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This paper develops an asymptotic likelihood theory for triangular arrays of stationary Gaussian time series depending on a multidimensional unknown parameter. We give sufficient conditions for the associated sequence of statistical models…

Statistics Theory · Mathematics 2025-11-14 Carsten H. Chong , Fabian Mies

Probabilistic graphical models (PGMs) are powerful tools for representing statistical dependencies through graphs in high-dimensional systems. However, they are limited to pairwise interactions. In this work, we propose the simplicial…

Machine Learning · Statistics 2025-10-16 Lorenzo Marinucci , Gabriele D'Acunto , Paolo Di Lorenzo , Sergio Barbarossa

We introduce a statistical mechanics formalism for the study of constrained graph evolution as a Markovian stochastic process, in analogy with that available for spin systems, deriving its basic properties and highlighting the role of the…

Disordered Systems and Neural Networks · Physics 2015-05-13 A. C. C. Coolen , A. De Martino , A. Annibale

A popular approach to semi-supervised learning proceeds by endowing the input data with a graph structure in order to extract geometric information and incorporate it into a Bayesian framework. We introduce new theory that gives appropriate…

Machine Learning · Statistics 2020-01-14 Nicolas Garcia Trillos , Zachary Kaplan , Thabo Samakhoana , Daniel Sanz-Alonso

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

Graph neural networks are often used to model interacting dynamical systems since they gracefully scale to systems with a varying and high number of agents. While there has been much progress made for deterministic interacting systems,…

Machine Learning · Computer Science 2023-05-04 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters

Graph learning problems are typically approached by focusing on learning the topology of a single graph when signals from all nodes are available. However, many contemporary setups involve multiple related networks and, moreover, it is…

Signal Processing · Electrical Eng. & Systems 2022-12-06 Samuel Rey , Madeline Navarro , Andrei Buciulea , Santiago Segarra , Antonio G. Marques

We develop Bayesian predictive stacking for geostatistical models, where the primary inferential objective is to provide inference on the latent spatial random field and conduct spatial predictions at arbitrary locations. We exploit…

Methodology · Statistics 2025-09-25 Lu Zhang , Wenpin Tang , Sudipto Banerjee

Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…

Neurons and Cognition · Quantitative Biology 2014-09-10 Max Hinne , Alex Lenkoski , Tom Heskes , Marcel van Gerven

In this work, we propose a global model selection criterion to estimate the graph of conditional dependencies of a random vector based on a finite sample. By global criterion, we mean optimizing a function over the entire set of possible…

Statistics Theory · Mathematics 2023-11-06 Florencia Leonardi , Magno T. F Severino

Rue and Held (2005) proposed a method for efficiently computing the Gaussian likelihood for stationary Markov random field models, when the data locations fall on a complete regular grid, and the model has no additive error term. The…

Computation · Statistics 2019-12-16 Joseph Guinness , Ilse C. F. Ipsen

When learning simulations for modeling physical phenomena in industrial designs, geometrical variabilities are of prime interest. While classical regression techniques prove effective for parameterized geometries, practical scenarios often…

Machine Learning · Computer Science 2023-10-24 Fabien Casenave , Brian Staber , Xavier Roynard

Gaussian Markov random fields (GMRFs) are probabilistic graphical models widely used in spatial statistics and related fields to model dependencies over spatial structures. We establish a formal connection between GMRFs and convolutional…

Machine Learning · Statistics 2020-08-11 Per Sidén , Fredrik Lindsten

We study how sampling geometry contributes to uncertainty in modeling spatial geophysical observations as sampled random fields characterized by stationary, isotropic, parametric covariance functions. We incorporate the signature of…

Methodology · Statistics 2026-04-03 Olivia L. Walbert , Frederik J. Simons , Arthur P. Guillaumin , Sofia C. Olhede

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Methodology · Statistics 2026-04-09 Qin Fang , Xinghao Qiao , Zihan Wang

We introduce a general framework for undirected graphical models. It generalizes Gaussian graphical models to a wide range of continuous, discrete, and combinations of different types of data. The models in the framework, called exponential…

Statistics Theory · Mathematics 2019-06-18 Rui Zhuang , Noah Simon , Johannes Lederer

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

We propose NonStGM, a general nonparametric graphical modeling framework for studying dynamic associations among the components of a nonstationary multivariate time series. It builds on the framework of Gaussian Graphical Models (GGM) and…

Statistics Theory · Mathematics 2022-03-22 Sumanta Basu , Suhasini Subba Rao

Sampling random graphs is essential in many applications, and often algorithms use Markov chain Monte Carlo methods to sample uniformly from the space of graphs. However, often there is a need to sample graphs with some property that we are…

Social and Information Networks · Computer Science 2018-10-29 Caitlin Gray , Lewis Mitchell , Matthew Roughan

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
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