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Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

The generalized inverse Gaussian, denoted $\mathrm{GIG}(p, a, b)$, is a flexible family of distributions that includes the gamma, inverse gamma, and inverse Gaussian distributions as special cases. In addition to its applications in…

Computation · Statistics 2025-01-28 Victor Peña , Michael Jauch

Gaussian graphical model selection is usually studied under independent sampling, but in many applications observations arise from dependent dynamics. We study structure learning when the data consist of a single trajectory of Gaussian…

Machine Learning · Computer Science 2026-05-13 Vignesh Tirukkonda , Anirudh Rayas , Gautam Dasarathy

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization…

Machine Learning · Statistics 2013-06-19 Ilya Soloveychik , Ami Wiesel

We present a non-parametric Bayesian approach to structure learning with hidden causes. Previous Bayesian treatments of this problem define a prior over the number of hidden causes and use algorithms such as reversible jump Markov chain…

Machine Learning · Computer Science 2012-07-02 Frank Wood , Thomas Griffiths , Zoubin Ghahramani

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Applications · Statistics 2018-08-07 Donald R. Williams , Juho Piironen , Aki Vehtari , Philippe Rast

Graphical models provide powerful tools to uncover complicated patterns in multivariate data and are commonly used in Bayesian statistics and machine learning. In this paper, we introduce the R package BDgraph which performs Bayesian…

Machine Learning · Statistics 2019-05-14 Reza Mohammadi , Ernst C. Wit

The R package (R Core Team (2016)) genMOSS is specifically designed for the Bayesian analysis of genome-wide association study data. The package implements the mode oriented stochastic search (MOSS) procedure as well as a simple moving…

Computation · Statistics 2016-11-24 Matthew Friedlander , Adrian Dobra , Helene Massam , Laurent Briollais

The problem of detecting and quantifying the presence of symmetries in datasets is useful for model selection, generative modeling, and data analysis, amongst others. While existing methods for hard-coding transformations in neural networks…

Machine Learning · Computer Science 2023-07-06 Alex Gabel , Victoria Klein , Riccardo Valperga , Jeroen S. W. Lamb , Kevin Webster , Rick Quax , Efstratios Gavves

In this paper, we propose a novel subspace learning framework for one-class classification. The proposed framework presents the problem in the form of graph embedding. It includes the previously proposed subspace one-class techniques as its…

Machine Learning · Computer Science 2023-08-29 Fahad Sohrab , Alexandros Iosifidis , Moncef Gabbouj , Jenni Raitoharju

Machine learning holds tremendous promise for transforming the fundamental practice of scientific discovery by virtue of its data-driven nature. With the ever-increasing stream of research data collection, it would be appealing to…

Machine Learning · Computer Science 2024-03-06 Jianan Fan , Dongnan Liu , Hang Chang , Heng Huang , Mei Chen , Weidong Cai

The sparse group lasso is a high-dimensional regression technique that is useful for problems whose predictors have a naturally grouped structure and where sparsity is encouraged at both the group and individual predictor level. In this…

Gaussian Graphical Models provide a convenient framework for representing dependencies between variables. Recently, this tool has received a high interest for the discovery of biological networks. The literature focuses on the case where a…

Methodology · Statistics 2010-05-13 Julien Chiquet , Yves Grandvalet , Christophe Ambroise

Structure learning of Gaussian graphical models is an extensively studied problem in the classical multivariate setting where the sample size n is larger than the number of random variables p, as well as in the more challenging setting when…

Methodology · Statistics 2012-02-20 Inma Tur , Robert Castelo

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

Methodology · Statistics 2019-07-26 Daniela De Canditiis , Armando Guardasole

Selecting between different dependency structures of hidden Markov random field can be very challenging, due to the intractable normalizing constant in the likelihood. We answer this question with approximate Bayesian computation (ABC)…

Statistics Theory · Mathematics 2019-09-04 Julien Stoehr , Pierre Pudlo , Lionel Cucala

State-of-the-art image-set matching techniques typically implicitly model each image-set with a Gaussian distribution. Here, we propose to go beyond these representations and model image-sets as probability distribution functions (PDFs)…

Computer Vision and Pattern Recognition · Computer Science 2015-08-03 Mehrtash Harandi , Mathieu Salzmann , Mahsa Baktashmotlagh

Gaussian process (GP) models are commonly used statistical metamodels for emulating expensive computer simulators. Fitting a GP model can be numerically unstable if any pair of design points in the input space are close together. Ranjan,…

Computation · Statistics 2015-11-20 Blake MacDonald , Pritam Ranjan , Hugh Chipman

Bayesian inference for graphical models has received much attention in the literature in recent years. It is well known that when the graph G is decomposable, Bayesian inference is significantly more tractable than in the general…

Methodology · Statistics 2015-05-05 Kshitij Khare , Bala Rajaratnam , Abhishek Saha