Related papers: Two generalizations of Markov blankets
Undirected graphical models have been successfully used to jointly model the spatial and the spectral dependencies in earth observing hyperspectral images. They produce less noisy, smooth, and spatially coherent land cover maps and give top…
Understanding causal relationships between variables is a fundamental problem with broad impact in numerous scientific fields. While extensive research has been dedicated to learning causal graphs from data, its complementary concept of…
Markov combination is an operation that takes two statistical models and produces a third whose marginal distributions include those of the original models. Building upon and extending existing work in the Gaussian case, we develop Markov…
Training generative models that capture rich semantics of the data and interpreting the latent representations encoded by such models are very important problems in un-/self-supervised learning. In this work, we provide a simple algorithm…
Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…
Markov random fields are known to be fully characterized by properties of their information diagrams, or I-diagrams. In particular, for Markov random fields, regions in the I-diagram corresponding to disconnected vertex sets in the graph…
We derive an explicit link between Gaussian Markov random fields on metric graphs and graphical models, and in particular show that a Markov random field restricted to the vertices of the graph is, under mild regularity conditions, a…
Variable-order Markov models generate sequences over a finite alphabet by conditioning each symbol on the longest available suffix of the generated history. Regular constraints, by contrast, describe finite-horizon control requirements by…
We propose a method for learning Markov network structures for continuous data without invoking any assumptions about the distribution of the variables. The method makes use of previous work on a non-parametric estimator for mutual…
We derive expressions for the dispersion for two classes of random variables in Markov processes. Random variables like current and activity pertain to the first class, which is composed by random variables that change whenever a jump in…
We introduce efficient Markov chain Monte Carlo methods for inference and model determination in multivariate and matrix-variate Gaussian graphical models. Our framework is based on the G-Wishart prior for the precision matrix associated…
We consider situations where data have been collected such that the sampling depends on the outcome of interest and possibly further covariates, as for instance in case-control studies. Graphical models represent assumptions about the…
The goal of this paper is to analyze distributional Markov Decision Processes as a class of control problems in which the objective is to learn policies that steer the distribution of a cumulative reward toward a prescribed target law,…
We show that, for generative classifiers, conditional independence corresponds to linear constraints for the induced discrimination functions. Discrimination functions of undirected Markov network classifiers can thus be characterized by…
The analysis of high-dimensional time series data has become increasingly important across a wide range of fields. Recently, a method for constructing the minimum information Markov kernel on finite state spaces was established. In this…
The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…
We provide a parameterization of the discrete nested Markov model, which is a supermodel that approximates DAG models (Bayesian network models) with latent variables. Such models are widely used in causal inference and machine learning. 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…
We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph…
This article proposes a new generalization of the Multivariate Markov Chains (MMC) model. The future values of a Markov chain commonly depend on only the past values of the chain in an autoregressive fashion. The generalization proposed in…