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Herein, we introduce and study a new class of discrete random fields designed for quick simulation and covariance inference under inhomogeneous condition. Simulation of these correlated fields can be done in a single pass instead of relying…

Probability · Mathematics 2012-12-05 Biao Wu , Michael A. Kouritzin , Fraser Newton

This chapter provides a general introduction of network modeling in psychometrics. The chapter starts with an introduction to the statistical model formulation of pairwise Markov random fields (PMRF), followed by an introduction of the PMRF…

Methodology · Statistics 2018-06-08 Sacha Epskamp , Gunter K. J. Maris , Lourens J. Waldorp , Denny Borsboom

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the…

Machine Learning · Computer Science 2014-11-13 Xianghang Liu , Justin Domke

Recent work has shown that probabilistic models based on pairwise interactions-in the simplest case, the Ising model-provide surprisingly accurate descriptions of experiments on real biological networks ranging from neurons to genes.…

Quantitative Methods · Quantitative Biology 2007-12-18 Tamara Broderick , Miroslav Dudik , Gasper Tkacik , Robert E. Schapire , William Bialek

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify…

Machine Learning · Computer Science 2021-10-29 Abhishek Sharma , Catherine Zeng , Sanjana Narayanan , Sonali Parbhoo , Finale Doshi-Velez

We consider sampling and enumeration problems for Markov equivalence classes. We create and analyze a Markov chain for uniform random sampling on the DAGs inside a Markov equivalence class. Though the worst case is exponentially slow…

Probability · Mathematics 2017-08-16 Megan Bernstein , Prasad Tetali

Gaussian Markov random fields (GMRFs) are frequently used as computationally efficient models in spatial statistics. Unfortunately, it has traditionally been difficult to link GMRFs with the more traditional Gaussian random field models as…

Statistics Theory · Mathematics 2011-11-01 Daniel Simpson , Finn Lindgren , Håvard Rue

We introduce Generator Matching, a modality-agnostic framework for generative modeling using arbitrary Markov processes. Generators characterize the infinitesimal evolution of a Markov process, which we leverage for generative modeling in a…

Machine Learning · Computer Science 2025-02-28 Peter Holderrieth , Marton Havasi , Jason Yim , Neta Shaul , Itai Gat , Tommi Jaakkola , Brian Karrer , Ricky T. Q. Chen , Yaron Lipman

In a series of recent works, Boyd, Diaconis, and their co-authors have introduced a semidefinite programming approach for computing the fastest mixing Markov chain on a graph of allowed transitions, given a target stationary distribution.…

Probability · Mathematics 2011-09-07 S. Roch

We consider learning a sparse pairwise Markov Random Field (MRF) with continuous-valued variables from i.i.d samples. We adapt the algorithm of Vuffray et al. (2019) to this setting and provide finite-sample analysis revealing sample…

Machine Learning · Computer Science 2020-10-29 Abhin Shah , Devavrat Shah , Gregory W. Wornell

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random…

Probability · Mathematics 2015-06-03 Marzio Cassandro , Antonio Galves , Eva Loecherbach

We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to…

Machine Learning · Statistics 2013-11-25 Xiao-Tong Yuan , Ping Li , Tong Zhang

We consider the problem of inference in discrete probabilistic models, that is, distributions over subsets of a finite ground set. These encompass a range of well-known models in machine learning, such as determinantal point processes and…

Machine Learning · Computer Science 2018-07-10 Alkis Gotovos , Hamed Hassani , Andreas Krause , Stefanie Jegelka

Perfect sampling is a technique that uses coupling arguments to provide a sample from the stationary distribution of a Markov chain in a finite time without ever computing the distribution. This technique is very efficient if all the events…

Discrete Mathematics · Computer Science 2015-03-17 Ana Bušić , Bruno Gaujal , Furcy Pin

Gaussian Markov random fields are used in a large number of disciplines in machine vision and spatial statistics. The models take advantage of sparsity in matrices introduced through the Markov assumptions, and all operations in inference…

Computation · Statistics 2018-02-08 Andrew Zammit-Mangion , Jonathan Rougier

In this work we present different results concerning mixing properties of multivariate infinitely divisible (ID) stationary random fields. First, we derive some necessary and sufficient conditions for mixing of stationary ID multivariate…

Probability · Mathematics 2017-04-11 Riccardo Passeggeri , Almut E. D. Veraart

Markov networks are frequently used in sciences to represent conditional independence relationships underlying observed variables arising from a complex system. It is often of interest to understand how an underlying network differs between…

Methodology · Statistics 2021-04-26 Byol Kim , Song Liu , Mladen Kolar

Motivated by the `subgraphs world' view of the ferromagnetic Ising model, we develop a general approach to studying mixing times of Glauber dynamics based on subset expansion expressions for a class of graph polynomials. With a canonical…

Combinatorics · Mathematics 2015-10-29 Magnus Bordewich , Ross J. Kang

The Gibbs sampler is a particularly popular Markov chain used for learning and inference problems in Graphical Models (GMs). These tasks are computationally intractable in general, and the Gibbs sampler often suffers from slow mixing. In…

Machine Learning · Computer Science 2017-04-10 Sejun Park , Yunhun Jang , Andreas Galanis , Jinwoo Shin , Daniel Stefankovic , Eric Vigoda

In this work, we propose a global model selection criterion to estimate the graph of conditional dependencies of a random vector based on a finite sample. By global criterion, we mean optimizing a function over the entire set of possible…

Statistics Theory · Mathematics 2023-11-06 Florencia Leonardi , Magno T. F Severino