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Graphical Lasso (GL) is a popular method for learning the structure of an undirected graphical model, which is based on an $l_1$ regularization technique. The objective of this paper is to compare the computationally-heavy GL technique with…

Machine Learning · Statistics 2019-07-02 Salar Fattahi , Somayeh Sojoudi

Gaussian graphical models are recently used in economics to obtain networks of dependence among agents. A widely-used estimator is the Graphical Lasso (GLASSO), which amounts to a maximum likelihood estimation regularized using the…

Econometrics · Economics 2017-10-03 Khai X. Chiong , Hyungsik Roger Moon

Advanced graph neural networks have shown great potentials in graph classification tasks recently. Different from node classification where node embeddings aggregated from local neighbors can be directly used to learn node labels, graph…

Machine Learning · Computer Science 2022-03-16 Hao Jia , Junzhong Ji , Minglong Lei

In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to…

Statistics Theory · Mathematics 2014-01-22 Cristian R. Rojas , Bo Wahlberg

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 (GGMs) are popular tools for studying network structures. However, many modern applications such as gene network discovery and social interactions analysis often involve high-dimensional noisy data with outliers or…

Machine Learning · Statistics 2015-10-30 Eunho Yang , Aurélie C. Lozano

Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…

Methodology · Statistics 2009-05-16 Nicolai Meinshausen , Peter Buehlmann

Smoothing is often used to improve the readability and interpretability of noisy areal data. However there are many instances where the underlying quantity is discontinuous. In this case, specific methods are needed to estimate the…

Methodology · Statistics 2025-05-20 Vivien Goepp , Jan van de Kassteele

This paper studies graph-based active learning, where the goal is to reconstruct a binary signal defined on the nodes of a weighted graph, by sampling it on a small subset of the nodes. A new sampling algorithm is proposed, which…

Machine Learning · Computer Science 2016-05-19 Eyal En Gad , Akshay Gadde , A. Salman Avestimehr , Antonio Ortega

The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from…

Statistics Theory · Mathematics 2016-08-16 Nicolai Meinshausen , Peter Bühlmann

The fused lasso, also known as total-variation denoising, is a locally-adaptive function estimator over a regular grid of design points. In this paper, we extend the fused lasso to settings in which the points do not occur on a regular…

Methodology · Statistics 2019-07-09 Oscar Hernan Madrid Padilla , James Sharpnack , Yanzhen Chen , Daniela M. Witten

Identifying differences in networks has become a canonical problem in many biological applications. Here, we focus on testing whether two Gaussian graphical models are the same. Existing methods try to accomplish this goal by either…

Methodology · Statistics 2019-10-01 Sen Zhao , Stephen Ottinger , Suzanne Peck , Christine Mac Donald , Ali Shojaie

This work performs a non-asymptotic analysis of the generalized Lasso under the assumption of sub-exponential data. Our main results continue recent research on the benchmark case of (sub-)Gaussian sample distributions and thereby explore…

Statistics Theory · Mathematics 2023-01-18 Martin Genzel , Christian Kipp

Testing for the equality of two high-dimensional distributions is a challenging problem, and this becomes even more challenging when the sample size is small. Over the last few decades, several graph-based two-sample tests have been…

Methodology · Statistics 2019-11-22 Soham Sarkar , Rahul Biswas , Anil K. Ghosh

In recent years, there has been considerable theoretical development regarding variable selection consistency of penalized regression techniques, such as the lasso. However, there has been relatively little work on quantifying the…

Methodology · Statistics 2014-05-21 Arend Voorman , Ali Shojaie , Daniela Witten

In neuroscience, researchers seek to uncover the connectivity of neurons from large-scale neural recordings or imaging; often people employ graphical model selection and estimation techniques for this purpose. But, existing technologies can…

Machine Learning · Statistics 2021-04-14 Minjie Wang , Genevera I. Allen

Graph-constrained estimation methods encourage similarities among neighboring covariates presented as nodes on a graph, which can result in more accurate estimations, especially in high dimensional settings. Variable selection approaches…

Methodology · Statistics 2018-05-29 Sen Zhao , Ali Shojaie

Testing the equality in distributions of multiple samples is a common task in many fields. However, this problem for high-dimensional or non-Euclidean data has not been well explored. In this paper, we propose new nonparametric tests based…

Methodology · Statistics 2022-05-30 Hoseung Song , Hao Chen

In this paper, we study a hypothesis test to determine the underlying directed graph structure of nodes in a network, where the nodes represent random processes and the direction of the links indicate a causal relationship between said…

Information Theory · Computer Science 2021-08-26 Sina Molavipour , Germán Bassi , Mikael Skoglund

Detecting influential features in non-linear and/or high-dimensional data is a challenging and increasingly important task in machine learning. Variable selection methods have thus been gaining much attention as well as post-selection…

Statistics Theory · Mathematics 2021-06-18 Tobias Freidling , Benjamin Poignard , Héctor Climente-González , Makoto Yamada