Reis , Alina Kumukova

Threshold models and their dynamics may be used to model the spread of `behaviors' in social networks. Regarding such from a modal logical perspective, it is shown how standard update mechanisms may be emulated using action models -- graphs…

Computer Science and Game Theory · Computer Science 2017-08-07 Rasmus K. Rendsvig

A probabilistic model for random hypergraphs is introduced to represent unary, binary and higher order interactions among objects in real-world problems. This model is an extension of the Latent Class Analysis model, which captures…

Methodology · Statistics 2018-08-16 Tin Lok James Ng , Thomas Brendan Murphy

Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…

Systems and Control · Electrical Eng. & Systems 2023-03-20 Mingzhou Yin , Andrea Iannelli , Roy S. Smith

Latent space models have been widely adopted in modeling network data. Developing statistical inference for estimated model parameters enables quantifying associated uncertainty and is pivotal for downstream tasks. Despite recent progress…

Statistics Theory · Mathematics 2026-05-12 Yuang Tian , Jiajin Sun , Yinqiu He

Estimating the parameters of a probabilistic directed graphical model from incomplete data is a long-standing challenge. This is because, in the presence of latent variables, both the likelihood function and posterior distribution are…

Machine Learning · Computer Science 2024-06-04 Vy Vo , Trung Le , Tung-Long Vuong , He Zhao , Edwin Bonilla , Dinh Phung