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Graphical models and factor analysis are well-established tools in multivariate statistics. While these models can be both linked to structures exhibited by covariance and precision matrices, they are generally not jointly leveraged within…

Machine Learning · Statistics 2023-08-02 Alexandre Hippert-Ferrer , Florent Bouchard , Ammar Mian , Titouan Vayer , Arnaud Breloy

The area of Data Analytics on graphs promises a paradigm shift as we approach information processing of classes of data, which are typically acquired on irregular but structured domains (social networks, various ad-hoc sensor networks).…

Information Theory · Computer Science 2019-08-13 Ljubisa Stankovic , Danilo Mandic , Milos Dakovic , Milos Brajovic , Bruno Scalzo , Tony Constantinides

This work proposes an algorithmic framework to learn time-varying graphs from online data. The generality offered by the framework renders it model-independent, i.e., it can be theoretically analyzed in its abstract formulation and then…

Machine Learning · Computer Science 2022-05-25 Alberto Natali , Elvin Isufi , Mario Coutino , Geert Leus

Laplacian mixture models identify overlapping regions of influence in unlabeled graph and network data in a scalable and computationally efficient way, yielding useful low-dimensional representations. By combining Laplacian eigenspace and…

Machine Learning · Statistics 2018-10-03 Daniel Korenblum

In this paper, we focus on learning product graphs from multi-domain data. We assume that the product graph is formed by the Cartesian product of two smaller graphs, which we refer to as graph factors. We pose the product graph learning…

Machine Learning · Computer Science 2020-12-16 Sai Kiran Kadambari , Sundeep Prabhakar Chepuri

We propose a graph spectrum-based Gaussian process for prediction of signals defined on nodes of the graph. The model is designed to capture various graph signal structures through a highly adaptive kernel that incorporates a flexible…

Machine Learning · Computer Science 2020-10-29 Yin-Cong Zhi , Yin Cheng Ng , Xiaowen Dong

Graphs are ubiquitous in modelling relational structures. Recent endeavours in machine learning for graph-structured data have led to many architectures and learning algorithms. However, the graph used by these algorithms is often…

Machine Learning · Statistics 2020-06-25 Soumyasundar Pal , Saber Malekmohammadi , Florence Regol , Yingxue Zhang , Yishi Xu , Mark Coates

This paper provides a construction method of the nearest graph Laplacian to a matrix identified from measurement data of graph Laplacian dynamics that include biochemical systems, synchronization systems, and multi-agent systems. We…

Optimization and Control · Mathematics 2018-06-20 Kazuhiro Sato

This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Tatsuya Koyakumaru , Masahiro Yukawa , Eduardo Pavez , Antonio Ortega

Time series forecasting is an extensively studied subject in statistics, economics, and computer science. Exploration of the correlation and causation among the variables in a multivariate time series shows promise in enhancing the…

Machine Learning · Computer Science 2021-04-22 Chao Shang , Jie Chen , Jinbo Bi

Graph Neural Networks (GNN) have recently gained popularity in the forecasting domain due to their ability to model complex spatial and temporal patterns in tasks such as traffic forecasting and region-based demand forecasting. Most of…

Machine Learning · Computer Science 2023-12-08 Abishek Sriramulu , Nicolas Fourrier , Christoph Bergmeir

Accurate and robust stock trend forecasting has been a crucial and challenging task, as stock price changes are influenced by multiple factors. Graph neural network-based methods have recently achieved remarkable success in this domain by…

Statistical Finance · Quantitative Finance 2024-10-11 Yingjie Niu , Lanxin Lu , Rian Dolphin , Valerio Poti , Ruihai Dong

Learning meaningful graphs from data plays important roles in many data mining and machine learning tasks, such as data representation and analysis, dimension reduction, data clustering, and visualization, etc. In this work, for the first…

Machine Learning · Computer Science 2020-07-30 Yongyu Wang , Zhiqiang Zhao , Zhuo Feng

Graphs are widely used as a popular representation of the network structure of connected data. Graph data can be found in a broad spectrum of application domains such as social systems, ecosystems, biological networks, knowledge graphs, and…

Machine Learning · Computer Science 2021-05-04 Feng Xia , Ke Sun , Shuo Yu , Abdul Aziz , Liangtian Wan , Shirui Pan , Huan Liu

There is a deep and interesting connection between the topological properties of a graph and the behaviour of the dynamical system defined on it. We analyse various kind of graphs, with different contrasting connectivity or degree…

Combinatorics · Mathematics 2017-05-01 Barbara Giunti , Vincenzo Perri

Network data are becoming increasingly available, and so there is a need to develop suitable methodology for statistical analysis. Networks can be represented as graph Laplacian matrices, which are a type of manifold-valued data. Our main…

Methodology · Statistics 2020-10-02 Katie E. Severn , Ian L. Dryden , Simon P. Preston

Joint network topology inference represents a canonical problem of jointly learning multiple graph Laplacian matrices from heterogeneous graph signals. In such a problem, a widely employed assumption is that of a simple common component…

Statistics Theory · Mathematics 2021-07-09 Yanli Yuan , De Wen Soh , Xiao Yang , Kun Guo , Tony Q. S. Quek

This work focuses on exploring the potential benefits of introducing a nonlinear Laplacian in Sheaf Neural Networks for graph-related tasks. The primary aim is to understand the impact of such nonlinearity on diffusion dynamics, signal…

Machine Learning · Computer Science 2024-03-04 Olga Zaghen

Mining natural associations from high-dimensional spatiotemporal signals plays an important role in various fields including biology, climatology, and financial analysis. However, most existing works have mainly studied time-independent…

Social and Information Networks · Computer Science 2020-12-08 Yueliang Liu , Wenbin Guo , Kangyong You , Lei Zhao , Tao Peng , Wenbo Wang

The Laplacian-constrained Gaussian Markov Random Field (LGMRF) is a common multivariate statistical model for learning a weighted sparse dependency graph from given data. This graph learning problem can be formulated as a maximum likelihood…

Machine Learning · Computer Science 2024-04-15 Yakov Medvedovsky , Eran Treister , Tirza Routtenberg