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We consider the problem of model selection in Gaussian Markov fields in the sample deficient scenario. In many practically important cases, the underlying networks are embedded into Euclidean spaces. Using the natural geometric structure,…

Machine Learning · Statistics 2018-10-31 Ilya Soloveychik , Vahid Tarokh

The problem of graphical model selection is to correctly estimate the graph structure of a Markov random field given samples from the underlying distribution. We analyze the information-theoretic limitations of the problem of graph…

Information Theory · Computer Science 2009-05-19 Narayana Santhanam , Martin J. Wainwright

We consider the problem of learning a conditional Gaussian graphical model in the presence of latent variables. Building on recent advances in this field, we suggest a method that decomposes the parameters of a conditional Markov random…

Methodology · Statistics 2017-03-07 Benjamin Frot , Luke Jostins , Gil McVean

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

We propose an extension of the Contextual Graph Markov Model, a deep and probabilistic machine learning model for graphs, to model the distribution of edge features. Our approach is architectural, as we introduce an additional Bayesian…

Machine Learning · Computer Science 2023-08-21 Daniele Atzeni , Federico Errica , Davide Bacciu , Alessio Micheli

We study the problem of learning the topology of a directed Gaussian Graphical Model under the equal-variance assumption, where the graph has $n$ nodes and maximum in-degree $d$. Prior work has established that $O(d \log n)$ samples are…

Machine Learning · Computer Science 2025-11-11 Constantinos Daskalakis , Vardis Kandiros , Rui Yao

Markov random fields are used to model high dimensional distributions in a number of applied areas. Much recent interest has been devoted to the reconstruction of the dependency structure from independent samples from the Markov random…

Computational Complexity · Computer Science 2010-03-09 Guy Bresler , Elchanan Mossel , Allan Sly

We consider the problem of estimating the graph structure associated with a discrete Markov random field. We describe a method based on $\ell_1$-regularized logistic regression, in which the neighborhood of any given node is estimated by…

Statistics Theory · Mathematics 2008-04-29 Pradeep Ravikumar , Martin J. Wainwright , John D. Lafferty

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…

Machine Learning · Computer Science 2012-09-27 Satyaki Mahalanabis , Daniel Stefankovic

In this paper, we address the problem of learning the structure of a pairwise graphical model from samples in a high-dimensional setting. Our first main result studies the sparsistency, or consistency in sparsity pattern recovery,…

Machine Learning · Computer Science 2012-02-28 Ali Jalali , Chris Johnson , Pradeep Ravikumar

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Gaussian Markov random fields (GMRFs) are popular for modeling dependence in large areal datasets due to their ease of interpretation and computational convenience afforded by the sparse precision matrices needed for random variable…

Computation · Statistics 2019-04-16 D. Andrew Brown , Christopher S. McMahan , Stella Watson Self

Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…

Methodology · Statistics 2023-12-29 Yiling Huang , Snigdha Panigrahi , Walter Dempsey

In many applications, the observations can be represented as a signal defined over the vertices of a graph. The analysis of such signals requires the extension of standard signal processing tools. In this work, first, we provide a class of…

Discrete Mathematics · Computer Science 2016-08-24 Mikhail Tsitsvero , Sergio Barbarossa , Paolo Di Lorenzo

What is the optimal number of independent observations from which a sparse Gaussian Graphical Model can be correctly recovered? Information-theoretic arguments provide a lower bound on the minimum number of samples necessary to perfectly…

Machine Learning · Computer Science 2018-11-20 Sidhant Misra , Marc Vuffray , Andrey Y. Lokhov

Bayesian inference for undirected graphical models is mostly restricted to the class of decomposable graphs, as they enjoy a rich set of properties making them amenable to high-dimensional problems. While parameter inference is…

Methodology · Statistics 2024-01-02 Mohamad Elmasri

Markov random fields area popular model for high-dimensional probability distributions. Over the years, many mathematical, statistical and algorithmic problems on them have been studied. Until recently, the only known algorithms for…

Machine Learning · Computer Science 2017-06-01 Linus Hamilton , Frederic Koehler , Ankur Moitra

We consider the problem of learning a graph modeling the statistical relations of the $d$ variables from a dataset with $n$ samples $X \in \mathbb{R}^{n \times d}$. Standard approaches amount to searching for a precision matrix $\Theta$…

Machine Learning · Statistics 2023-12-13 Titouan Vayer , Etienne Lasalle , Rémi Gribonval , Paulo Gonçalves

The change detection problem is to determine if the Markov network structures of two Markov random fields differ from one another given two sets of samples drawn from the respective underlying distributions. We study the trade-off between…

Information Theory · Computer Science 2017-10-31 Aditya Gangrade , Bobak Nazer , Venkatesh Saligrama

We consider the problem of estimating the graph associated with a binary Ising Markov random field. We describe a method based on $\ell_1$-regularized logistic regression, in which the neighborhood of any given node is estimated by…

Statistics Theory · Mathematics 2010-10-05 Pradeep Ravikumar , Martin J. Wainwright , John D. Lafferty
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