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Deriving Bayesian inference for exponential random graph models (ERGMs) is a challenging "doubly intractable" problem as the normalizing constants of the likelihood and posterior density are both intractable. Markov chain Monte Carlo (MCMC)…
Gaussian Graphical Models provide a convenient framework for representing dependencies between variables. Recently, this tool has received a high interest for the discovery of biological networks. The literature focuses on the case where a…
Despite major methodological developments, Bayesian inference for Gaussian graphical models remains challenging in high dimension due to the tremendous size of the model space. This article proposes a method to infer the marginal and…
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…
A Markov network characterizes the conditional independence structure, or Markov property, among a set of random variables. Existing work focuses on specific families of distributions (e.g., exponential families) and/or certain structures…
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…
Exponential random graph models (ERGMs) are a widely used framework for network data, enabling hypothesis testing on the structural mechanisms underlying observed networks. Bayesian ERGMs provide principled uncertainty quantification and…
We propose employing a high-dimensional generalized method of moments (GMM) estimator, regularized for dimension reduction and subsequently debiased to correct for shrinkage bias (referred to as a debiased-regularized estimator), for…
Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…
The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric…
In high dimensions we propose and analyze an aggregation estimator of the precision matrix for Gaussian graphical models. This estimator, called graphical Exponential Screening (gES), linearly combines a suitable set of individual…
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…
Conditional correlation networks, within Gaussian Graphical Models (GGM), are widely used to describe the direct interactions between the components of a random vector. In the case of an unlabelled Heterogeneous population, Expectation…
Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, thus are of particular interest for scientific investigation. Motivated by modern applications, this…
We address the challenge of inferring causal effects in social network data. This results in challenges due to interference -- where a unit's outcome is affected by neighbors' treatments -- and network-induced confounding factors. While…
Bayesian graphical models have been shown to be a powerful tool for discovering uncertainty and causal structure from real-world data in many application fields. Current inference methods primarily follow different kinds of trade-offs…
Estimating the probabilities of linkages in a network has gained increasing interest in recent years. One popular model for network analysis is the exchangeable graph model (ExGM) characterized by a two-dimensional function known as a…
In recent years, there has been considerable interest in estimating conditional independence graphs in the high-dimensional setting. Most prior work has assumed that the variables are multivariate Gaussian, or that the conditional means of…
We propose an Gaussian Mixture Model (GMM) learning algorithm, based on our previous work of GMM expansion idea. The new algorithm brings more robustness and simplicity than classic Expectation Maximization (EM) algorithm. It also improves…
Estimation of brain functional connectivity from EEG data is of great importance both for medical research and diagnosis. It involves quantifying the conditional dependencies among the activity of different brain areas from the time-varying…