Related papers: Copula Graphical Models for Heterogeneous Mixed Da…
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…
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…
The basic goal of computer engineering is the analysis of data. Such data are often large data sets distributed according to various distribution models. In this manuscript we focus on the analysis of non-Gaussian distributed data. In the…
This paper presents the first application of Gaussian Mixture Copula Models to the statistical modeling of driving scenarios for the safety validation of automated driving systems. Knowledge of the joint probability distribution of scenario…
For multivariate spatial Gaussian process (GP) models, customary specifications of cross-covariance functions do not exploit relational inter-variable graphs to ensure process-level conditional independence among the variables. This is…
Key to effective generic, or "black-box", variational inference is the selection of an approximation to the target density that balances accuracy and speed. Copula models are promising options, but calibration of the approximation can be…
The imputation of the Multivariate time series (MTS) is particularly challenging since the MTS typically contains irregular patterns of missing values due to various factors such as instrument failures, interference from irrelevant data,…
Heterogeneous data are commonly adopted as the inputs for some models that predict the future trends of some observations. Existing predictive models typically ignore the inconsistencies and imperfections in heterogeneous data while also…
We introduce priors and algorithms to perform Bayesian inference in Gaussian models defined by acyclic directed mixed graphs. Such a class of graphs, composed of directed and bi-directed edges, is a representation of conditional…
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…
Big data often has emergent structure that exists at multiple levels of abstraction, which are useful for characterizing complex interactions and dynamics of the observations. Here, we consider multiple levels of abstraction via a…
Graphical model selection is a seemingly impossible task when many pairs of variables are never jointly observed; this requires inference of conditional dependencies with no observations of corresponding marginal dependencies. This…
Functional graphical models explore dependence relationships of random processes. This is achieved through estimating the precision matrix of the coefficients from the Karhunen-Loeve expansion. This paper deals with the problem of…
Graphical Markov models combine conditional independence constraints with graphical representations of stepwise data generating processes.The models started to be formulated about 40 years ago and vigorous development is ongoing.…
Link sign prediction on a signed graph is a task to determine whether the relationship represented by an edge is positive or negative. Since the presence of negative edges violates the graph homophily assumption that adjacent nodes are…
We develop factor copula models for analysing the dependence among mixed continuous and discrete responses. Factor copula models are canonical vine copulas that involve both observed and latent variables, hence they allow tail, asymmetric…
Identifying the graphical structure underlying the observed multivariate data is essential in numerous applications. Current methodologies are predominantly confined to deducing a singular graph under the presumption that the observed data…
We introduce the Graph Mixture Density Networks, a new family of machine learning models that can fit multimodal output distributions conditioned on graphs of arbitrary topology. By combining ideas from mixture models and graph…
Graph Neural Networks (GNNs) typically scale with the number of graph edges, making them well suited for sparse graphs but less efficient on dense graphs, such as point clouds or molecular interactions. A common remedy is to sparsify the…
The problem of joint estimation of multiple graphical models from high dimensional data has been studied in the statistics and machine learning literature, due to its importance in diverse fields including molecular biology, neuroscience…