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Uncertainty quantification is essential when dealing with ill-conditioned inverse problems due to the inherent nonuniqueness of the solution. Bayesian approaches allow us to determine how likely an estimation of the unknown parameters is…

Machine Learning · Statistics 2020-01-16 Ali Siahkoohi , Gabrio Rizzuti , Felix J. Herrmann

Many probabilistic models introduce strong dependencies between variables using a latent multivariate Gaussian distribution or a Gaussian process. We present a new Markov chain Monte Carlo algorithm for performing inference in models with…

Computation · Statistics 2010-03-22 Iain Murray , Ryan Prescott Adams , David J. C. MacKay

In this work we study the diffusion annealed Langevin dynamics, a score-based diffusion process recently introduced in the theory of generative models and which is an alternative to the classical overdamped Langevin diffusion. Our goal is…

Probability · Mathematics 2025-11-14 Patrick Cattiaux , Paula Cordero-Encinar , Arnaud Guillin

In this work, we are interested in adaptive and distributed estimation of graph filters from streaming data. We formulate this problem as a consensus estimation problem over graphs, which can be addressed with diffusion LMS strategies. Most…

Signal Processing · Electrical Eng. & Systems 2019-12-13 Fei Hua , Roula Nassif , Cédric Richard , Haiyan Wang , Ali H. Sayed

Generative models such as diffusion models have achieved remarkable success in state-of-the-art image and text tasks. Recently, score-based diffusion models have extended their success beyond image generation, showing competitive…

Machine Learning · Computer Science 2024-11-27 Jia Jun Cheng Xian , Sadegh Mahdavi , Renjie Liao , Oliver Schulte

Graphical models describe associations between variables through the notion of conditional independence. Gaussian graphical models are a widely used class of such models where the relationships are formalized by non-null entries of the…

Methodology · Statistics 2023-08-08 Sagnik Bhadury , Riten Mitra , Jeremy T. Gaskins

The G-Wishart distribution is an essential component for the Bayesian analysis of Gaussian graphical models as the conjugate prior for the precision matrix. Evaluating the marginal likelihood of such models usually requires computing…

Methodology · Statistics 2025-04-11 Ching Wong , Giusi Moffa , Jack Kuipers

Inferring accurate posteriors for high-dimensional representations of the brightness of gravitationally-lensed sources is a major challenge, in part due to the difficulties of accurately quantifying the priors. Here, we report the use of a…

Instrumentation and Methods for Astrophysics · Physics 2022-11-30 Alexandre Adam , Adam Coogan , Nikolay Malkin , Ronan Legin , Laurence Perreault-Levasseur , Yashar Hezaveh , Yoshua Bengio

We introduce a novel framework for efficient sampling from complex, unnormalised target distributions by exploiting multiscale dynamics. Traditional score-based sampling methods either rely on learned approximations of the score function or…

Computation · Statistics 2025-11-04 Paula Cordero-Encinar , Andrew B. Duncan , Sebastian Reich , O. Deniz Akyildiz

We study the problem of posterior sampling in the context of score based generative models. We have a trained score network for a prior $p(x)$, a measurement model $p(y|x)$, and are tasked with sampling from the posterior $p(x|y)$. Prior…

Machine Learning · Computer Science 2025-12-09 Advait Parulekar , Litu Rout , Karthikeyan Shanmugam , Sanjay Shakkottai

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We…

Optimization and Control · Mathematics 2016-12-08 Angelia Nedić , Alex Olshevsky , César A. Uribe

Motivated by the need to study the molecular mechanism underlying Type 1 Diabetes (T1D) with the gene expression data collected from both the patients and healthy controls at multiple time points, we propose an innovative method for jointly…

Methodology · Statistics 2018-12-10 Bochao Jia , Faming Liang , the TEDDY Study Group

Link prediction aims to reveal missing edges in a graph. We address this task with a Gaussian process that is transformed using simplified graph convolutions to better leverage the inductive bias of the domain. To scale the Gaussian process…

Machine Learning · Computer Science 2020-02-12 Felix L. Opolka , Pietro Liò

We characterize the measurement complexity of compressed sensing of signals drawn from a known prior distribution, even when the support of the prior is the entire space (rather than, say, sparse vectors). We show for Gaussian measurements…

Machine Learning · Computer Science 2021-06-23 Ajil Jalal , Sushrut Karmalkar , Alexandros G. Dimakis , Eric Price

Diffusion models achieve state-of-the-art performance in various generation tasks. However, their theoretical foundations fall far behind. This paper studies score approximation, estimation, and distribution recovery of diffusion models,…

Machine Learning · Computer Science 2023-02-15 Minshuo Chen , Kaixuan Huang , Tuo Zhao , Mengdi Wang

The development and evaluation of graph neural networks (GNNs) generally follow the independent and identically distributed (i.i.d.) assumption. Yet this assumption is often untenable in practice due to the uncontrollable data generation…

Machine Learning · Computer Science 2025-03-06 Yiming Xu , Bin Shi , Zhen Peng , Huixiang Liu , Bo Dong , Chen Chen

We study the problem of recovering the structure underlying large Gaussian graphical models or, more generally, partial correlation graphs. In high-dimensional problems it is often too costly to store the entire sample covariance matrix. We…

Statistics Theory · Mathematics 2021-10-13 Gábor Lugosi , Jakub Truszkowski , Vasiliki Velona , Piotr Zwiernik

Graphical network inference is used in many fields such as genomics or ecology to infer the conditional independence structure between variables, from measurements of gene expression or species abundances for instance. In many practical…

Methodology · Statistics 2018-03-22 Geneviève Robin , Christophe Ambroise , Stéphane Robin

We consider core-periphery structured graphs, which are graphs with a group of densely and sparsely connected nodes, respectively, referred to as core and periphery nodes. The so-called core score of a node is related to the likelihood of…

Machine Learning · Computer Science 2022-10-05 Sravanthi Gurugubelli , Sundeep Prabhakar Chepuri

Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…

Methodology · Statistics 2017-06-13 Kei Hirose , Hironori Fujisawa , Jun Sese
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