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We develop optimal algorithms for learning undirected Gaussian trees and directed Gaussian polytrees from data. We consider both problems of distribution learning (i.e. in KL distance) and structure learning (i.e. exact recovery). The first…

Machine Learning · Computer Science 2024-02-12 Yuhao Wang , Ming Gao , Wai Ming Tai , Bryon Aragam , Arnab Bhattacharyya

We have a set of processors (or agents) and a set of graph networks defined over some vertex set. Each processor can access a subset of the graph networks. Each processor has a demand specified as a pair of vertices $<u, v>$, along with a…

Data Structures and Algorithms · Computer Science 2012-10-08 Venkatesan T. Chakaravarthy , Sambuddha Roy , Yogish Sabharwal

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

High dimensional integration is essential to many areas of science, ranging from particle physics to Bayesian inference. Approximating these integrals is hard, due in part to the difficulty of locating and sampling from regions of the…

Machine Learning · Statistics 2020-05-25 Thomas Foster , Chon Lok Lei , Martin Robinson , David Gavaghan , Ben Lambert

Hydroclimatic processes are characterized by heterogeneous spatiotemporal correlation structures and marginal distributions that can be continuous, mixed-type, discrete or even binary. Simulating exactly such processes can greatly improve…

Methodology · Statistics 2017-07-24 Simon Michael Papalexiou

Variational approximation, such as mean-field (MF) and tree-reweighted (TRW), provide a computationally efficient approximation of the log-partition function for a generic graphical model. TRW provably provides an upper bound, but the…

Data Structures and Algorithms · Computer Science 2021-08-23 Romain Cosson , Devavrat Shah

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

Methodology · Statistics 2022-10-12 Jian Cao , Joseph Guinness , Marc G. Genton , Matthias Katzfuss

The forest matrix plays a crucial role in network science, opinion dynamics, and machine learning, offering deep insights into the structure of and dynamics on networks. In this paper, we study the problem of querying entries of the forest…

Social and Information Networks · Computer Science 2024-09-10 Haoxin Sun , Xiaotian Zhou , Zhongzhi Zhang

Graph embedding learns low-dimensional representations for nodes in a graph and effectively preserves the graph structure. Recently, a significant amount of progress has been made toward this emerging research area. However, there are…

Machine Learning · Computer Science 2019-05-20 Yuan Yin , Zhewei Wei

We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the…

Methodology · Statistics 2014-10-13 Robert B. Gramacy , Daniel W. Apley

We investigate approximating joint distributions of random processes with causal dependence tree distributions. Such distributions are particularly useful in providing parsimonious representation when there exists causal dynamics among…

Information Theory · Computer Science 2011-01-27 Christopher J. Quinn , Todd P. Coleman , Negar Kiyavash

This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate…

Applications · Statistics 2012-03-02 Huiyan Sang , Mikyoung Jun , Jianhua Z. Huang

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

In the quest for scalable Bayesian computational algorithms we need to exploit the full potential of existing methodologies. In this note we point out that message passing algorithms, which are very well developed for inference in graphical…

Computation · Statistics 2017-09-05 Omiros Papaspiliopoulos , Giacomo Zanella

We propose a fully Bayesian approach for causal inference with multivariate categorical data based on staged tree models, a class of probabilistic graphical models capable of representing asymmetric and context-specific dependencies. To…

Methodology · Statistics 2025-11-06 Andrea Cremaschi , Manuele Leonelli , Gherardo Varando

We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for…

Machine Learning · Computer Science 2018-02-21 Vishesh Jain , Frederic Koehler , Elchanan Mossel

This paper introduces a method to approximate Gaussian process regression by representing the problem as a stochastic differential equation and using variational inference to approximate solutions. The approximations are compared with full…

Machine Learning · Computer Science 2019-01-08 Wil O C Ward , Mauricio A Álvarez

A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…

Methodology · Statistics 2016-04-07 M. P. Wand
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