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Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In…

Machine Learning · Computer Science 2013-11-12 Ying Liu , Alan S. Willsky

Gaussian graphical models are widely used to represent conditional dependence among random variables. In this paper, we propose a novel estimator for data arising from a group of Gaussian graphical models that are themselves dependent. A…

Machine Learning · Statistics 2016-09-01 Yuying Xie , Yufeng Liu , William Valdar

Gaussian graphical regressions have emerged as a powerful approach for regressing the precision matrix of a Gaussian graphical model on covariates, which, unlike traditional Gaussian graphical models, can help determine how graphs are…

Methodology · Statistics 2025-01-17 Xuran Meng , Jingfei Zhang , Yi Li

Recently, graph neural networks (GNNs) have proved to be suitable in tasks on unstructured data. Particularly in tasks as community detection, node classification, and link prediction. However, most GNN models still operate with static…

Machine Learning · Computer Science 2019-06-07 Darwin Saire Pilco , Adín Ramírez Rivera

We investigate the problem of estimating the structure of a weighted network from repeated measurements of a Gaussian Graphical Model (GGM) on the network. In this vein, we consider GGMs whose covariance structures align with the geometry…

Statistics Theory · Mathematics 2023-08-07 Subhro Ghosh , Soumendu Sundar Mukherjee , Hoang-Son Tran , Ujan Gangopadhyay

In recent literature, the Gaussian Graphical model (GGM; Lauritzen, 1996),a network of partial correlation coefficients, has been used to capture potential dynamic relationships between observed variables. The GGM can be estimated using…

Methodology · Statistics 2017-09-25 Sacha Epskamp

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…

Methodology · Statistics 2018-02-09 Sacha Epskamp , Lourens J. Waldorp , René Mõttus , Denny Borsboom

We extend the decomposition approach for learning Bayesian networks (BNs) proposed by (Xie et. al.) to learning multivariate regression chain graphs (MVR CGs), which include BNs as a special case. The same advantages of this decomposition…

Artificial Intelligence · Computer Science 2020-02-26 Mohammad Ali Javidian , Marco Valtorta

We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In…

Machine Learning · Statistics 2017-06-06 Qiang Sun , Kean Ming Tan , Han Liu , Tong Zhang

Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…

Machine Learning · Computer Science 2014-08-12 Michael A. Finegold , Mathias Drton

Gaussian graphical models represent the underlying graph structure of conditional dependence between random variables which can be determined using their partial correlation or precision matrix. In a high-dimensional setting, the precision…

Applications · Statistics 2016-05-24 Adria Caballe , Natalia Bochkina , Claus Mayer

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

Undirected graphical models are powerful tools for uncovering complex relationships among high-dimensional variables. This paper aims to fully recover the structure of an undirected graphical model when the data naturally take matrix form,…

Methodology · Statistics 2025-08-08 Minsub Shin , Johan Lim , Seongoh Park

Motivated by dynamic biologic network analysis, we propose a covariate-dependent Gaussian graphical model (cdexGGM) for capturing network structure that varies with covariates through a novel parameterization. Utilizing a likelihood…

Methodology · Statistics 2025-02-26 Jiacheng Wang , Xin Gao

Network theory has proven invaluable in unraveling complex protein interactions. Previous studies have employed statistical methods rooted in network theory, including the Gaussian graphical model, to infer networks among proteins,…

Methodology · Statistics 2026-05-07 Seungjun Ahn , Eun Jeong Oh

Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, thus are of particular interest for scientific investigation. Motivated by modern applications, this…

Statistics Theory · Mathematics 2021-02-03 Sen Na , Mladen Kolar , Oluwasanmi Koyejo

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

We consider the problem of learning a high-dimensional graphical model in which certain hub nodes are highly-connected to many other nodes. Many authors have studied the use of an l1 penalty in order to learn a sparse graph in…

Machine Learning · Statistics 2014-08-12 Kean Ming Tan , Palma London , Karthik Mohan , Su-In Lee , Maryam Fazel , Daniela Witten

Gaussian Graphical Models (GGM) are often used to describe the conditional correlations between the components of a random vector. In this article, we compare two families of GGM inference methods: nodewise edge selection and penalised…