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Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

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 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

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

Modeling and inference with multivariate sequences is central in a number of signal processing applications such as acoustics, social network analysis, biomedical, and finance, to name a few. The linear-Gaussian state-space model is a…

Optimization and Control · Mathematics 2020-01-13 Émilie Chouzenoux , Víctor Elvira

Biomedical research has revealed the crucial role of miRNAs in the progression of many diseases, and computational prediction methods are increasingly proposed for assisting biological experiments to verify miRNA-disease associations…

Computational Engineering, Finance, and Science · Computer Science 2023-08-29 Yi Zhou , Meixuan Wu , Chengzhou Ouyang , Min Zhu

We introduce efficient MCMC algorithms for Bayesian inference for single-factor models with correlated residuals where the residuals' distribution is a Gaussian graphical model. We call this family of models single-factor graphical models.…

Methodology · Statistics 2025-10-17 David Marcano , Adrian Dobra

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…

Methodology · Statistics 2010-04-05 Christophe Ambroise , Julien Chiquet , Catherine Matias

Finding the parameters of a latent variable causal model is central to causal inference and causal identification. In this article, we show that existing graphical structures that are used in causal inference are not stable under…

Machine Learning · Statistics 2025-10-03 Mehrzad Saremi

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

We introduce a novel class of factor analysis methodologies for the joint analysis of multiple studies. The goal is to separately identify and estimate 1) common factors shared across multiple studies, and 2) study-specific factors. We…

Applications · Statistics 2018-06-27 Roberta De Vito , Ruggero Bellio , Lorenzo Trippa , Giovanni Parmigiani

An important aspect of text mining involves information retrieval in form of discovery of semantic themes (topics) from documents using topic modelling. While generative topic models like Latent Dirichlet Allocation (LDA) or Latent Semantic…

Machine Learning · Computer Science 2025-11-04 Satyajeet Sahoo , Jhareswar Maiti

Graphs from complex systems often share a partial underlying structure across domains while retaining individual features. Thus, identifying common structures can shed light on the underlying signal, for instance, when applied to scientific…

Methodology · Statistics 2022-04-05 Katherine Tsai , Oluwasanmi Koyejo , Mladen Kolar

In the U.S., over a third of adults are pre-diabetic, with 80\% unaware of their status. This underlines the need for better glucose monitoring to prevent type 2 diabetes and related heart diseases. Existing wearable glucose monitors are…

Signal Processing · Electrical Eng. & Systems 2024-06-26 Yidong Zhu , Nadia B Aimandi , Mohammad Arif Ul Alam

Its conceptual appeal and effectiveness has made latent factor modeling an indispensable tool for multivariate analysis. Despite its popularity across many fields, there are outstanding methodological challenges that have hampered practical…

Methodology · Statistics 2018-12-12 Kenichiro McAlinn , Veronika Rockova , Enakshi Saha

State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…

Computation · Statistics 2022-10-26 Víctor Elvira , Émilie Chouzenoux

High-dimensional data often exhibit variation that can be captured by lower dimensional factors. For high-dimensional data from multiple studies or environments, one goal is to understand which underlying factors are common to all studies,…

Machine Learning · Statistics 2026-01-27 Gemma E. Moran , Anandi Krishnan

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar

Learning from multimodal datasets can leverage complementary information and improve performance in prediction tasks. A commonly used strategy to account for feature correlations in high-dimensional datasets is the latent variable approach.…

Machine Learning · Computer Science 2024-10-01 Lingchao Mao , Qi wang , Yi Su , Fleming Lure , Jing Li

We investigate the effect of cadmium (a toxic environmental pollutant) on the correlation structure of a number of urinary metabolites using Gaussian graphical models (GGMs). The inferred metabolic associations can provide important…

Methodology · Statistics 2019-04-23 Linda S. L. Tan , Ajay Jasra , Maria De Iorio , Timothy M. D. Ebbels