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The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using $\ell_1$ regularization to control the number of zeros in the precision matrix ${\B\Theta}={\B\Sigma}^{-1}$…

Machine Learning · Statistics 2012-08-09 Rahul Mazumder , Trevor Hastie

Graph sparsification is a well-established technique for accelerating graph-based learning algorithms, which uses edge sampling to approximate dense graphs with sparse ones. Because the sparsification error is random and unknown, users must…

Machine Learning · Computer Science 2025-03-12 Siyao Wang , Miles E. Lopes

Sparse inverse covariance estimation (i.e., edge de-tection) is an important research problem in recent years, wherethe goal is to discover the direct connections between a set ofnodes in a networked system based upon the observed…

Machine Learning · Computer Science 2021-01-15 Hang Yin , Xinyue Liu , Xiangnan Kong

Graph Neural Networks (GNNs) have proved to be an effective representation learning framework for graph-structured data, and have achieved state-of-the-art performance on many practical predictive tasks, such as node classification, link…

Machine Learning · Computer Science 2021-04-13 Yang Ye , Shihao Ji

We study functional regression with random subgaussian design and real-valued response. The focus is on the problems in which the regression function can be well approximated by a functional linear model with the slope function being…

Statistics Theory · Mathematics 2014-09-16 Vladimir Koltchinskii , Stanislav Minsker

Recently it has become popular to learn sparse Gaussian graphical models (GGMs) by imposing l1 or group l1,2 penalties on the elements of the precision matrix. Thispenalized likelihood approach results in a tractable convex optimization…

Machine Learning · Statistics 2012-05-14 Benjamin Marlin , Mark Schmidt , Kevin Murphy

This paper introduces Polynomial Graphical Lasso (PGL), a new approach to learning graph structures from nodal signals. Our key contribution lies in modeling the signals as Gaussian and stationary on the graph, enabling the development of a…

Signal Processing · Electrical Eng. & Systems 2024-04-04 Andrei Buciulea , Jiaxi Ying , Antonio G. Marques , Daniel P. Palomar

Graph Neural Networks (GNN) exhibit superior performance in graph representation learning, but their inference cost can be high, due to an aggregation operation that can require a memory fetch for a very large number of nodes. This…

Machine Learning · Computer Science 2025-03-18 Yaochen Hu , Mai Zeng , Ge Zhang , Pavel Rumiantsev , Liheng Ma , Yingxue Zhang , Mark Coates

We design algorithms for fitting a high-dimensional statistical model to a large, sparse network without revealing sensitive information of individual members. Given a sparse input graph $G$, our algorithms output a…

Statistics Theory · Mathematics 2015-06-23 Christian Borgs , Jennifer T. Chayes , Adam Smith

This work proposes an adaptive trace lasso regularized L1-norm based graph cut method for dimensionality reduction of Hyperspectral images, called as `Trace Lasso-L1 Graph Cut' (TL-L1GC). The underlying idea of this method is to generate…

Computer Vision and Pattern Recognition · Computer Science 2018-07-30 Ramanarayan Mohanty , S L Happy , Nilesh Suthar , Aurobinda Routray

We consider the task of estimating a Gaussian graphical model in the high-dimensional setting. The graphical lasso, which involves maximizing the Gaussian log likelihood subject to an l1 penalty, is a well-studied approach for this task. We…

Machine Learning · Statistics 2013-07-23 Kean Ming Tan , Daniela Witten , Ali Shojaie

Neighborhood selection is a widely used method used for estimating the support set of sparse precision matrices, which helps determine the conditional dependence structure in undirected graphical models. However, reporting only point…

Methodology · Statistics 2023-12-29 Yiling Huang , Snigdha Panigrahi , Walter Dempsey

This paper considers the problem of networks reconstruction from heterogeneous data using a Gaussian Graphical Mixture Model (GGMM). It is well known that parameter estimation in this context is challenging due to large numbers of variables…

Machine Learning · Statistics 2013-10-08 Anani Lotsi , Ernst Wit

Identifying context-specific entity networks from aggregated data is an important task, arising often in bioinformatics and neuroimaging. Computationally, this task can be formulated as jointly estimating multiple different, but related,…

Machine Learning · Computer Science 2017-09-19 Beilun Wang , Ritambhara Singh , Yanjun Qi

This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to…

Machine Learning · Statistics 2015-12-29 Calvin McCarter , Seyoung Kim

We explore various Bayesian approaches to estimate partial Gaussian graphical models. Our hierarchical structures enable to deal with single-output as well as multiple-output linear regressions, in small or high dimension, enforcing either…

Methodology · Statistics 2021-12-14 Eunice Okome Obiang , Pascal Jézéquel , Frédéric Proïa

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…

Methodology · Statistics 2022-05-24 Jingfei Zhang , Yi Li

In this paper, the fused graphical lasso (FGL) method is used to estimate multiple precision matrices from multiple populations simultaneously. The lasso penalty in the FGL model is a restraint on sparsity of precision matrices, and a…

Statistics Theory · Mathematics 2023-03-03 Qiuyan Zhang , Zhidong Bai , Lingrui Li , Hu Yang

In sparse Bayesian learning (SBL), Gaussian scale mixtures (GSMs) have been used to model sparsity-inducing priors that realize a class of concave penalty functions for the regression task in real-valued signal models. Motivated by the…

We present a new method for estimating multivariate, second-order stationary Gaussian Random Field (GRF) models based on the Sparse Precision matrix Selection (SPS) algorithm, proposed by Davanloo et al. (2015) for estimating scalar GRF…

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