English
Related papers

Related papers: Computing Systemic Risk Measures with Graph Neural…

200 papers

We propose a data-driven Neural Network (NN) optimization framework to determine the optimal multi-period dynamic asset allocation strategy for outperforming a general stochastic target. We formulate the problem as an optimal stochastic…

Computational Finance · Quantitative Finance 2020-06-30 Chendi Ni , Yuying Li , Peter Forsyth , Ray Carroll

Identifying critical nodes and links in graphs is a crucial task. These nodes/links typically represent critical elements/communication links that play a key role in a system's performance. However, a majority of the methods available in…

Social and Information Networks · Computer Science 2022-05-31 Sai Munikoti , Laya Das , Balasubramaniam Natarajan

Graph Neural Networks (GNNs) have achieved state-of-the-art performance in solving graph classification tasks. However, most GNN architectures aggregate information from all nodes and edges in a graph, regardless of their relevance to the…

Machine Learning · Statistics 2024-04-19 Pablo Sanchez-Martin , Kinaan Aamir Khan , Isabel Valera

In this paper, we devise a novel lightweight Graph Convolutional Network (GCN) design dubbed as Multi-Rate Magnitude Pruning (MRMP) that jointly trains network topology and weights. Our method is variational and proceeds by aligning the…

Computer Vision and Pattern Recognition · Computer Science 2024-01-01 Hichem Sahbi

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

Neural forecasting of spatiotemporal time series drives both research and industrial innovation in several relevant application domains. Graph neural networks (GNNs) are often the core component of the forecasting architecture. However, in…

Machine Learning · Computer Science 2023-02-21 Andrea Cini , Ivan Marisca , Filippo Maria Bianchi , Cesare Alippi

Graph Neural Networks (GNNs) are powerful machine learning prediction models on graph-structured data. However, GNNs lack rigorous uncertainty estimates, limiting their reliable deployment in settings where the cost of errors is…

Machine Learning · Computer Science 2023-11-01 Kexin Huang , Ying Jin , Emmanuel Candès , Jure Leskovec

Agglomeration-based strategies are important both within adaptive refinement algorithms and to construct scalable multilevel algebraic solvers. In order to automatically perform agglomeration of polygonal grids, we propose the use of…

Numerical Analysis · Mathematics 2023-03-17 P. F. Antonietti , N. Farenga , E. Manuzzi , G. Martinelli , L. Saverio

We introduce the Graph Mixture Density Networks, a new family of machine learning models that can fit multimodal output distributions conditioned on graphs of arbitrary topology. By combining ideas from mixture models and graph…

Machine Learning · Computer Science 2021-06-28 Federico Errica , Davide Bacciu , Alessio Micheli

Markov Logic Networks (MLNs), which elegantly combine logic rules and probabilistic graphical models, can be used to address many knowledge graph problems. However, inference in MLN is computationally intensive, making the industrial-scale…

Artificial Intelligence · Computer Science 2020-02-05 Yuyu Zhang , Xinshi Chen , Yuan Yang , Arun Ramamurthy , Bo Li , Yuan Qi , Le Song

The successful integration of machine learning models into decision support tools for grid operation hinges on effectively capturing the topological changes in daily operations. Frequent grid reconfigurations and N-k security analyses have…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Agnes M. Nakiganda , Spyros Chatzivasileiadis

The Spatial-Temporal Graph Attention Network (ST-GAT) framework was created to serve as an explainable GNN-based solution for detecting bank distress early warning signs and for conducting macro-prudential surveillance of the interbank…

Machine Learning · Computer Science 2026-04-17 Mohammad Nasir Uddin

Agencies such as Standard & Poor's and Moody's provide bank credit ratings that influence economic stability and decision-making by stakeholders. Accurate and timely predictions support informed decision-making, regulatory actions, and…

Machine Learning · Computer Science 2025-06-10 Junyi Liu , Stanley Kok

Networks serve as a tool used to examine the large-scale connectivity patterns in complex systems. Modelling their generative mechanism nonparametrically is often based on step-functions, such as the stochastic block models. These models…

Methodology · Statistics 2024-01-11 Arthur Verdeyme , Sofia C. Olhede

Graph neural networks (GNNs) are the predominant approach for graph-based machine learning. While neural networks have shown great performance at learning useful representations, they are often criticized for their limited high-level…

Machine Learning · Computer Science 2024-07-09 Markus Zopf , Francesco Alesiani

Deep learning has recently emerged as a disruptive technology to solve challenging radio resource management problems in wireless networks. However, the neural network architectures adopted by existing works suffer from poor scalability,…

Information Theory · Computer Science 2020-10-30 Yifei Shen , Yuanming Shi , Jun Zhang , Khaled B. Letaief

Probabilistic graphical models provide a powerful tool to describe complex statistical structure, with many real-world applications in science and engineering from controlling robotic arms to understanding neuronal computations. A major…

Artificial Intelligence · Computer Science 2023-05-04 Yicheng Fei , Xaq Pitkow

We introduce a novel training principle for probabilistic models that is an alternative to maximum likelihood. The proposed Generative Stochastic Networks (GSN) framework is based on learning the transition operator of a Markov chain whose…

Machine Learning · Computer Science 2015-03-29 Guillaume Alain , Yoshua Bengio , Li Yao , Jason Yosinski , Eric Thibodeau-Laufer , Saizheng Zhang , Pascal Vincent

Graph neural networks (GNNs) have struggled to outperform traditional optimization methods on combinatorial problems, limiting their practical impact. We address this gap by introducing a novel chaining procedure for the graph alignment…

Machine Learning · Computer Science 2025-10-06 Marc Lelarge

Recently, there has been much work on the design of general heuristics for graph-based, combinatorial optimization problems via the incorporation of Graph Neural Networks (GNNs) to learn distribution-specific solution structures.However,…

Artificial Intelligence · Computer Science 2024-06-19 Ankur Nath , Alan Kuhnle