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We propose methodology for estimation of sparse precision matrices and statistical inference for their low-dimensional parameters in a high-dimensional setting where the number of parameters $p$ can be much larger than the sample size. We…

Statistics Theory · Mathematics 2016-07-21 Jana Janková , Sara van de Geer

In this paper, we consider the robustness of a basic model of a dynamical distribution network. In the first problem, i.e., optimal weight allocation, we minimize the H-inf- norm of the dynamical distribution network subject to allocation…

Optimization and Control · Mathematics 2018-05-03 Jieqiang Wei , Alexander Johansson , Henrik Sandberg , Karl H. Johansson , Jie Chen

This article explores the estimation of precision matrices in high-dimensional Gaussian graphical models. We address the challenge of improving the accuracy of maximum likelihood-based precision estimation through penalization.…

Methodology · Statistics 2023-12-27 A. Bekker , A. Kheyri , M. Arashi

We study online robust matrix completion on graphs. At each iteration a vector with some entries missing is revealed and our goal is to reconstruct it by identifying the underlying low-dimensional subspace from which the vectors are drawn.…

Information Theory · Computer Science 2016-05-16 Symeon Chouvardas , Mohammed Amin Abdullah , Lucas Claude , Moez Draief

Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…

Methodology · Statistics 2025-11-11 Navonil Deb , Amy Kuceyeski , Sumanta Basu

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

We present a sample- and time-efficient differentially private algorithm for ordinary least squares, with error that depends linearly on the dimension and is independent of the condition number of $X^\top X$, where $X$ is the design matrix.…

Machine Learning · Computer Science 2024-04-25 Gavin Brown , Jonathan Hayase , Samuel Hopkins , Weihao Kong , Xiyang Liu , Sewoong Oh , Juan C. Perdomo , Adam Smith

In this work, we address the solution of both linear and nonlinear ill-posed inverse problems by developing a novel graph-based regularization framework, where the regularization term is formulated through an iteratively updated graph…

Numerical Analysis · Mathematics 2026-01-21 Harshit Bajpai , Ankik Kumar Giri

To model modern large-scale datasets, we need efficient algorithms to infer a set of $P$ unknown model parameters from $N$ noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise…

Machine Learning · Statistics 2016-09-07 Madhu Advani , Surya Ganguli

In this paper, we establish a tight sufficient condition for the Hamiltonicity of graphs with large minimum degree in terms of the signless Laplacian spectral radius and characterize all extremal graphs. Moreover, we prove a similar result…

Combinatorics · Mathematics 2017-10-25 Yawen Li , Yao liu , Xing Peng

Typically, graph structures are represented by one of three different matrices: the adjacency matrix, the unnormalised and the normalised graph Laplacian matrices. The spectral (eigenvalue) properties of these different matrices are…

Methodology · Statistics 2020-01-27 J. F. Lutzeyer , A. T. Walden

We explore the problem of inferring the graph Laplacian of a weighted, undirected network from snapshots of a single or multiple discrete-time consensus dynamics, subject to parameter uncertainty, taking place on the network. Specifically,…

Social and Information Networks · Computer Science 2020-05-08 Yu Zhu , Michael T. Schaub , Ali Jadbabaie , Santiago Segarra

Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…

Machine Learning · Computer Science 2018-03-14 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

In this paper, we present two new matrices, namely the resistance Laplacian and resistance signless Laplacian matrix of a connected graph. We provide a generalized form of these matrices for different classes of graphs, including the…

Combinatorics · Mathematics 2024-01-30 Shivani Tushar Parab , Raisa DSouza

Stein discrepancies have emerged as a powerful statistical tool, being applied to fundamental statistical problems including parameter inference, goodness-of-fit testing, and sampling. The canonical Stein discrepancies require the…

Computation · Statistics 2022-07-20 Matthew A Fisher , Chris. J Oates

This work explores the definiteness of the weighted graph Laplacian matrix with negative edge weights. The definiteness of the weighted Laplacian is studied in terms of certain matrices that are related via congruent and similarity…

Optimization and Control · Mathematics 2015-03-03 Daniel Zelazo , Mathias Bürger

Correspondence is a ubiquitous problem in computer vision and graph matching has been a natural way to formalize correspondence as an optimization problem. Recently, graph matching solvers have included higher-order terms representing…

Computer Vision and Pattern Recognition · Computer Science 2014-05-27 Mayank Bansal , Kostas Daniilidis

Laplace operators on finite compact metric graphs are considered under the assumption that matching conditions at graph vertices are of $\delta$ and $\delta'$ types. Assuming rational independence of edge lengths, necessary and sufficient…

Spectral Theory · Mathematics 2015-12-09 Yulia Ershova , Irina I. Karpenko , Alexander V. Kiselev

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical…

Methodology · Statistics 2015-10-22 T. Tony Cai , Anru Zhang

In this work, we study the problem of stability of Graph Convolutional Neural Networks (GCNs) under random small perturbations in the underlying graph topology, i.e. under a limited number of insertions or deletions of edges. We derive a…

Machine Learning · Computer Science 2023-12-21 Lucia Testa , Claudio Battiloro , Stefania Sardellitti , Sergio Barbarossa
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