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In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model is a restraint on sparsity of precision matrices, and a…

Statistics Theory · Mathematics 2023-03-03 Qiuyan Zhang , Zhidong Bai , Lingrui Li , Hu Yang

Unsupervised anomaly detection aims to identify anomalous samples from highly complex and unstructured data, which is pervasive in both fundamental research and industrial applications. However, most existing methods neglect the complex…

Machine Learning · Computer Science 2020-10-20 Haoyi Fan , Fengbin Zhang , Ruidong Wang , Liang Xi , Zuoyong Li

We propose to learn latent graphical models when data have mixed variables and missing values. This model could be used for further data analysis, including regression, classification, ranking etc. It also could be used for imputing missing…

Methodology · Statistics 2015-11-17 Xiao Li , Jinzhu Jia , Yuan Yao

Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In…

Machine Learning · Computer Science 2013-11-12 Ying Liu , Alan S. Willsky

Time-series datasets are central in machine learning with applications in numerous fields of science and engineering, such as biomedicine, Earth observation, and network analysis. Extensive research exists on state-space models (SSMs),…

Machine Learning · Computer Science 2024-06-17 Emilie Chouzenoux , Victor Elvira

The graphical Lasso (GLASSO) is a widely used algorithm for learning high-dimensional undirected Gaussian graphical models (GGM). Given i.i.d. observations from a multivariate normal distribution, GLASSO estimates the precision matrix by…

Methodology · Statistics 2026-01-15 Ha Nguyen , Sumanta Basu

We consider the problem of estimating multiple related but distinct graphical models on the basis of a high-dimensional data set with observations that belong to distinct classes. A motivating example occurs in the analysis of gene…

Methodology · Statistics 2012-07-12 Patrick Danaher , Pei Wang , Daniela M. Witten

Modern Generative Adversarial Networks are capable of creating artificial, photorealistic images from latent vectors living in a low-dimensional learned latent space. It has been shown that a wide range of images can be projected into this…

Computer Vision and Pattern Recognition · Computer Science 2020-09-15 Jonas Wulff , Antonio Torralba

Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies make the use of this…

Methodology · Statistics 2019-11-18 Luigi Augugliaro , Antonino Abbruzzo , Veronica Vinciotti

In this paper, we investigate the Gaussian graphical model inference problem in a novel setting that we call erose measurements, referring to irregularly measured or observed data. For graphs, this results in different node pairs having…

Methodology · Statistics 2023-05-16 Lili Zheng , Genevera I. Allen

We study causal discovery from observational data in linear Gaussian systems affected by \emph{mixed latent confounding}, where some unobserved factors act broadly across many variables while others influence only small subsets. This…

Machine Learning · Computer Science 2026-01-01 Amir Asiaee , Samhita Pal , James O'quinn , James P. Long

We propose a novel method to learn intractable distributions from their samples. The main idea is to use a parametric distribution model, such as a Gaussian Mixture Model (GMM), to approximate intractable distributions by minimizing the…

Machine Learning · Computer Science 2023-08-15 Chenqiu Zhao , Guanfang Dong , Anup Basu

In this article we propose and validate an unsupervised probabilistic model, Gaussian Latent Dirichlet Allocation (GLDA), for the problem of discrete state discovery from repeated, multivariate psychophysiological samples collected from…

Machine Learning · Computer Science 2022-06-30 Congyu Wu , Aaron Fisher , David Schnyer

High-dimensional graphical models are often estimated using regularization that is aimed at reducing the number of edges in a network. In this work, we show how even simpler networks can be produced by aggregating the nodes of the graphical…

Methodology · Statistics 2021-02-01 Ines Wilms , Jacob Bien

Learning representation on graph plays a crucial role in numerous tasks of pattern recognition. Different from grid-shaped images/videos, on which local convolution kernels can be lattices, however, graphs are fully coordinate-free on…

Machine Learning · Computer Science 2018-11-13 Jiatao Jiang , Zhen Cui , Chunyan Xu , Jian Yang

Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further…

Machine Learning · Statistics 2018-11-13 Haitao Liu , Randy C. Paffenroth , Jian Zou , Chong Zhou

Characterizing the subtle changes of functional brain networks associated with the pathological cascade of Alzheimer's disease (AD) is important for early diagnosis and prediction of disease progression prior to clinical symptoms. We…

Neurons and Cognition · Quantitative Biology 2020-11-12 Mengjia Xu , David Lopez Sanz , Pilar Garces , Fernando Maestu , Quanzheng Li , Dimitrios Pantazis

The Graphical Lasso (GLasso) algorithm is fast and widely used for estimating sparse precision matrices (Friedman et al., 2008). Its central role in the literature of high-dimensional covariance estimation rivals that of Lasso regression…

Computation · Statistics 2024-03-20 Aramayis Dallakyan , Mohsen Pourahmadi

Functional connectivity analysis is an important tool for characterizing interactions among brain regions, particularly in studies of neurodegenerative disorders such as Alzheimer's disease (AD). Gaussian graphical models (GGMs) provide a…

Methodology · Statistics 2026-04-14 Panpan Zhang , Shiying Xiao , W. Hudson Robb , Dandan Liu , Angela L. Jefferson , Jun Yan

We consider the problem of learning a sparse graph underlying an undirected Gaussian graphical model, a key problem in statistical machine learning. Given $n$ samples from a multivariate Gaussian distribution with $p$ variables, the goal is…

Machine Learning · Computer Science 2026-04-07 Kayhan Behdin , Wenyu Chen , Rahul Mazumder