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Related papers: Inference of Multiscale Gaussian Graphical Model

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The partial correlation graphical LASSO (PCGLASSO) is a penalised likelihood method for Gaussian graphical models which provides scale invariant sparse estimation of the precision matrix and improves upon the popular graphical LASSO method.…

Methodology · Statistics 2025-10-30 Jack Storror Carter , Cesare Molinari

The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…

Methodology · Statistics 2017-11-01 Alexander J. Gibberd , James D. B. Nelson

The graphical lasso is a widely used algorithm for fitting undirected Gaussian graphical models. However, for inference on functionals of edge values in the learned graph, standard tools lack formal statistical guarantees, such as control…

Methodology · Statistics 2025-04-01 Sofia Guglielmini , Gerda Claeskens , Snigdha Panigrahi

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

Optimization and Control · Mathematics 2020-04-20 Meixia Lin , Defeng Sun , Kim-Chuan Toh , Chengjing Wang

We introduce GGLasso, a Python package for solving General Graphical Lasso problems. The Graphical Lasso scheme, introduced by (Friedman 2007) (see also (Yuan 2007; Banerjee 2008)), estimates a sparse inverse covariance matrix $\Theta$ from…

Computation · Statistics 2021-10-22 Fabian Schaipp , Christian L. Müller , Oleg Vlasovets

Convex optimization is an essential tool for modern data analysis, as it provides a framework to formulate and solve many problems in machine learning and data mining. However, general convex optimization solvers do not scale well, and…

Social and Information Networks · Computer Science 2015-07-02 David Hallac , Jure Leskovec , Stephen Boyd

Functional data analysis (FDA) is an important modern paradigm for handling infinite-dimensional data. An important task in FDA is model-based clustering, which organizes functional populations into groups via subpopulation structures. The…

Computation · Statistics 2017-02-14 Hien D Nguyen , Geoffrey J McLachlan , Jeremy F P Ullmann , Andrew L Janke

Gaussian Graphical models (GGM) are widely used to estimate the network structures in many applications ranging from biology to finance. In practice, data is often corrupted by latent confounders which biases inference of the underlying…

Methodology · Statistics 2023-07-25 Ke Wang , Alexander Franks , Sang-Yun Oh

While graphical models for continuous data (Gaussian graphical models) and discrete data (Ising models) have been extensively studied, there is little work on graphical models linking both continuous and discrete variables (mixed data),…

Machine Learning · Statistics 2016-08-22 Jie Cheng , Tianxi Li , Elizaveta Levina , Ji Zhu

Within the context of Graph Signal Processing (GSP), Graph Learning (GL) is concerned with the inference of the graph's underlying structure from nodal observations. However, real-world data often contains diverse information, necessitating…

Signal Processing · Electrical Eng. & Systems 2023-11-08 Mohamad H. Alizade , Aref Einizade , Jhony H. Giraldo

We develop a new method called Discriminated Hub Graphical Lasso (DHGL) based on Hub Graphical Lasso (HGL) by providing prior information of hubs. We apply this new method in two situations: with known hubs and without known hubs. Then we…

Machine Learning · Statistics 2017-05-19 Zhen Li , Jingtian Bai , Weilian Zhou

Gaussian graphical models (GGMs) are widely used for statistical modeling, because of ease of inference and the ubiquitous use of the normal distribution in practical approximations. However, they are also known for their limited modeling…

Machine Learning · Statistics 2016-11-22 Qinliang Su , Xuejun Liao , Chunyuan Li , Zhe Gan , Lawrence Carin

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

Methodology · Statistics 2020-01-09 Nilabja Guha , Veera Baladandayuthapani , Bani K. Mallick

3D Gaussian Splatting (3DGS) has demonstrated impressive novel view synthesis performance. While conventional methods require per-scene optimization, more recently several feed-forward methods have been proposed to generate pixel-aligned…

Computer Vision and Pattern Recognition · Computer Science 2025-03-21 Shengjun Zhang , Xin Fei , Fangfu Liu , Haixu Song , Yueqi Duan

Gaussian graphical models (GGMs) are well-established tools for probabilistic exploration of dependence structures using precision matrices. We develop a Bayesian method to incorporate covariate information in this GGMs setup in a nonlinear…

By treating users' interactions as a user-item graph, graph learning models have been widely deployed in Collaborative Filtering(CF) based recommendation. Recently, researchers have introduced Graph Contrastive Learning(GCL) techniques into…

Information Retrieval · Computer Science 2023-07-12 Yonghui Yang , Zhengwei Wu , Le Wu , Kun Zhang , Richang Hong , Zhiqiang Zhang , Jun Zhou , Meng Wang

In this paper, we consider the problem of estimating multiple graphical models simultaneously using the fused lasso penalty, which encourages adjacent graphs to share similar structures. A motivating example is the analysis of brain…

Machine Learning · Computer Science 2014-01-03 Sen Yang , Zhaosong Lu , Xiaotong Shen , Peter Wonka , Jieping Ye

We introduce the Multiple Quantile Graphical Model (MQGM), which extends the neighborhood selection approach of Meinshausen and Buhlmann for learning sparse graphical models. The latter is defined by the basic subproblem of modeling the…

Methodology · Statistics 2016-10-31 Alnur Ali , J. Zico Kolter , Ryan J. Tibshirani

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

Functional Gaussian graphical models (GGM) used for analyzing multivariate functional data customarily estimate an unknown graphical model representing the conditional relationships between the functional variables. However, in many…

Methodology · Statistics 2024-10-03 Debangan Dey , Sudipto Banerjee , Martin Lindquist , Abhirup Datta