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We consider three Bayesian penalized regression models and show that the respective deterministic scan Gibbs samplers are geometrically ergodic regardless of the dimension of the regression problem. We prove geometric ergodicity of the…

Statistics Theory · Mathematics 2017-07-05 Dootika Vats

We explore the use of graph neural networks (GNNs) to model spatial processes in which there is no a priori graphical structure. Similar to finite element analysis, we assign nodes of a GNN to spatial locations and use a computational…

Machine Learning · Computer Science 2019-11-19 Ferran Alet , Adarsh K. Jeewajee , Maria Bauza , Alberto Rodriguez , Tomas Lozano-Perez , Leslie Pack Kaelbling

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

Network (or graph) sparsification compresses a graph by removing inessential edges. By reducing the data volume, it accelerates or even facilitates many downstream analyses. Still, the accuracy of many sparsification methods, with…

Social and Information Networks · Computer Science 2023-09-28 Zhen Su , Jürgen Kurths , Henning Meyerhenke

Graph Convolutional Networks (GCNs) have achieved impressive empirical advancement across a wide variety of semi-supervised node classification tasks. Despite their great success, training GCNs on large graphs suffers from computational and…

Machine Learning · Computer Science 2021-11-02 Weilin Cong , Morteza Ramezani , Mehrdad Mahdavi

We consider the problem of breaking a multivariate (vector) time series into segments over which the data is well explained as independent samples from a Gaussian distribution. We formulate this as a covariance-regularized maximum…

Optimization and Control · Mathematics 2018-04-30 David Hallac , Peter Nystrup , Stephen Boyd

Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…

Methodology · Statistics 2026-04-21 Roland B. Sogan , Tabea Rebafka , Fanny Villers

Obtaining high certainty in predictive models is crucial for making informed and trustworthy decisions in many scientific and engineering domains. However, extensive experimentation required for model accuracy can be both costly and…

Machine Learning · Computer Science 2024-12-17 Giorgio Morales , John Sheppard

Representation learning over graph structure data has been widely studied due to its wide application prospects. However, previous methods mainly focus on static graphs while many real-world graphs evolve over time. Modeling such evolution…

Machine Learning · Statistics 2020-09-02 Tijin Yan , Hongwei Zhang , Zirui Li , Yuanqing Xia

Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…

Methodology · Statistics 2023-03-17 Sutanoy Dasgupta , Peng Zhao , Jacob Helwig , Prasenjit Ghosh , Debdeep Pati , Bani K. Mallick

We investigate the dynamical sampling space-time trade-off problem within a graph setting. Specifically, we derive necessary and sufficient conditions for space-time sampling that enable the reconstruction of an initial band-limited signal…

Information Theory · Computer Science 2024-11-20 Akram Aldroubi , Victor Bailey , Ilya Krishtal , Brendan Miller , Armenak Petrosyan

In this manuscript a unified framework for conducting inference on complex aggregated data in high dimensional settings is proposed. The data are assumed to be a collection of multiple non-Gaussian realizations with underlying undirected…

Applications · Statistics 2013-10-14 Fang Han , Han Liu , Brian Caffo

A new methodology for model determination in decomposable graphical Gaussian models is developed. The Bayesian paradigm is used and, for each given graph, a hyper inverse Wishart prior distribution on the covariance matrix is considered.…

Computation · Statistics 2015-03-13 Sophie Donnet , Jean-Michel Marin

Prevalence mapping in low resource settings is an increasingly important endeavor to guide policy making and to spatially and temporally characterize the burden of disease. We will focus our discussion on consideration of the complex design…

Methodology · Statistics 2016-08-15 Jon Wakefield , Daniel Simpson , Jessica Godwin

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

In this paper we consider the problem of learning undirected graphical models from data generated according to the Glauber dynamics. The Glauber dynamics is a Markov chain that sequentially updates individual nodes (variables) in a…

Machine Learning · Computer Science 2014-12-02 Guy Bresler , David Gamarnik , Devavrat Shah

Given a set of synchronous time series, each associated with a sensor-point in space and characterized by inter-series relationships, the problem of spatiotemporal forecasting consists of predicting future observations for each point.…

Machine Learning · Computer Science 2024-06-11 Ivan Marisca , Cesare Alippi , Filippo Maria Bianchi

Stationary time series models built from parametric distributions are, in general, limited in scope due to the assumptions imposed on the residual distribution and autoregression relationship. We present a modeling approach for univariate…

Methodology · Statistics 2016-05-04 Maria DeYoreo , Athanasios Kottas

We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different parametric form. In particular, we assume that each node's…

Methodology · Statistics 2014-08-05 Shizhe Chen , Daniela Witten , Ali Shojaie

Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologies based on covariance matrix decomposition have the…

Methodology · Statistics 2022-08-23 Bin Zhu , Jiahao Liu , Zhengshou Lai , Tao Qian
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