Related papers: sparta: Sparse Tables and their Algebra with a Vie…
Taking projections of high-dimensional data is a common analytical and visualisation technique in statistics for working with high-dimensional problems. Sectioning, or slicing, through high dimensions is less common, but can be useful for…
We introduce a nonlinear method for directly embedding large, sparse, stochastic graphs into low-dimensional spaces, without requiring vertex features to reside in, or be transformed into, a metric space. Graph data and models are prevalent…
We present StochasticPrograms.jl, a user-friendly and powerful open-source framework for stochastic programming written in the Julia language. The framework includes both modeling tools and structure-exploiting optimization algorithms.…
Multiplication of a sparse matrix with another (dense or sparse) matrix is a fundamental operation that captures the computational patterns of many data science applications, including but not limited to graph algorithms, sparsely connected…
Distributions on integers are ubiquitous in probabilistic modeling but remain challenging for many of today's probabilistic programming languages (PPLs). The core challenge comes from discrete structure: many of today's PPL inference…
A set of independence statements may define the independence structure of interest in a family of joint probability distributions. This structure is often captured by a graph that consists of nodes representing the random variables and of…
Online learning algorithms update models via one sample per iteration, thus efficient to process large-scale datasets and useful to detect malicious events for social benefits, such as disease outbreak and traffic congestion on the fly.…
We present graph-based modeling abstractions to represent cyber-physical dependencies arising in complex systems. Specifically, we propose an algebraic graph abstraction to capture physical connectivity in complex optimization models and a…
Probabilistic graphical models combine the graph theory and probability theory to give a multivariate statistical modeling. They provide a unified description of uncertainty using probability and complexity using the graphical model.…
Random projection is often used to project higher-dimensional vectors onto a lower-dimensional space, while approximately preserving their pairwise distances. It has emerged as a powerful tool in various data processing tasks and has…
This paper describes a hierarchical learning strategy for generating sparse representations of multivariate datasets. The hierarchy arises from approximation spaces considered at successively finer scales. A detailed analysis of stability,…
We introduce a sufficient graphical model by applying the recently developed nonlinear sufficient dimension reduction techniques to the evaluation of conditional independence. The graphical model is nonparametric in nature, as it does not…
In this work, we consider an extension of graphical models to random graphs, trees, and other objects. To do this, many fundamental concepts for multivariate random variables (e.g., marginal variables, Gibbs distribution, Markov properties)…
This paper is concerned with high-dimensional panel data models where the number of regressors can be much larger than the sample size. Under the assumption that the true parameter vector is sparse we propose a panel-Lasso estimator and…
Graphical models are commonly used tools for modeling multivariate random variables. While there exist many convenient multivariate distributions such as Gaussian distribution for continuous data, mixed data with the presence of discrete…
This paper presents the R package gRapHD for efficient selection of high-dimensional undirected graphical models. The package provides tools for selecting trees, forests and decomposable models minimizing information criteria such as AIC or…
In this paper, we address the problem of conducting statistical inference in settings involving large-scale data that may be high-dimensional and contaminated by outliers. The high volume and dimensionality of the data require distributed…
Recent years have seen a rapid expansion of the model space explored in statistical phylogenetics, emphasizing the need for new approaches to statistical model representation and software development. Clear communication and representation…
The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged at both the group and individual predictor level. In this…
Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…