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Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

We study the problem of computing the tightest upper and lower bounds on the probability that the sum of $n$ dependent Bernoulli random variables exceeds an integer $k$. Under knowledge of all pairs of bivariate distributions denoted by a…

Optimization and Control · Mathematics 2019-10-16 Divya Padmanabhan , Karthik Natarajan

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard…

Systems and Control · Computer Science 2016-06-08 Andrew W. Palmer , Andrew J. Hill , Steven J. Scheding

In learned image compression, probabilistic models play an essential role in characterizing the distribution of latent variables. The Gaussian model with mean and scale parameters has been widely used for its simplicity and effectiveness.…

Image and Video Processing · Electrical Eng. & Systems 2025-04-24 Haotian Zhang , Li Li , Dong Liu

Accounting for the complexity of psychological theories requires methods that can predict not only changes in the means of latent variables -- such as personality factors, creativity, or intelligence -- but also changes in their variances.…

Methodology · Statistics 2025-05-27 Luna Fazio , Paul-Christian Bürkner

We consider the problem of estimating the conditional mean of a real Gaussian variable $\nolinebreak Y=\sum_{i=1}^p\nolinebreak\theta_iX_i+\nolinebreak \epsilon$ where the vector of the covariates $(X_i)_{1\leq i\leq p}$ follows a joint…

Statistics Theory · Mathematics 2009-04-28 Nicolas Verzelen

Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…

Machine Learning · Statistics 2014-04-30 Jianqing Fan , Han Liu , Yang Ning , Hui Zou

We study the problem of high-dimensional covariance estimation under the constraint that the partial correlations are nonnegative. The sign constraints dramatically simplify estimation: the Gaussian maximum likelihood estimator is well…

Statistics Theory · Mathematics 2020-07-31 Jake A. Soloff , Adityanand Guntuboyina , Michael I. Jordan

Many statistical models are algebraic in that they are defined in terms of polynomial constraints, or in terms of polynomial or rational parametrizations. The parameter spaces of such models are typically semi-algebraic subsets of the…

Statistics Theory · Mathematics 2010-03-04 Mathias Drton , Seth Sullivant

We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several…

Statistics Theory · Mathematics 2018-10-16 Sanjay Chaudhuri

We study the fundamental question of how likely it is that two randomly chosen trees are isomorphic to each other for different models of random trees. We show that the probability decays exponentially for rooted labeled trees as well as…

Probability · Mathematics 2023-04-11 Christoffer Olsson

We study the problem of learning a latent tree graphical model where samples are available only from a subset of variables. We propose two consistent and computationally efficient algorithms for learning minimal latent trees, that is, trees…

Machine Learning · Statistics 2010-09-15 Myung Jin Choi , Vincent Y. F. Tan , Animashree Anandkumar , Alan S. Willsky

We propose Partition Tree, a novel tree-based framework for conditional density estimation over general outcome spaces that supports both continuous and categorical variables within a unified formulation. Our approach models conditional…

Machine Learning · Computer Science 2026-05-13 Felipe Angelim , Alessandro Leite

The question of polynomial learnability of probability distributions, particularly Gaussian mixture distributions, has recently received significant attention in theoretical computer science and machine learning. However, despite major…

Machine Learning · Computer Science 2010-05-13 Mikhail Belkin , Kaushik Sinha

We use the implicitization procedure to generate polynomial equality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network with hidden variables. We show how we may reduce…

Artificial Intelligence · Computer Science 2012-06-26 Changsung Kang , Jin Tian

A new synthesis scheme is proposed to generate a random vector with prescribed joint density that induces a (latent) Gaussian tree structure. The quality of synthesis is shown by vanishing total variation distance between the synthesized…

Information Theory · Computer Science 2017-05-09 Ali Moharrer , Shuangqing Wei , George T. Amariucai , Jing Deng

High resolution geospatial data are challenging because standard geostatistical models based on Gaussian processes are known to not scale to large data sizes. While progress has been made towards methods that can be computed more…

Methodology · Statistics 2020-12-03 Michele Peruzzi , David B. Dunson

We test tree-level perturbation theory for Gaussian initial conditions with power spectra $P(k)\propto k^n$ by comparing the probability distribution function (PDF) for the density predicted by the Local Lagrangian Approximation (LLA) with…

Astrophysics · Physics 2015-06-24 Zacharias A. M. Protogeros , Adrian L. Melott , Robert J. Scherrer

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Statistics Theory · Mathematics 2023-01-18 Martin Genzel , Christian Kipp
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