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We propose a novel graphical model selection (GMS) scheme for high-dimensional stationary time series or discrete time process. The method is based on a natural generalization of the graphical LASSO (gLASSO), introduced originally for GMS…

Machine Learning · Statistics 2023-07-19 Alexander Jung , Gabor Hannak , Norbert Görtz

We consider joint estimation of multiple graphical models arising from heterogeneous and high-dimensional observations. Unlike most previous approaches which assume that the cluster structure is given in advance, an appealing feature of our…

Machine Learning · Statistics 2018-01-16 Botao Hao , Will Wei Sun , Yufeng Liu , Guang Cheng

Graph matching is a challenging problem with very important applications in a wide range of fields, from image and video analysis to biological and biomedical problems. We propose a robust graph matching algorithm inspired in…

Optimization and Control · Mathematics 2013-11-26 Marcelo Fiori , Pablo Sprechmann , Joshua Vogelstein , Pablo Musé , Guillermo Sapiro

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

Gaussian graphical models represent the backbone of the statistical toolbox for analyzing continuous multivariate systems. However, due to the intrinsic properties of the multivariate normal distribution, use of this model family may hide…

Statistics Theory · Mathematics 2014-09-09 Henrik Nyman , Johan Pensar , Jukka Corander

Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…

Statistics Theory · Mathematics 2021-11-30 Dominic Richards , Sahand N. Negahban , Patrick Rebeschini

Graphical models are popular tools for exploring relationships among a set of variables. The Gaussian graphical model (GGM) is an important class of graphical models, where the conditional dependence among variables is represented by nodes…

Methodology · Statistics 2025-05-30 José Á. Sánchez Gómez , Weibin Mo , Junlong Zhao , Yufeng Liu

The graph fused lasso -- which includes as a special case the one-dimensional fused lasso -- is widely used to reconstruct signals that are piecewise constant on a graph, meaning that nodes connected by an edge tend to have identical…

Methodology · Statistics 2022-02-11 Yiqun T. Chen , Sean W. Jewell , Daniela M. Witten

Graphical Gaussian models have proven to be useful tools for exploring network structures based on multivariate data. Applications to studies of gene expression have generated substantial interest in these models, and resulting recent…

Methodology · Statistics 2011-08-10 Michael Finegold , Mathias Drton

The notion of multivariate total positivity has proved to be useful in finance and psychology but may be too restrictive in other applications. In this paper we propose a concept of local association, where highly connected components in a…

Methodology · Statistics 2022-02-10 Steffen Lauritzen , Piotr Zwiernik

The edge structure of the graph defining an undirected graphical model describes precisely the structure of dependence between the variables in the graph. In many applications, the dependence structure is unknown and it is desirable to…

Machine Learning · Statistics 2018-08-01 Marina Vinyes , Guillaume Obozinski

Clustering multivariate data is a pervasive task in many applied problems, particularly in social studies and life science. Model-based approaches to clustering rely on mixture models, where each mixture component corresponds to the kernel…

Methodology · Statistics 2026-01-22 Laura Ferrini , Federico Castelletti

This paper introduces two Gaussian graphical models defined on complete bipartite graphs. We show that the determinants of the precision matrices associated with the models are equal up to scale, where the scale factor only depends on model…

Information Theory · Computer Science 2025-06-17 Mehdi Molkaraie

For some special data in reality, such as the genetic data, adjacent genes may have the similar function. Thus ensuring the smoothness between adjacent genes is highly necessary. But, in this case, the standard lasso penalty just doesn't…

Methodology · Statistics 2022-09-29 Xin Xin , Boyi Xie , Yunhai Xiao

Sparse Gaussian graphical models characterize sparse dependence relationships between random variables in a network. To estimate multiple related Gaussian graphical models on the same set of variables, we formulate a hierarchical model,…

Methodology · Statistics 2014-06-10 Yuancheng Zhu , Rina Foygel Barber

We consider the problem of constructing nonparametric undirected graphical models for high-dimensional functional data. Most existing statistical methods in this context assume either a Gaussian distribution on the vertices or linear…

Statistics Theory · Mathematics 2021-03-22 Eftychia Solea , Holger Dette

The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…

Methodology · Statistics 2023-07-03 Yueqi Qian , Xianghong Hu , Can Yang

Graphical models are widely used to make inferences concerning interplay in multivariate systems. In many applications, data are collected from multiple related but nonidentical units whose underlying networks may differ but are likely to…

Methodology · Statistics 2014-12-04 Chris J. Oates , Jim Korkola , Joe W. Gray , Sach Mukherjee

Graph Generating Dependencies (GGDs) informally express constraints between two (possibly different) graph patterns which enforce relationships on both graph's data (via property value constraints) and its structure (via topological…

Databases · Computer Science 2022-11-02 Larissa C. Shimomura , Nikolay Yakovets , George Fletcher

Graphs are a powerful data structure to represent relational data and are widely used to describe complex real-world data structures. Probabilistic Graphical Models (PGMs) have been well-developed in the past years to mathematically model…

Artificial Intelligence · Computer Science 2023-01-31 Chenqing Hua , Sitao Luan , Qian Zhang , Jie Fu
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