Related papers: Graphical model inference with external network da…
Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…
Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse…
Our concern is selecting the concentration matrix's nonzero coefficients for a sparse Gaussian graphical model in a high-dimensional setting. This corresponds to estimating the graph of conditional dependencies between the variables. We…
Financial spillovers in interconnected systems, such as global banking networks, require tools that capture temporal and frequency dynamics, while incorporating the underlying network topology. While current network time series models are…
Choices made by individuals have widespread impacts--for instance, people choose between political candidates to vote for, between social media posts to share, and between brands to purchase--moreover, data on these choices are increasingly…
We study a general set of models of social network evolution and dynamics. The models consist of both a dynamics on the network and evolution of the network. Links are formed preferentially between 'similar' nodes, where the similarity is…
Estimating conditional independence graphs from high-dimensional Gaussian data is challenging because methods must detect relevant edges while rigorously controlling statistical errors. We propose a Bayesian framework based on a prior…
We propose generalizations of a number of standard network models, including the classic random graph, the configuration model, and the stochastic block model, to the case of time-varying networks. We assume that the presence and absence of…
Probabilistic graphical models combine the graph theory and probability theory to give a multivariate statistical modeling. They provide a unified description of uncertainty using probability and complexity using the graphical model.…
Gaussian Graphical Models (GGM) are popularly used in neuroimaging studies based on fMRI, EEG or MEG to estimate functional connectivity, or relationships between remote brain regions. In multi-subject studies, scientists seek to identify…
We propose a Bayesian approximate inference method for learning the dependence structure of a Gaussian graphical model. Using pseudo-likelihood, we derive an analytical expression to approximate the marginal likelihood for an arbitrary…
Topology identification and inference of processes evolving over graphs arise in timely applications involving brain, transportation, financial, power, as well as social and information networks. This chapter provides an overview of graph…
In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…
Adaptive networks model social, physical, technical, or biological systems as attributed graphs evolving at the level of both their topology and data. They are naturally described by graph transformation, but the majority of authors take an…
A fundamental computation for statistical inference and accurate decision-making is to compute the marginal probabilities or most probable states of task-relevant variables. Probabilistic graphical models can efficiently represent the…
Applying a network analysis to stock return correlations, we study the dynamical properties of the network and how they correlate with the market return, finding meaningful variables that partially capture the complex dynamical processes of…
Structure learning in random fields has attracted considerable attention due to its difficulty and importance in areas such as remote sensing, computational biology, natural language processing, protein networks, and social network…
Foundation models (e.g. ChatGPT, StableDiffusion) pervasively influence society, warranting immediate social attention. While the models themselves garner much attention, to accurately characterize their impact, we must consider the broader…
This chapter discusses the interplay between structure and dynamics in complex networks. Given a particular network with an endowed dynamics, our goal is to find partitions aligned with the dynamical process acting on top of the network. We…
The topic of this paper is modeling and analyzing dependence in stochastic social networks. Using a latent variable block model allows the analysis of dependence between blocks via the analysis of a latent graphical model. Our approach to…