English
Related papers

Related papers: Sparse Graphical Linear Dynamical Systems

200 papers

In this article, we propose a new class of priors for Bayesian inference with multiple Gaussian graphical models. We introduce fully Bayesian treatments of two popular procedures, the group graphical lasso and the fused graphical lasso, and…

Machine Learning · Statistics 2019-05-13 Zehang Richard Li , Tyler H. McCormick , Samuel J. Clark

We consider the problem of jointly learning row-wise and column-wise dependencies of matrix-variate observations, which are modelled separately by two precision matrices. Due to the complicated structure of Kronecker-product precision…

Machine Learning · Computer Science 2024-03-06 Meixia Lin , Yangjing Zhang

Graphical modeling explores dependences among a collection of variables by inferring a graph that encodes pairwise conditional independences. For jointly Gaussian variables, this translates into detecting the support of the precision…

Methodology · Statistics 2018-02-16 Shota Katayama , Hironori Fujisawa , Mathias Drton

We propose an L1-penalized algorithm for fitting high-dimensional generalized linear mixed models. Generalized linear mixed models (GLMMs) can be viewed as an extension of generalized linear models for clustered observations. This…

Computation · Statistics 2014-06-03 Jürg Schelldorfer , Lukas Meier , Peter Bühlmann

Graphical models are widely used in science to represent joint probability distributions with an underlying conditional dependence structure. The inverse problem of learning a discrete graphical model given i.i.d samples from its joint…

Machine Learning · Computer Science 2020-12-24 Abhijith J. , Andrey Y. Lokhov , Sidhant Misra , Marc Vuffray

High-dimensional time series datasets are becoming increasingly common in many areas of biological and social sciences. Some important applications include gene regulatory network reconstruction using time course gene expression data, brain…

Methodology · Statistics 2021-08-02 Sumanta Basu , David S. Matteson

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…

Methodology · Statistics 2024-10-14 Saverio Ranciati , Alberto Roverato

The analysis of spatial data from biological imaging technology, such as imaging mass spectrometry (IMS) or imaging mass cytometry (IMC), is challenging because of a competitive sampling process which convolves signals from molecules in a…

Machine Learning · Statistics 2025-09-26 Joaquim Valerio Teixeira , Ed Reznik , Sudpito Banerjee , Wesley Tansey

Demanding sparsity in estimated models has become a routine practice in statistics. In many situations, we wish to require that the sparsity patterns attained honor certain problem-specific constraints. Hierarchical sparse modeling (HSM)…

Methodology · Statistics 2017-12-04 Xiaohan Yan , Jacob Bien

In recent years, network models have gained prominence for their ability to capture complex associations. In statistical omics, networks can be used to model and study the functional relationships between genes, proteins, and other types of…

Methodology · Statistics 2023-06-21 Camilla Lingjærde , Sylvia Richardson

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

Optimization and Control · Mathematics 2020-04-20 Meixia Lin , Defeng Sun , Kim-Chuan Toh , Chengjing Wang

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…

Methodology · Statistics 2017-11-01 Alexander J. Gibberd , James D. B. Nelson

We present a stepwise approach to estimate high dimensional Gaussian graphical models. We exploit the relation between the partial correlation coefficients and the distribution of the prediction errors, and parametrize the model in terms of…

Methodology · Statistics 2018-08-21 Ginette Lafit , Francisco J. Nogales , Marcelo Ruiz , Ruben H. Zamar

Deep learning methods have access to be employed for solving physical systems governed by parametric partial differential equations (PDEs) due to massive scientific data. It has been refined to operator learning that focuses on learning…

Machine Learning · Computer Science 2024-03-06 Chu Wang , Jinhong Wu , Yanzhi Wang , Zhijian Zha , Qi Zhou

Distributed Gaussian process (DGP) is a popular approach to scale GP to big data which divides the training data into some subsets, performs local inference for each partition, and aggregates the results to acquire global prediction. To…

Machine Learning · Computer Science 2022-02-08 Hamed Jalali , Gjergji Kasneci

Gaussian graphical model is one of the powerful tools to analyze conditional independence between two variables for multivariate Gaussian-distributed observations. When the dimension of data is moderate or high, penalized likelihood methods…

Methodology · Statistics 2025-01-24 Takahiro Onizuka , Shintaro Hashimoto

Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the…

Information Theory · Computer Science 2010-03-02 Pablo Sprechmann , Ignacio Ramirez , Guillermo Sapiro , Yonina C. Eldar

Probabilistic graphical modeling (PGM) provides a framework for formulating an interpretable generative process of data and expressing uncertainty about unknowns, but it lacks flexibility. Deep learning (DL) is an alternative framework for…

Machine Learning · Statistics 2021-04-27 Adji B. Dieng

We study the performance of sparse regression methods and propose new techniques to distill the governing equations of dynamical systems from data. We first look at the generic methodology of learning interpretable equation forms from data,…

Machine Learning · Computer Science 2019-03-25 Chinmay S. Kulkarni

Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…

Machine Learning · Computer Science 2023-08-03 Andrea Cini , Daniele Zambon , Cesare Alippi