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Discretization of continuous stochastic processes is needed to numerically simulate them or to infer models from experimental time series. However, depending on the nature of the process, the same discretization scheme, if not accurate…

Machine Learning · Statistics 2022-05-04 Federica Ferretti , Victor Chardès , Thierry Mora , Aleksandra M Walczak , Irene Giardina

We introduce tree linear cascades, a class of linear structural equation models for which the error variables are uncorrelated but need not be Gaussian nor independent. We show that, in spite of this weak assumption, the tree structure of…

Methodology · Statistics 2022-02-16 Nicholas C. Landolfi , Sanjay Lall

We propose a covariate-dependent discrete graphical model for capturing dynamic networks among discrete random variables, allowing the dependence structure among vertices to vary with covariates. This discrete dynamic network encompasses…

Methodology · Statistics 2025-11-19 Lyndsay Roach , Qiong Li , Nanwei Wang , Xin Gao

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

We consider structure discovery of undirected graphical models from observational data. Inferring likely structures from few examples is a complex task often requiring the formulation of priors and sophisticated inference procedures.…

Machine Learning · Statistics 2017-08-04 Eugene Belilovsky , Kyle Kastner , Gaël Varoquaux , Matthew Blaschko

Gaussian processes (GPs) are an attractive class of machine learning models because of their simplicity and flexibility as building blocks of more complex Bayesian models. Meanwhile, graph neural networks (GNNs) emerged recently as a…

Machine Learning · Computer Science 2023-02-14 Zehao Niu , Mihai Anitescu , Jie Chen

We propose {graphical sure screening}, or GRASS, a very simple and computationally-efficient screening procedure for recovering the structure of a Gaussian graphical model in the high-dimensional setting. The GRASS estimate of the…

Machine Learning · Statistics 2014-07-30 Shikai Luo , Rui Song , Daniela Witten

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences…

Information Theory · Computer Science 2017-02-09 Jonathan Mei , José M. F. Moura

Gaussian graphical models provide a powerful framework to reveal the conditional dependency structure between multivariate variables. The process of uncovering the conditional dependency network is known as structure learning. Bayesian…

Methodology · Statistics 2024-07-30 Lucas Vogels , Reza Mohammadi , Marit Schoonhoven , S. Ilker Birbil

Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or…

Methodology · Statistics 2015-03-19 Nanny Wermuth , Kayvan Sadeghi

We consider the problem of undirected graphical model inference. In many applications, instead of perfectly recovering the unknown graph structure, a more realistic goal is to infer some graph invariants (e.g., the maximum degree, the…

Statistics Theory · Mathematics 2017-07-31 Junwei Lu , Matey Neykov , Han Liu

Graph-based reasoning over skeleton data has emerged as a promising approach for human action recognition. However, the application of prior graph-based methods, which predominantly employ whole temporal sequences as their input, to the…

Computer Vision and Pattern Recognition · Computer Science 2023-03-27 Lukas Hedegaard , Negar Heidari , Alexandros Iosifidis

Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on…

Machine Learning · Statistics 2013-04-23 Mladen Kolar , Han Liu , Eric P. Xing

Uncertainty quantification (UQ) over graphs arises in a number of safety-critical applications in network science. The Gaussian process (GP), as a classical Bayesian framework for UQ, has been developed to handle graph-structured data by…

Machine Learning · Computer Science 2025-10-08 Jinwen Xu , Qin Lu , Georgios B. Giannakis

We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a…

Methodology · Statistics 2025-11-27 Xiaozhu Zhang , Nir Keret , Ali Shojaie , Armeen Taeb

Self-organizing systems demonstrate how simple local rules can generate complex stochastic patterns. Many natural systems rely on such dynamics, making self-organization central to understanding natural complexity. A fundamental challenge…

Adaptation and Self-Organizing Systems · Physics 2026-01-12 Elias Najarro , Nicolas Bessone , Sebastian Risi

We provide a selected overview of methodology and theory for estimation and inference on the edge weights in high-dimensional directed and undirected Gaussian graphical models. For undirected graphical models, two main explicit…

Statistics Theory · Mathematics 2018-01-26 Jana Jankova , Sara van de Geer

Decoding complex relationships among large numbers of variables with relatively few observations is one of the crucial issues in science. One approach to this problem is Gaussian graphical modeling, which describes conditional independence…

Methodology · Statistics 2019-04-26 A. Mohammadi , E. C. Wit

Inferring the effect of interventions within complex systems is a fundamental problem of statistics. A widely studied approach employs structural causal models that postulate noisy functional relations among a set of interacting variables.…

Methodology · Statistics 2024-02-14 David Strieder , Mathias Drton
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