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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

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

The Laplacian-constrained Gaussian Markov Random Field (LGMRF) is a common multivariate statistical model for learning a weighted sparse dependency graph from given data. This graph learning problem can be formulated as a maximum likelihood…

Machine Learning · Computer Science 2024-04-15 Yakov Medvedovsky , Eran Treister , Tirza Routtenberg

Gaussian graphical models are nowadays commonly applied to the comparison of groups sharing the same variables, by jointy learning their independence structures. We consider the case where there are exactly two dependent groups and the…

Methodology · Statistics 2024-10-14 Saverio Ranciati , Alberto Roverato

In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…

Machine Learning · Statistics 2025-03-11 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

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

Graph matching is a challenging problem with very important applications in a wide range of fields, from image and video analysis to biological and biomedical problems. We propose a robust graph matching algorithm inspired in…

Optimization and Control · Mathematics 2013-11-26 Marcelo Fiori , Pablo Sprechmann , Joshua Vogelstein , Pablo Musé , Guillermo Sapiro

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

This paper proposes a penalized composite likelihood method for model selection in colored graphical Gaussian models. The method provides a sparse and symmetry-constrained estimator of the precision matrix, and thus conducts model selection…

Methodology · Statistics 2020-04-06 Qiong Li , Xiaoying Sun , Nanwei Wang

Graph Laplacian learning, also known as network topology inference, is a problem of great interest to multiple communities. In Gaussian graphical models (GM), graph learning amounts to endowing covariance selection with the Laplacian…

Machine Learning · Computer Science 2024-02-14 Changhao Shi , Gal Mishne

We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In…

Machine Learning · Statistics 2017-06-06 Qiang Sun , Kean Ming Tan , Han Liu , Tong Zhang

This paper considers a high-dimensional linear regression problem where there are complex correlation structures among predictors. We propose a graph-constrained regularization procedure, named Sparse Laplacian Shrinkage with the Graphical…

Methodology · Statistics 2019-04-10 Yuehan Yang , Siwei Xia , Hu Yang

We introduce a novel Bayesian approach for both covariate selection and sparse precision matrix estimation in the context of high-dimensional Gaussian graphical models involving multiple responses. Our approach provides a sparse estimation…

Methodology · Statistics 2024-09-25 Anwesha Chakravarti , Naveen N. Narishetty , Feng Liang

Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…

Methodology · Statistics 2018-02-16 Shota Katayama , Hironori Fujisawa , Mathias Drton

Recent work has focused on the problem of conducting linear regression when the number of covariates is very large, potentially greater than the sample size. To facilitate this, one useful tool is to assume that the model can be well…

Methodology · Statistics 2011-11-21 Zhou Fang

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

Inferring predictive maps between multiple input and multiple output variables or tasks has innumerable applications in data science. Multi-task learning attempts to learn the maps to several output tasks simultaneously with information…

Machine Learning · Statistics 2017-10-06 Ming Yu , Addie M. Thompson , Karthikeyan Natesan Ramamurthy , Eunho Yang , Aurélie C. Lozano

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