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This work aims at recovering signals that are sparse on graphs. Compressed sensing offers techniques for signal recovery from a few linear measurements and graph Fourier analysis provides a signal representation on graph. In this paper, we…

Machine Learning · Computer Science 2015-06-22 Xavier Bresson , Thomas Laurent , James von Brecht

Gaussian graphical models with sparsity in the inverse covariance matrix are of significant interest in many modern applications. For the problem of recovering the graphical structure, information criteria provide useful optimization…

Statistics Theory · Mathematics 2010-12-01 Rina Foygel , Mathias Drton

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…

Methodology · Statistics 2022-05-24 Jingfei Zhang , Yi Li

The dual normal factor graph and the factor graph duality theorem have been considered for discrete graphical models. In this paper, we show an application of the factor graph duality theorem to continuous graphical models. Specifically, we…

Methodology · Statistics 2021-11-04 Mehdi Molkaraie

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

A Bayesian approach is used to estimate the covariance matrix of Gaussian data. Ideas from Gaussian graphical models and model selection are used to construct a prior for the covariance matrix that is a mixture over all decomposable graphs.…

Methodology · Statistics 2007-06-12 Helen Armstrong , Christopher K. Carter , Kevin F. Wong , Robert Kohn

One of the fundamental tasks of science is to find explainable relationships between observed phenomena. One approach to this task that has received attention in recent years is based on probabilistic graphical modelling with sparsity…

Machine Learning · Statistics 2014-04-16 Peter Orchard , Felix Agakov , Amos Storkey

In Gaussian graphical model selection, noise-corrupted samples present significant challenges. It is known that even minimal amounts of noise can obscure the underlying structure, leading to fundamental identifiability issues. A recent line…

Machine Learning · Statistics 2024-05-09 Abrar Zahin , Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut , Gautam Dasarathy

Sparse estimation for Gaussian graphical models is a crucial technique for making the relationships among numerous observed variables more interpretable and quantifiable. Various methods have been proposed, including graphical lasso, which…

Machine Learning · Computer Science 2024-08-09 Tomokaze Shiratori , Yuichi Takano

Link prediction aims to reveal missing edges in a graph. We address this task with a Gaussian process that is transformed using simplified graph convolutions to better leverage the inductive bias of the domain. To scale the Gaussian process…

Machine Learning · Computer Science 2020-02-12 Felix L. Opolka , Pietro Liò

We consider the problem of estimating high-dimensional covariance matrices of a particular structure, which is a summation of low rank and sparse matrices. This covariance structure has a wide range of applications including factor analysis…

Methodology · Statistics 2013-10-17 Lin Zhang , Abhra Sarkar , Bani K. Mallick

We consider the problem of estimating differences in two multi-attribute Gaussian graphical models (GGMs) which are known to have similar structure, using a penalized D-trace loss function with non-convex penalties. The GGM structure is…

Machine Learning · Statistics 2025-05-16 Jitendra K Tugnait

Large-scale precision matrix estimation is of fundamental importance yet challenging in many contemporary applications for recovering Gaussian graphical models. In this paper, we suggest a new approach of innovated scalable efficient…

Methodology · Statistics 2016-05-12 Yingying Fan , Jinchi Lv

Graphical model selection is a seemingly impossible task when many pairs of variables are never jointly observed; this requires inference of conditional dependencies with no observations of corresponding marginal dependencies. This…

Statistics Theory · Mathematics 2023-02-16 Giuseppe Vinci , Gautam Dasarathy , Genevera I. Allen

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam

Graphs have become pervasive tools to represent information and datasets with irregular support. However, in many cases, the underlying graph is either unavailable or naively obtained, calling for more advanced methods to its estimation.…

Signal Processing · Electrical Eng. & Systems 2023-03-14 Andrei Buciulea , Antonio G. Marques

Recent papers have formulated the problem of learning graphs from data as an inverse covariance estimation with graph Laplacian constraints. While such problems are convex, existing methods cannot guarantee that solutions will have specific…

Machine Learning · Statistics 2018-05-09 Eduardo Pavez , Hilmi E. Egilmez , Antonio Ortega

We present a variation of a quantum algorithm for the machine learning task of classification with graph-structured data. The algorithm implements a feature extraction strategy that is based on Gaussian boson sampling (GBS) a near term…

Quantum Physics · Physics 2026-05-13 Amanuel Anteneh , Olivier Pfister

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…

Methodology · Statistics 2018-02-09 Sacha Epskamp , Lourens J. Waldorp , René Mõttus , Denny Borsboom

The truncated plurigaussian model is often used to simulate the spatial distribution of random categorical variables such as geological facies. The problems addressed in this paper are the estimation of parameters of the truncation map for…

Statistics Theory · Mathematics 2015-08-07 Alina Astrakova , Dean S. Oliver , Christian Lantuéjoul