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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…
We investigate the statistical complexity of estimating the parameters of a discrete-state Markov chain kernel from a single long sequence of state observations. In the finite case, we characterize (modulo logarithmic factors) the minimax…
Metric graphs are structures obtained by associating edges in a standard graph with segments of the real line and gluing these segments at the vertices of the graph. The resulting structure has a natural metric that allows for the study of…
The growing complexity of modern Cyber-Physical Systems (CPS) and the frequent communication between their components make them vulnerable to malicious attacks. As a result, secure state estimation is a critical requirement for the control…
A concentration graph associated with a random vector is an undirected graph where each vertex corresponds to one random variable in the vector. The absence of an edge between any pair of vertices (or variables) is equivalent to full…
Markov Chain Monte Carlo (MCMC) methods sample from unnormalized probability distributions and offer guarantees of exact sampling. However, in the continuous case, unfavorable geometry of the target distribution can greatly limit the…
In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential…
In this paper we introduce a kernel-based measure for detecting differences between two conditional distributions. Using the `kernel trick' and nearest-neighbor graphs, we propose a consistent estimate of this measure which can be computed…
Consider $n$ random variables forming a Markov random field (MRF). The true model of the MRF is unknown, and it is assumed to belong to a binary set. The objective is to sequentially sample the random variables (one-at-a-time) such that the…
In this paper, we propose an efficient pseudo-marginal Markov chain Monte Carlo (MCMC) sampling approach to draw samples from posterior shape distributions for image segmentation. The computation time of the proposed approach is independent…
Kernel quadrature is widely used to approximate integrals of smooth functions, with worst-case error typically decaying at the minimax rate $n^{-\alpha/d}$ for smoothness $\alpha$ in dimension $d$. Existing rate-optimal methods often depend…
This paper addresses the problem of filtering with a state-space model. Standard approaches for filtering assume that a probabilistic model for observations (i.e. the observation model) is given explicitly or at least parametrically. We…
In this paper, we propose a simple, versatile model for learning the structure and parameters of multivariate distributions from a data set. Learning a Markov network from a given data set is not a simple problem, because Markov networks…
Sampling from complicated probability distributions is a hard computational problem arising in many fields, including statistical physics, optimization, and machine learning. Quantum computers have recently been used to sample from…
Probabilistic Graphical Models (PGMs) encode conditional dependencies among random variables using a graph -nodes for variables, links for dependencies- and factorize the joint distribution into lower-dimensional components. This makes PGMs…
Kernelization algorithms, usually a preprocessing step before other more traditional algorithms, are very special in the sense that they return (reduced) instances, instead of final results. This characteristic excludes the freedom of…
The problem of finding a minimum-weight connected dominating set (CDS) of a given undirected graph has been studied actively, motivated by operations of wireless ad hoc networks. In this paper, we formulate a new stochastic variant of the…
In this work we provide a new technique to design fast approximation algorithms for graph problems where the points of the graph lie in a metric space. Specifically, we present a sampling approach for such metric graphs that, using a…
We report a new multicanonical Monte Carlo algorithm to obtain the density of states for physical systems with continuous state variables in statistical mechanics. Our algorithm is able to obtain a closed-form expression for the density of…
Graphical models provide a framework for exploration of multivariate dependence patterns. The connection between graph and statistical model is made by identifying the vertices of the graph with the observed variables and translating the…