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With a sequence of regressions, one may generate joint probability distributions. One starts with a joint, marginal distribution of context variables having possibly a concentration graph structure and continues with an ordered sequence of…

Statistics Theory · Mathematics 2017-02-03 Kayvan Sadeghi , Nanny Wermuth

Many real world network problems often concern multivariate nodal attributes such as image, textual, and multi-view feature vectors on nodes, rather than simple univariate nodal attributes. The existing graph estimation methods built on…

Machine Learning · Statistics 2013-04-23 Mladen Kolar , Han Liu , Eric P. Xing

In this paper, we first propose a Bayesian neighborhood selection method to estimate Gaussian Graphical Models (GGMs). We show the graph selection consistency of this method in the sense that the posterior probability of the true model…

Applications · Statistics 2015-07-08 Zhixiang Lin , Tao Wang , Can Yang , Hongyu Zhao

We introduce graphical time series models for the analysis of dynamic relationships among variables in multivariate time series. The modelling approach is based on the notion of strong Granger causality and can be applied to time series…

Statistics Theory · Mathematics 2011-07-18 Michael Eichler

This paper presents foundational theoretical results on distributed parameter estimation for undirected probabilistic graphical models. It introduces a general condition on composite likelihood decompositions of these models which…

Machine Learning · Statistics 2014-06-13 Yariv Dror Mizrahi , Misha Denil , Nando de Freitas

Drawing on some recent results that provide the formalism necessary to definite stationarity for infinite random graphs, this paper initiates the study of statistical and learning questions pertaining to these objects. Specifically, a…

Machine Learning · Computer Science 2017-08-11 Daniil Ryabko

Inferring the causal structure that links n observables is usually based upon detecting statistical dependences and choosing simple graphs that make the joint measure Markovian. Here we argue why causal inference is also possible when only…

Statistics Theory · Mathematics 2008-04-24 Dominik Janzing , Bernhard Schoelkopf

Conditional independence models associated with directed acyclic graphs (DAGs) may be characterized in at least three different ways: via a factorization, the global Markov property (given by the d-separation criterion), and the local…

Methodology · Statistics 2023-09-27 Thomas S. Richardson , Robin J. Evans , James M. Robins , Ilya Shpitser

We consider the averaging principle for deterministic or stochastic systems with a fast stochastic component (family of continuous-time Markov chains depending on the state of the system as a parameter). We show that, due to bifurcations in…

Probability · Mathematics 2020-02-25 Mark Freidlin , Leonid Koralov

We discuss two parameterizations of models for marginal independencies for discrete distributions which are representable by bi-directed graph models, under the global Markov property. Such models are useful data analytic tools especially…

Machine Learning · Statistics 2008-01-10 Monia Lupparelli , Giovanni M. Marchetti , Wicher P. Bergsma

An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…

Machine Learning · Statistics 2015-03-25 Henrik Nyman , Jie Xiong , Johan Pensar , Jukka Corander

Randomising networks using a naive `accept-all' edge-swap algorithm is generally biased. Building on recent results for nondirected graphs, we construct an ergodic detailed balance Markov chain with non-trivial acceptance probabilities for…

Quantitative Methods · Quantitative Biology 2011-12-21 E. S. Roberts , A. C. C. Coolen

Developing feature selection algorithms that move beyond a pure correlational to a more causal analysis of observational data is an important problem in the sciences. Several algorithms attempt to do so by discovering the Markov blanket of…

Machine Learning · Statistics 2014-05-06 Eric V. Strobl , Shyam Visweswaran

We propose a method for variable selection in discriminant analysis with mixed categorical and continuous variables. This method is based on a criterion that permits to reduce the variable selection problem to a problem of estimating…

Statistics Theory · Mathematics 2017-03-14 Alban Mbina Mbina , Guy Martial Nkiet , Fulgence Eyi Obiang

We study a family online influence maximization problems where in a sequence of rounds $t=1,\ldots,T$, a decision maker selects one from a large number of agents with the goal of maximizing influence. Upon choosing an agent, the decision…

Machine Learning · Computer Science 2021-09-27 Gábor Lugosi , Gergely Neu , Julia Olkhovskaya

Ordered sequences of univariate or multivariate regressions provide statistical models for analysing data from randomized, possibly sequential interventions, from cohort or multi-wave panel studies, but also from cross-sectional or…

Methodology · Statistics 2015-03-19 Nanny Wermuth , Kayvan Sadeghi

A graphical model encodes conditional independence relations via the Markov properties. For an undirected graph these conditional independence relations can be represented by a simple polytope known as the graph associahedron, which can be…

Statistics Theory · Mathematics 2017-12-08 Fatemeh Mohammadi , Caroline Uhler , Charles Wang , Josephine Yu

We propose a Markov chain simulation method to generate simple connected random graphs with a specified degree sequence and level of clustering. The networks generated by our algorithm are random in all other respects and can thus serve as…

Discrete Mathematics · Computer Science 2010-02-09 Shweta Bansal , Shashank Khandelwal , Lauren Ancel Meyers

We establish two theorems for assessing the accuracy in total variation of multivariate discrete normal approximation to the distribution of an integer valued random vector $W$. The first is for sums of random vectors whose dependence…

Probability · Mathematics 2018-07-19 A. D. Barbour , A. Xia

We consider the problem of estimating the parameters in a pairwise graphical model in which the distribution of each node, conditioned on the others, may have a different parametric form. In particular, we assume that each node's…

Methodology · Statistics 2014-08-05 Shizhe Chen , Daniela Witten , Ali Shojaie