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A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation may be implemented using numerical integration, the approach…

Methodology · Statistics 2018-02-20 Shiqing Yu , Mathias Drton , Ali Shojaie

A common challenge in estimating parameters of probability density functions is the intractability of the normalizing constant. While in such cases maximum likelihood estimation may be implemented using numerical integration, the approach…

Machine Learning · Statistics 2019-05-21 Shiqing Yu , Mathias Drton , Ali Shojaie

Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by…

Methodology · Statistics 2016-03-24 Lina Lin , Mathias Drton , Ali Shojaie

Likelihood-based estimation methods involve the normalising constant of the model distributions, expressed as a function of the parameter. However in many problems this function is not easily available, and then less efficient but more…

Methodology · Statistics 2019-04-30 Silvia Columbu , Valentina Mameli , Monica Musio , A. Philip Dawid

In many families of distributions, maximum likelihood estimation is intractable because the normalization constant for the density which enters into the likelihood function is not easily available. The score matching estimator of…

Statistics Theory · Mathematics 2014-09-03 Peter G. M. Forbes , Steffen Lauritzen

Pairwise Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. Variables correspond to nodes of a graph, with edges between nodes corresponding to conditional…

Statistics Theory · Mathematics 2018-09-18 Eric Janofsky

Proposed in Hyv\"arinen (2005), score matching is a parameter estimation procedure that does not require computation of distributional normalizing constants. In this work we utilize the geometric median of means to develop a robust score…

Machine Learning · Statistics 2025-06-23 Richard Schwank , Andrew McCormack , Mathias Drton

The Bayes factor is a widely used criterion in model comparison and its logarithm is a difference of out-of-sample predictive scores under the logarithmic scoring rule. However, when some of the candidate models involve vague priors on…

Methodology · Statistics 2018-09-07 Stephane Shao , Pierre E. Jacob , Jie Ding , Vahid Tarokh

We propose a new class of semiparametric exponential family graphical models for the analysis of high dimensional mixed data. Different from the existing mixed graphical models, we allow the nodewise conditional distributions to be…

Machine Learning · Statistics 2015-10-16 Zhuoran Yang , Yang Ning , Han Liu

The aim of this paper is to compare numerically the performance of two estimators based on Hyv\"arinen's local homogeneous scoring rule with that of the full and the pairwise maximum likelihood estimators. In particular, two different model…

Methodology · Statistics 2014-09-15 Valentina Mameli , Monica Musio , A. Philip Dawid

Many algorithms and applications involve repeatedly solving variations of the same inference problem; for example we may want to introduce new evidence to the model or perform updates to conditional dependencies. The goal of adaptive…

Data Structures and Algorithms · Computer Science 2012-06-18 Umut A. Acar , Alexander T. Ihler , Ramgopal Mettu , Ozgur Sumer

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…

Methodology · Statistics 2018-03-22 Geneviève Robin , Christophe Ambroise , Stéphane Robin

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

We investigate a generic problem of learning pairwise exponential family graphical models with pairwise sufficient statistics defined by a global mapping function, e.g., Mercer kernels. This subclass of pairwise graphical models allow us to…

Machine Learning · Statistics 2013-11-25 Xiao-Tong Yuan , Ping Li , Tong Zhang

This paper examines the issue of fairness in the estimation of graphical models (GMs), particularly Gaussian, Covariance, and Ising models. These models play a vital role in understanding complex relationships in high-dimensional data.…

Machine Learning · Computer Science 2024-11-11 Zhuoping Zhou , Davoud Ataee Tarzanagh , Bojian Hou , Qi Long , Li Shen

We propose a novel algorithm for the support estimation of partially known Gaussian graphical models that incorporates prior information about the underlying graph. In contrast to classical approaches that provide a point estimate based on…

Machine Learning · Statistics 2024-02-26 Martín Sevilla , Antonio García Marques , Santiago Segarra

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…

Machine Learning · Statistics 2019-10-31 Victor Garcia Satorras , Zeynep Akata , Max Welling

Many probabilistic models that have an intractable normalizing constant may be extended to contain covariates. Since the evaluation of the exact likelihood is difficult or even impossible for these models, score matching was proposed to…

Statistics Theory · Mathematics 2022-03-21 Jiazhen Xu , Janice L. Scealy , Andrew T. A. Wood , Tao Zou

The paper introduces a generalization for known probabilistic models such as log-linear and graphical models, called here multiplicative models. These models, that express probabilities via product of parameters are shown to capture…

Artificial Intelligence · Computer Science 2012-06-18 Ydo Wexler , Christopher Meek

Statisticians often face the choice between using probability models or a paradigm defined by minimising a loss function. Both approaches are useful and, if the loss can be re-cast into a proper probability model, there are many tools to…

Methodology · Statistics 2022-03-29 Jack Jewson , David Rossell
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