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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…

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

Causal discovery is a fundamental problem with applications spanning various areas in science and engineering. It is well understood that solely using observational data, one can only orient the causal graph up to its Markov equivalence…

Machine Learning · Computer Science 2024-10-29 Zihan Zhou , Muhammad Qasim Elahi , Murat Kocaoglu

In Gaussian graphical model selection, noise-corrupted samples present significant challenges. It is known that even minimal amounts of noise can obscure the underlying structure, leading to fundamental identifiability issues. A recent line…

Machine Learning · Statistics 2024-05-09 Abrar Zahin , Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut , Gautam Dasarathy

This paper introduces new efficient algorithms for two problems: sampling conditional on vertex degrees in unweighted graphs, and sampling conditional on vertex strengths in weighted graphs. The algorithms can sample conditional on the…

Methodology · Statistics 2018-09-19 James Scott , Axel Gandy

Gaussian graphical models emerge in a wide range of fields. They model the statistical relationships between variables as a graph, where an edge between two variables indicates conditional dependence. Unfortunately, well-established…

Machine Learning · Statistics 2024-01-19 Taulant Koka , Jasin Machkour , Michael Muma

Machine learning methods on graphs have proven useful in many applications due to their ability to handle generally structured data. The framework of Gaussian Markov Random Fields (GMRFs) provides a principled way to define Gaussian models…

Machine Learning · Statistics 2022-06-13 Joel Oskarsson , Per Sidén , Fredrik Lindsten

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…

Methodology · Statistics 2024-01-29 Ruixuan Zhao , Haoran Zhang , Junhui Wang

We propose a new yet natural algorithm for learning the graph structure of general discrete graphical models (a.k.a. Markov random fields) from samples. Our algorithm finds the neighborhood of a node by sequentially adding nodes that…

Machine Learning · Statistics 2012-02-09 Praneeth Netrapalli , Siddhartha Banerjee , Sujay Sanghavi , Sanjay Shakkottai

Given a source of iid samples of edges of an input graph $G$ with $n$ vertices and $m$ edges, how many samples does one need to compute a constant factor approximation to the maximum matching size in $G$? Moreover, is it possible to obtain…

Data Structures and Algorithms · Computer Science 2019-07-15 Michael Kapralov , Slobodan Mitrović , Ashkan Norouzi-Fard , Jakab Tardos

In this paper, we revisit the problem of sampling edges in an unknown graph $G = (V, E)$ from a distribution that is (pointwise) almost uniform over $E$. We consider the case where there is some a priori upper bound on the arboriciy of $G$.…

Computational Complexity · Computer Science 2019-02-22 Talya Eden , Dana Ron , Will Rosenbaum

We study the problem of estimating the parameters of a Gaussian distribution when samples are only shown if they fall in some (unknown) subset $S \subseteq \R^d$. This core problem in truncated statistics has long history going back to…

Statistics Theory · Mathematics 2019-08-06 Vasilis Kontonis , Christos Tzamos , Manolis Zampetakis

Gaussian graphical model selection is usually studied under independent sampling, but in many applications observations arise from dependent dynamics. We study structure learning when the data consist of a single trajectory of Gaussian…

Machine Learning · Computer Science 2026-05-13 Vignesh Tirukkonda , Anirudh Rayas , Gautam Dasarathy

Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundamental problem in computational statistics. In this paper, we…

We introduce Markov Random Geometric Graphs (MRGGs), a growth model for temporal dynamic networks. It is based on a Markovian latent space dynamic: consecutive latent points are sampled on the Euclidean Sphere using an unknown Markov…

Machine Learning · Computer Science 2022-03-10 Quentin Duchemin , Yohann de Castro

Full Bayesian computational inference for model determination in undirected graphical models is currently restricted to decomposable graphs, except for problems of very small scale. In this paper we develop new, more efficient methodology…

Computation · Statistics 2012-06-05 Peter J. Green , Alun Thomas

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

Statistics Theory · Mathematics 2024-04-29 Alfredo Alegría , Xavier Emery , Tobia Filosi , Emilio Porcu

This paper investigates Gaussian Markov random field approximations to nonstationary Gaussian fields using graph representations of stochastic partial differential equations. We establish approximation error guarantees building on the…

Methodology · Statistics 2021-04-28 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian random fields are popular models for spatially varying uncertainties, arising for instance in geotechnical engineering, hydrology or image processing. A Gaussian random field is fully characterised by its mean function and…

Numerical Analysis · Mathematics 2019-02-19 Jonas Latz , Marvin Eisenberger , Elisabeth Ullmann

We analyze the complexity of learning directed acyclic graphical models from observational data in general settings without specific distributional assumptions. Our approach is information-theoretic and uses a local Markov boundary search…

Statistics Theory · Mathematics 2021-11-23 Ming Gao , Bryon Aragam