Related papers: Efficient Graph Laplacian Estimation by Proximal N…
In many statistical learning problems, it is desired that the optimal solution conforms to an a priori known sparsity structure represented by a directed acyclic graph. Inducing such structures by means of convex regularizers requires…
Hypergraph matching is a fundamental problem in computer vision. Mathematically speaking, it maximizes a polynomial objective function, subject to assignment constraints. In this paper, we reformulate the hypergraph matching problem as a…
We study maximum likelihood estimation for spatial generalized linear mixed models with Gaussian process approximations using a stochastic Newton-Raphson algorithm. We consider two Gaussian Process approximations in this context: spectral…
Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…
Goal-conditioned reinforcement learning (GCRL) has a wide range of potential real-world applications, including manipulation and navigation problems in robotics. Especially in such robotics tasks, sample efficiency is of the utmost…
The meta learning few-shot classification is an emerging problem in machine learning that received enormous attention recently, where the goal is to learn a model that can quickly adapt to a new task with only a few labeled data. We…
We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…
Consider a random vector with finite second moments. If its precision matrix is an M-matrix, then all partial correlations are non-negative. If that random vector is additionally Gaussian, the corresponding Markov random field (GMRF) is…
The estimation of a precision matrix is a crucial problem in various research fields, particularly when working with high dimensional data. In such settings, the most common approach is to use the penalized maximum likelihood. The…
Graph neural network (GNN) is achieving remarkable performances in a variety of application domains. However, GNN is vulnerable to noise and adversarial attacks in input data. Making GNN robust against noises and adversarial attacks is an…
We study the problem of inferring sparse time-varying Markov random fields (MRFs) with different discrete and temporal regularizations on the parameters. Due to the intractability of discrete regularization, most approaches for solving this…
Graph Neural Networks (GNNs) play a pivotal role in graph-based tasks for their proficiency in representation learning. Among the various GNN methods, spectral GNNs employing polynomial filters have shown promising performance on tasks…
Learning a suitable graph is an important precursor to many graph signal processing (GSP) pipelines, such as graph spectral signal compression and denoising. Previous graph learning algorithms either i) make some assumptions on connectivity…
In this paper, we model the dependencies among the items that are recommended to a user in a collaborative-filtering problem via a Gaussian Markov Random Field (MRF). We build upon Besag's auto-normal parameterization and pseudo-likelihood,…
Estimating covariance parameters for multivariate spatial Gaussian random fields is computationally challenging, as the number of parameters grows rapidly with the number of variables, and likelihood evaluation requires operations of order…
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.…
Conditional probabilistic graphical models provide a powerful framework for structured regression in spatio-temporal datasets with complex correlation patterns. However, in real-life applications a large fraction of observations is often…
We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…
We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with a small penalty on…
State-space models (SSMs) are a common tool for modeling multi-variate discrete-time signals. The linear-Gaussian (LG) SSM is widely applied as it allows for a closed-form solution at inference, if the model parameters are known. However,…