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Spatio-temporal data sets are rapidly growing in size. For example, environmental variables are measured with ever-higher resolution by increasing numbers of automated sensors mounted on satellites and aircraft. Using such data, which are…

Methodology · Statistics 2019-11-14 Marcin Jurek , Matthias Katzfuss

Pair-wise Markov random fields (MRF) are considered for application to the development of low complexity, iterative MIMO detection. Specifically, we consider two types of MRF, namely, the fully-connected and ring-type. For the edge…

Information Theory · Computer Science 2010-11-23 Seokhyun Yoon , Jun Heo

Statistical Relational Learning (SRL) models have attracted significant attention due to their ability to model complex data while handling uncertainty. However, most of these models have been limited to discrete domains due to their…

Machine Learning · Computer Science 2021-10-20 Yuqiao Chen , Sriraam Natarajan , Nicholas Ruozzi

We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…

Computation · Statistics 2021-08-17 Yves Atchadé , Liwei Wang

Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a…

Machine Learning · Computer Science 2012-07-03 Doina Precup , Philip Bachman

Hidden Markov models (HMMs) are powerful tools for analysing time series data that depend on discrete underlying but unobserved states. As such, they have gained prominence across numerous empirical disciplines, in particular ecology,…

Methodology · Statistics 2026-03-19 Jan-Ole Fischer

Iterative methods for fitting a Gaussian Random Field (GRF) model via maximum likelihood (ML) estimation requires solving a nonconvex optimization problem. The problem is aggravated for anisotropic GRFs where the number of covariance…

Machine Learning · Statistics 2021-01-12 Sam Davanloo Tajbakhsh , Necdet Serhat Aybat , Enrique Del Castillo

Gaussian Markov random fields (GMRFs) are frequently used as computationally efficient models in spatial statistics. Unfortunately, it has traditionally been difficult to link GMRFs with the more traditional Gaussian random field models as…

Statistics Theory · Mathematics 2011-11-01 Daniel Simpson , Finn Lindgren , Håvard Rue

In spatial statistics, a common method for prediction over a Gaussian random field (GRF) is maximum likelihood estimation combined with kriging. For massive data sets, kriging is computationally intensive, both in terms of CPU time and…

Methodology · Statistics 2018-09-28 Karl T. Pazdernik , Ranjan Maitra , Douglas Nychka , Stephen Sain

Graphical models for structured domains are powerful tools, but the computational complexities of combinatorial prediction spaces can force restrictions on models, or require approximate inference in order to be tractable. Instead of…

Machine Learning · Computer Science 2013-09-27 Stephen Bach , Bert Huang , Ben London , Lise Getoor

Markov random fields (MRFs) are a powerful tool for modelling statistical dependencies for a set of random variables using a graphical representation. An important computational problem related to MRFs, called maximum a posteriori (MAP)…

Data Structures and Algorithms · Computer Science 2017-08-11 Alexander Bauer , Shinichi Nakajima , Nico Görnitz , Klaus-Robert Müller

Many problems in real-world applications involve predicting several random variables which are statistically related. Markov random fields (MRFs) are a great mathematical tool to encode such relationships. The goal of this paper is to…

Machine Learning · Computer Science 2015-04-29 Liang-Chieh Chen , Alexander G. Schwing , Alan L. Yuille , Raquel Urtasun

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

We study the problem of learning tree-structured Markov random fields (MRF) on discrete random variables with common support when the observations are corrupted by a $k$-ary symmetric noise channel with unknown probability of error. For…

Machine Learning · Statistics 2021-06-15 Ashish Katiyar , Soumya Basu , Vatsal Shah , Constantine Caramanis

Fully finetuning foundation language models (LMs) with billions of parameters is often impractical due to high computational costs, memory requirements, and the risk of overfitting. Although methods like low-rank adapters help address these…

Machine Learning · Computer Science 2026-02-11 Jonathan Svirsky , Yehonathan Refael , Ofir Lindenbaum

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

Machine Learning · Statistics 2022-07-26 Michael Y. -S. Fang , Mayur Mudigonda , Ryan Zarcone , Amir Khosrowshahi , Bruno A. Olshausen

We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…

Machine Learning · Computer Science 2023-11-14 Dimitris Bertsimas , Vassilis Digalakis , Michael Linghzi Li , Omar Skali Lami

We formulate a new inference task in the domain of multivariate time series forecasting (MTSF), called Variable Subset Forecast (VSF), where only a small subset of the variables is available during inference. Variables are absent during…

Machine Learning · Computer Science 2022-06-28 Jatin Chauhan , Aravindan Raghuveer , Rishi Saket , Jay Nandy , Balaraman Ravindran

The aim of this paper is to propose diffusion strategies for distributed estimation over adaptive networks, assuming the presence of spatially correlated measurements distributed according to a Gaussian Markov random field (GMRF) model. The…

Systems and Control · Computer Science 2015-06-22 Paolo Di Lorenzo

Probabilistic graphical models, such as Markov random fields (MRF), exploit dependencies among random variables to model a rich family of joint probability distributions. Sophisticated inference algorithms, such as belief propagation (BP),…

Social and Information Networks · Computer Science 2020-04-22 Yifei Liu , Chao Chen , Xi Zhang , Sihong Xie