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Methods for inference and simulation of linearly constrained Gaussian Markov Random Fields (GMRF) are computationally prohibitive when the number of constraints is large. In some cases, such as for intrinsic GMRFs, they may even be…
Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact…
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…
Embedding graphs in continous spaces is a key factor in designing and developing algorithms for automatic information extraction to be applied in diverse tasks (e.g., learning, inferring, predicting). The reliability of graph embeddings…
We propose a graph spectrum-based Gaussian process for prediction of signals defined on nodes of the graph. The model is designed to capture various graph signal structures through a highly adaptive kernel that incorporates a flexible…
We propose a novel random walk-based algorithm for unbiased estimation of arbitrary functions of a weighted adjacency matrix, coined universal graph random features (u-GRFs). This includes many of the most popular examples of kernels…
Past approaches for statistical shape analysis of objects have focused mainly on objects within the same topological classes, e.g., scalar functions, Euclidean curves, or surfaces, etc. For objects that differ in more complex ways, the…
Learning representation on graph plays a crucial role in numerous tasks of pattern recognition. Different from grid-shaped images/videos, on which local convolution kernels can be lattices, however, graphs are fully coordinate-free on…
We consider Gaussian Random Fields on metric graphs defined implicitly as the stationary solution to a fractional SPDE driven by Gaussian white noise. Sampling from the finite element approximation requires the Cholesky factorization of the…
Gaussian Markov random fields (GMRFs) are frequently used as computationally efficient models in spatial statistics. Unfortunately, it has traditionally been difficult to link GMRFs with the more traditional Gaussian random field models as…
This paper considers the problem of simultaneously estimating rare-event probabilities for a class of Gaussian random fields. A conventional rare-event simulation method is usually tailored to a specific rare event and consequently would…
A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…
We propose a principled way to define Gaussian process priors on various sets of unweighted graphs: directed or undirected, with or without loops. We endow each of these sets with a geometric structure, inducing the notions of closeness and…
Graph similarity computation is one of the core operations in many graph-based applications, such as graph similarity search, graph database analysis, graph clustering, etc. Since computing the exact distance/similarity between two graphs…
Embedding graphs in a geographical or latent space, i.e.\ inferring locations for vertices in Euclidean space or on a smooth manifold or submanifold, is a common task in network analysis, statistical inference, and graph visualization. We…
We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation…
The efficient simulation of Gaussian random fields with flexible correlation structures is fundamental in spatial statistics, machine learning, and uncertainty quantification. In this work, we revisit the \emph{spectral turning-bands} (STB)…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
Node embeddings map graph vertices into low-dimensional Euclidean spaces while preserving structural information. They are central to tasks such as node classification, link prediction, and signal reconstruction. A key goal is to design…
We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…