Related papers: Bayesian Analysis of Nonparanormal Graphical Model…
Graphical models have long been studied in statistics as a tool for inferring conditional independence relationships among a large set of random variables. The most existing works in graphical modeling focus on the cases that the data are…
Liu, et al., 2009 developed a transformation of a class of non-Gaussian univariate distributions into Gaussian distributions. Liu and collaborators (2012) subsequently applied the transform to search for graphical causal models for a number…
Gaussian graphical models are often used to infer gene networks based on microarray expression data. Many scientists, however, have begun using high-throughput sequencing technologies to measure gene expression. As the resulting…
In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…
Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…
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…
Graphical network inference is used in many fields such as genomics or ecology to infer the conditional independence structure between variables, from measurements of gene expression or species abundances for instance. In many practical…
Gaussian graphical models are used throughout the natural sciences, social sciences, and economics to model the statistical relationships between variables of interest in the form of a graph. We here provide a pedagogic introduction to…
In this article a novel approach for training deep neural networks using Bayesian techniques is presented. The Bayesian methodology allows for an easy evaluation of model uncertainty and additionally is robust to overfitting. These are…
Current methods for learning graphical models with latent variables and a fixed structure estimate optimal values for the model parameters. Whereas this approach usually produces overfitting and suboptimal generalization performance,…
We consider the problem of flexible modeling of higher order Markov chains when an upper bound on the order of the chain is known but the true order and nature of the serial dependence are unknown. We propose Bayesian nonparametric…
Graphical models provide a powerful methodology for learning the conditional independence structure in multivariate data. Inference is often focused on estimating individual edges in the latent graph. Nonetheless, there is increasing…
We characterize the sample size required for accurate graphical model selection from non-stationary samples. The observed data is modeled as a vector-valued zero-mean Gaussian random process whose samples are uncorrelated but have different…
We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…
This paper addresses the Bayesian calibration of dynamic models with parametric and structural uncertainties, in particular where the uncertain parameters are unknown/poorly known spatio-temporally varying subsystem models. Independent…
This paper studies how to capture dependency graph structures from real data which may not be Gaussian. Starting from marginal loss functions not necessarily derived from probability distributions, we utilize an additive…
The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…
We revisit the replica method for analyzing inference and learning in parametric models, considering situations where the data-generating distribution is unknown or analytically intractable. Instead of assuming idealized distributions to…
We consider a prior for nonparametric Bayesian estimation which uses finite random series with a random number of terms. The prior is constructed through distributions on the number of basis functions and the associated coefficients. We…
Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension…