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Joint network topology inference represents a canonical problem of jointly learning multiple graph Laplacian matrices from heterogeneous graph signals. In such a problem, a widely employed assumption is that of a simple common component…

Statistics Theory · Mathematics 2021-07-09 Yanli Yuan , De Wen Soh , Xiao Yang , Kun Guo , Tony Q. S. Quek

We consider the problem of jointly estimating multiple related zero-mean Gaussian distributions from data. We propose to jointly estimate these covariance matrices using Laplacian regularized stratified model fitting, which includes loss…

Machine Learning · Statistics 2020-05-25 Jonathan Tuck , Stephen Boyd

Graphs are fundamental mathematical structures used in various fields to represent data, signals and processes. In this paper, we propose a novel framework for learning/estimating graphs from data. The proposed framework includes (i)…

Machine Learning · Computer Science 2017-07-07 Hilmi E. Egilmez , Eduardo Pavez , Antonio Ortega

Graphs arising in statistical problems, signal processing, large networks, combinatorial optimization, and data analysis are often dense, which causes both computational and storage bottlenecks. One way of \textit{sparsifying} a…

Numerical Analysis · Mathematics 2023-04-27 Neophytos Charalambides , Alfred O. Hero

Stratified models are models that depend in an arbitrary way on a set of selected categorical features, and depend linearly on the other features. In a basic and traditional formulation a separate model is fit for each value of the…

Machine Learning · Computer Science 2019-11-12 Jonathan Tuck , Shane Barratt , Stephen Boyd

This paper tackles the challenging problem of jointly inferring time-varying network topologies and imputing missing data from partially observed graph signals. We propose a unified non-convex optimization framework to simultaneously…

Machine Learning · Statistics 2026-05-07 Chuansen Peng , Xiaojing Shen

In this paper, we develop a novel weighted Laplacian method, which is partially inspired by the theory of graph Laplacian, to study recent popular graph problems, such as multilevel graph partitioning and balanced minimum cut problem, in a…

Machine Learning · Computer Science 2020-05-20 Shijie Xu , Jiayan Fang , Xiang-Yang Li

Learning a graph with a specific structure is essential for interpretability and identification of the relationships among data. It is well known that structured graph learning from observed samples is an NP-hard combinatorial problem. In…

Machine Learning · Statistics 2019-09-26 Sandeep Kumar , Jiaxi Ying , Jos'e Vin'icius de M. Cardoso , Daniel P. Palomar

We propose a supervised learning approach for predicting an underlying graph from a set of graph signals. Our approach is based on linear regression. In the linear regression model, we predict edge-weights of a graph as the output, given a…

Information Theory · Computer Science 2018-11-06 Arun Venkitaraman , Hermina Petric Maretic , Saikat Chatterjee , Pascal Frossard

The Laplacian-constrained Gaussian Markov Random Field (LGMRF) is a common multivariate statistical model for learning a weighted sparse dependency graph from given data. This graph learning problem can be formulated as a maximum likelihood…

Machine Learning · Computer Science 2024-04-15 Yakov Medvedovsky , Eran Treister , Tirza Routtenberg

Multilayer graphs are appealing mathematical tools for modeling multiple types of relationship in the data. In this paper, we aim at analyzing multilayer graphs by properly combining the information provided by individual layers, while…

Machine Learning · Computer Science 2020-10-30 Mireille El Gheche , Pascal Frossard

The graphical Lasso (GLASSO) is a widely used algorithm for learning high-dimensional undirected Gaussian graphical models (GGM). Given i.i.d. observations from a multivariate normal distribution, GLASSO estimates the precision matrix by…

Methodology · Statistics 2026-01-15 Ha Nguyen , Sumanta Basu

In the past two decades, the field of applied finance has tremendously benefited from graph theory. As a result, novel methods ranging from asset network estimation to hierarchical asset selection and portfolio allocation are now part of…

Machine Learning · Computer Science 2021-01-01 José Vinícius de Miranda Cardoso , Jiaxi Ying , Daniel Perez Palomar

Protein function prediction is the important problem in modern biology. In this paper, the un-normalized, symmetric normalized, and random walk graph Laplacian based semi-supervised learning methods will be applied to the integrated network…

Machine Learning · Computer Science 2013-07-12 Loc Tran

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph…

Machine Learning · Computer Science 2018-08-01 Paolo Di Lorenzo , Paolo Banelli , Elvin Isufi , Sergio Barbarossa , Geert Leus

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,…

Computational Engineering, Finance, and Science · Computer Science 2023-03-23 Emilie Chouzenoux , Victor Elvira

Multivariate time-series forecasting is a critical task for many applications, and graph time-series network is widely studied due to its capability to capture the spatial-temporal correlation simultaneously. However, most existing works…

Machine Learning · Computer Science 2022-10-14 Hongyuan Yu , Ting Li , Weichen Yu , Jianguo Li , Yan Huang , Liang Wang , Alex Liu

Low-rank approximation models of data matrices have become important machine learning and data mining tools in many fields including computer vision, text mining, bioinformatics and many others. They allow for embedding high-dimensional…

Machine Learning · Computer Science 2020-10-19 Penglong Zhai , Shihua Zhang

Signed graphs are equipped with both positive and negative edge weights, encoding pairwise correlations as well as anti-correlations in data. A balanced signed graph is a signed graph with no cycles containing an odd number of negative…

Machine Learning · Computer Science 2025-06-03 Haruki Yokota , Hiroshi Higashi , Yuichi Tanaka , Gene Cheung

In this paper, we focus on the unsupervised multi-view feature selection which tries to handle high dimensional data in the field of multi-view learning. Although some graph-based methods have achieved satisfactory performance, they ignore…

Machine Learning · Computer Science 2021-04-13 Qi Wang , Xu Jiang , Mulin Chen , Xuelong Li
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