Related papers: Two-sample inference for high-dimensional Markov n…
This paper studies the matched network inference problem, where the goal is to determine if two networks, defined on a common set of nodes, exhibit a specific form of stochastic similarity. Two notions of similarity are considered: (i)…
Network moments--rescaled counts of motifs such as stars and triangles--are fundamental summaries of network structure, widely used in goodness-of-fit testing, model selection, and network comparison. While the univariate distribution of a…
By generating the specifics of a network structure only when needed (on-the-fly), we derive a simple stochastic process that exactly models the time evolution of susceptible-infectious dynamics on finite-size networks. The small number of…
Dynamic networks models describe a growing number of important scientific processes, from cell biology and epidemiology to sociology and finance. There are many aspects of dynamical networks that require statistical considerations. In this…
Two-sample testing is a fundamental problem in statistics. Despite its long history, there has been renewed interest in this problem with the advent of high-dimensional and complex data. Specifically, in the machine learning literature,…
Determining the strength of non-linear statistical dependencies between two variables is a crucial matter in many research fields. The established measure for quantifying such relations is the mutual information. However, estimating mutual…
The detection of hidden two-dimensional Gauss-Markov random fields using sensor networks is considered. Under a conditional autoregressive model, the error exponent for the Neyman-Pearson detector satisfying a fixed level constraint is…
Multilayer (or deep) networks are powerful probabilistic models based on multiple stages of a linear transform followed by a non-linear (possibly random) function. In general, the linear transforms are defined by matrices and the non-linear…
We propose a novel way of modelling time-varying networks, by inducing two-way sparsity on local models of node connectivity. This two-way sparsity separately promotes sparsity across time and sparsity across variables (within time).…
This paper deals with the problem of estimating second-order parameter sensitivities for stochastic reaction networks, where the reaction dynamics is modeled as a continuous time Markov chain over a discrete state space. Estimation of such…
Sparse networks can be found in a wide range of applications, such as biological and communication networks. Inference of such networks from data has been receiving considerable attention lately, mainly driven by the need to understand and…
Whole-brain network analyses remain the vanguard in neuroimaging research, coming to prominence within the last decade. Network science approaches have facilitated these analyses and allowed examining the brain as an integrated system.…
Markov chain Monte Carlo methods are often deemed too computationally intensive to be of any practical use for big data applications, and in particular for inference on datasets containing a large number $n$ of individual data points, also…
Doubly intractable distributions arise in many settings, for example in Markov models for point processes and exponential random graph models for networks. Bayesian inference for these models is challenging because they involve intractable…
Generative Adversarial Networks (GANs) are modern methods to learn the underlying distribution of a data set. GANs have been widely used in sample synthesis, de-noising, domain transfer, etc. GANs, however, are designed in a model-free…
Undirected probabilistic graphical models represent the conditional dependencies, or Markov properties, of a collection of random variables. Knowing the sparsity of such a graphical model is valuable for modeling multivariate distributions…
We study the problem of comparing a pair of geometric networks that may not be similarly defined, i.e., when they do not have one-to-one correspondences between their nodes and edges. Our motivating application is to compare power…
Bayesian estimation of Gaussian graphical models has proven to be challenging because the conjugate prior distribution on the Gaussian precision matrix, the G-Wishart distribution, has a doubly intractable partition function. Recent…
While it is common practice in applied network analysis to report various standard network summary statistics, these numbers are rarely accompanied by uncertainty quantification. Yet any error inherent in the measurements underlying the…
Hidden Markov Models (HMMs) can be accurately approximated using co-occurrence frequencies of pairs and triples of observations by using a fast spectral method in contrast to the usual slow methods like EM or Gibbs sampling. We provide a…