Related papers: Ising Models with Latent Conditional Gaussian Vari…
In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…
We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…
There have been two separate lines of work on estimating Ising models: (1) estimating them from multiple independent samples under minimal assumptions about the model's interaction matrix; and (2) estimating them from one sample in…
Sparsity is a desirable attribute. It can lead to more efficient and more effective representations compared to the dense model. Meanwhile, learning sparse latent representations has been a challenging problem in the field of computer…
Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…
We study the problem of selecting limited features to observe such that models trained on them can perform well simultaneously across multiple subpopulations. This problem has applications in settings where collecting each feature is…
Unsupervised estimation of latent variable models is a fundamental problem central to numerous applications of machine learning and statistics. This work presents a principled approach for estimating broad classes of such models, including…
In recent years, Ising prior with the network information for the "in" or "out" binary random variable in Bayesian variable selections has received more and more attentions. In this paper, we discover that even without the informative prior…
A semi-parametric, non-linear regression model in the presence of latent variables is introduced. These latent variables can correspond to unmodeled phenomena or unmeasured agents in a complex networked system. This new formulation allows…
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…
Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…
Regression models with both high-dimensional responses and covariates have attracted growing attention. Standard multivariate regression models become inadequate when the response variables depend not only on observed covariates but also on…
We present novel information-theoretic limits on detecting sparse changes in Ising models, a problem that arises in many applications where network changes can occur due to some external stimuli. We show that the sample complexity for…
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 use of Bayesian information criteria for selection of the graph underlying an Ising model. In an Ising model, the full conditional distributions of each variable form logistic regression models, and variable selection…
Variational autoencoders employ an encoding neural network to generate a probabilistic representation of a data set within a low-dimensional space of latent variables followed by a decoding stage that maps the latent variables back to the…
Recent work has shown that probabilistic models based on pairwise interactions-in the simplest case, the Ising model-provide surprisingly accurate descriptions of experiments on real biological networks ranging from neurons to genes.…
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…
We study sparse group Lasso for high-dimensional double sparse linear regression, where the parameter of interest is simultaneously element-wise and group-wise sparse. This problem is an important instance of the simultaneously structured…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. While naturally cast as a combinatorial optimization problem, variable or feature selection admits a convex relaxation through the…