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In statistics, assuming samples are independent is reasonable. However, this property can fail to hold for the features, a distinction that has led to several lines of work aiming to remove the latter assumption of independence present in…

Probability · Mathematics 2026-02-03 Simona Diaconu

Inferring a graphical model or network from observational data from a large number of variables is a well studied problem in machine learning and computational statistics. In this paper we consider a version of this problem that is relevant…

Methodology · Statistics 2013-12-06 Andy Dahl , Victoria Hore , Valentina Iotchkova , Jonathan Marchini

Multivariate categorical data occur in many applications of machine learning. One of the main difficulties with these vectors of categorical variables is sparsity. The number of possible observations grows exponentially with vector length,…

Machine Learning · Statistics 2015-03-10 Yarin Gal , Yutian Chen , Zoubin Ghahramani

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

Tensor time series (TTS) data, a generalization of one-dimensional time series on a high-dimensional space, is ubiquitous in real-world scenarios, especially in monitoring systems involving multi-source spatio-temporal data (e.g.,…

Machine Learning · Computer Science 2023-06-08 Jiewen Deng , Jinliang Deng , Renhe Jiang , Xuan Song

Tensor models play an increasingly prominent role in many fields, notably in machine learning. In several applications, such as community detection, topic modeling and Gaussian mixture learning, one must estimate a low-rank signal from a…

Machine Learning · Statistics 2022-06-16 José Henrique de Morais Goulart , Romain Couillet , Pierre Comon

We study asymmetric rank-one spiked tensor models in the high-dimensional regime, where the noise entries are independent and identically distributed with zero mean, unit variance, and finite fourth moment. This extends the classical…

Statistics Theory · Mathematics 2026-03-12 Yanjin Xiang , Zhihua Zhang

The integration of physical relationships into stochastic models is of major interest e.g. in data assimilation. Here, a multivariate Gaussian random field formulation is introduced, which represents the differential relations of the…

Applications · Statistics 2018-02-14 Rüdiger Hewer , Petra Friederichs , Andreas Hense , Martin Schlather

Many machine learning applications use latent variable models to explain structure in data, whereby visible variables (= coordinates of the given datapoint) are explained as a probabilistic function of some hidden variables. Finding…

Machine Learning · Computer Science 2016-12-30 Sanjeev Arora , Rong Ge , Tengyu Ma , Andrej Risteski

We present a method for modelling the covariance structure of tensor-variate data, with the ulterior aim of learning an unknown model parameter vector using such data. We express the high-dimensional observable as a function of this sought…

Applications · Statistics 2015-12-18 Kangrui Wang , Dalia Chakrabarty

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…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

Ising models describe the joint probability distribution of a vector of binary feature variables. Typically, not all the variables interact with each other and one is interested in learning the presumably sparse network structure of the…

Machine Learning · Computer Science 2019-07-09 Frank Nussbaum , Joachim Giesen

This work proposes a scalable probabilistic latent variable model based on Gaussian processes (Lawrence, 2004) in the context of multiple observation spaces. We focus on an application in astrophysics where data sets typically contain both…

Astrophysics of Galaxies · Physics 2025-02-28 Vidhi Lalchand , Anna-Christina Eilers

Based on the tensor tree network with the Born machine framework, we propose a general method for constructing a generative model by expressing the target distribution function as the amplitude of the quantum wave function represented by a…

Machine Learning · Computer Science 2025-04-04 Kenji Harada , Tsuyoshi Okubo , Naoki Kawashima

We show that density models describing multiple observables with (i) hard boundaries and (ii) dependence on external parameters may be created using an auto-regressive Gaussian mixture model. The model is designed to capture how observable…

Data Analysis, Statistics and Probability · Physics 2022-02-01 Stephen B. Menary , Darren D. Price

This work considers the notion of random tensors and reviews some fundamental concepts in statistics when applied to a tensor based data or signal. In several engineering fields such as Communications, Signal Processing, Machine learning,…

Statistics Theory · Mathematics 2024-04-24 Divyanshu Pandey , Alexis Decurninge , Harry Leib

Modeling joint probability distributions over sequences has been studied from many perspectives. The physics community developed matrix product states, a tensor-train decomposition for probabilistic modeling, motivated by the need to…

Machine Learning · Computer Science 2020-10-22 Siddarth Srinivasan , Sandesh Adhikary , Jacob Miller , Guillaume Rabusseau , Byron Boots

We address the problem of robust estimation of sparse high dimensional tensor elliptical graphical model. Most of the research focus on tensor graphical model under normality. To extend the tensor graphical model to more heavy-tailed…

Methodology · Statistics 2025-08-04 Jixuan Liu , Zhengke Lu , Le Zhou , Long Feng , Zhaojun Wang

Multilayer networks have become increasingly ubiquitous across diverse scientific fields, ranging from social sciences and biology to economics and international relations. Despite their broad applications, the inferential theory for…

Methodology · Statistics 2026-02-24 Zhaozhe Liu , Gongjun Xu , Haoran Zhang

Multiview latent-variable models provide a fundamental framework for discrete data analysis, with applications to latent structure models, topic models, and mixtures of product distributions. In the discrete setting, the joint distribution…

Methodology · Statistics 2026-05-26 Runshi Tang , Julien Chhor , Olga Klopp , Alexandre B. Tsybakov , Anru R. Zhang