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Standard likelihood penalties to learn Gaussian graphical models are based on regularising the off-diagonal entries of the precision matrix. Such methods, and their Bayesian counterparts, are not invariant to scalar multiplication of the…

Methodology · Statistics 2023-11-16 Jack Storror Carter , David Rossell , Jim Q. Smith

This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization procedure, named Sparse Laplacian Shrinkage with the Graphical…

Methodology · Statistics 2019-04-10 Yuehan Yang , Siwei Xia , Hu Yang

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

Functional brain networks are well described and estimated from data with Gaussian Graphical Models (GGMs), e.g. using sparse inverse covariance estimators. Comparing functional connectivity of subjects in two populations calls for…

Machine Learning · Statistics 2016-11-21 Eugene Belilovsky , Gaël Varoquaux , Matthew B. Blaschko

Time-series datasets are central in machine learning with applications in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs),…

Machine Learning · Computer Science 2024-06-17 Emilie Chouzenoux , Victor Elvira

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…

Methodology · Statistics 2022-05-24 Jingfei Zhang , Yi Li

Bayesian methodologies prioritising accurate associations above sparsity in Gaussian graphical model (GGM) estimation remain relatively scarce in scientific literature. It is well accepted that the $\ell_2$ penalty enjoys a smaller…

Methodology · Statistics 2022-10-31 J. Smith , M. Arashi , A. Bekker

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization…

Machine Learning · Statistics 2012-05-14 Benjamin Marlin , Mark Schmidt , Kevin Murphy

Estimating high-dimensional precision matrices is a fundamental problem in modern statistics, with the graphical lasso and its $\ell_1$-penalty being a standard approach for recovering sparsity patterns. However, many statistical models,…

Statistics Theory · Mathematics 2025-06-19 Piotr Graczyk , Bartosz Kołodziejek , Hideto Nakashima , Maciej Wilczyński

This article explores the estimation of precision matrices in high-dimensional Gaussian graphical models. We address the challenge of improving the accuracy of maximum likelihood-based precision estimation through penalization.…

Methodology · Statistics 2023-12-27 A. Bekker , A. Kheyri , M. Arashi

This paper introduces Polynomial Graphical Lasso (PGL), a new approach to learning graph structures from nodal signals. Our key contribution lies in modeling the signals as Gaussian and stationary on the graph, enabling the development of a…

Signal Processing · Electrical Eng. & Systems 2024-04-04 Andrei Buciulea , Jiaxi Ying , Antonio G. Marques , Daniel P. Palomar

The paper demonstrates the use of LASSO-based estimation in network models. Taking the Exponential Random Graph Model (ERGM) as a flexible and widely used model for network data analysis, the paper focuses on the question of how to specify…

Methodology · Statistics 2024-09-13 Sergio Buttazzo , Göran Kauermann

A critical problem in genetics is to discover how gene expression is regulated within cells. Two major tasks of regulatory association learning are : (i) identifying SNP-gene relationships, known as eQTL mapping, and (ii) determining…

Machine Learning · Statistics 2023-01-06 Wei Miao , Lan Yao

Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension…

Machine Learning · Computer Science 2020-03-10 Jonathan Kelner , Frederic Koehler , Raghu Meka , Ankur Moitra

In this paper, we investigate seemingly unrelated regression (SUR) models that allow the number of equations (N) to be large, and to be comparable to the number of the observations in each equation (T). It is well known in the literature…

Econometrics · Economics 2018-11-15 Lidan Tan , Khai X. Chiong , Hyungsik Roger Moon

Graphical Lasso (GL) is a popular method for learning the structure of an undirected graphical model, which is based on an $l_1$ regularization technique. The objective of this paper is to compare the computationally-heavy GL technique with…

Machine Learning · Statistics 2019-07-02 Salar Fattahi , Somayeh Sojoudi

Graphical models are frequently used to explore networks, such as genetic networks, among a set of variables. This is usually carried out via exploring the sparsity of the precision matrix of the variables under consideration. Penalized…

Applications · Statistics 2009-08-17 Jianqing Fan , Yang Feng , Yichao Wu

This work proposes an adaptive trace lasso regularized L1-norm based graph cut method for dimensionality reduction of Hyperspectral images, called as `Trace Lasso-L1 Graph Cut' (TL-L1GC). The underlying idea of this method is to generate…

Computer Vision and Pattern Recognition · Computer Science 2018-07-30 Ramanarayan Mohanty , S L Happy , Nilesh Suthar , Aurobinda Routray