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Motivated by the problem of inferring the graph structure of functional connectivity networks from multi-level functional magnetic resonance imaging data, we develop a valid inference framework for high-dimensional graphical models that…

Methodology · Statistics 2024-03-18 Kun Yue , Eardi Lila , Ali Shojaie

Graph Neural Networks usually rely on the assumption that the graph topology is available to the network as well as optimal for the downstream task. Latent graph inference allows models to dynamically learn the intrinsic graph structure of…

Machine Learning · Computer Science 2023-06-28 Haitz Sáez de Ocáriz Borde , Anees Kazi , Federico Barbero , Pietro Liò

Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.…

Signal Processing · Electrical Eng. & Systems 2019-10-02 Elvin Isufi , Andreas Loukas , Nathanael Perraudin , Geert Leus

Learning graphs from sets of nodal observations represents a prominent problem formally known as graph topology inference. However, current approaches are limited by typically focusing on inferring single networks, and they assume that…

Social and Information Networks · Computer Science 2021-11-17 Samuel Rey , Andrei Buciulea , Madeline Navarro , Santiago Segarra , Antonio G. Marques

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse…

Methodology · Statistics 2018-02-09 Sacha Epskamp , Lourens J. Waldorp , René Mõttus , Denny Borsboom

The conditional autoregressive model is a routinely used statistical model for areal data that arise from, for instances, epidemiological, socio-economic or ecological studies. Various multivariate conditional autoregressive models have…

Methodology · Statistics 2019-07-23 Ye Liang

Our concern is selecting the concentration matrix's nonzero coefficients for a sparse Gaussian graphical model in a high-dimensional setting. This corresponds to estimating the graph of conditional dependencies between the variables. We…

Methodology · Statistics 2010-04-05 Christophe Ambroise , Julien Chiquet , Catherine Matias

Outstanding achievements of graph neural networks for spatiotemporal time series analysis show that relational constraints introduce an effective inductive bias into neural forecasting architectures. Often, however, the relational…

Machine Learning · Computer Science 2023-08-03 Andrea Cini , Daniele Zambon , Cesare Alippi

State-space models (SSM) are central to describe time-varying complex systems in countless signal processing applications such as remote sensing, networks, biomedicine, and finance to name a few. Inference and prediction in SSMs are…

Computation · Statistics 2022-10-26 Víctor Elvira , Émilie Chouzenoux

We propose a kernel regression method to predict a target signal lying over a graph when an input observation is given. The input and the output could be two different physical quantities. In particular, the input may not be a graph signal…

Information Theory · Computer Science 2019-08-02 Arun Venkitaraman , Saikat Chatterjee , Peter Händel

We address a largely open problem of multilabel classification over graphs. Unlike traditional vector input, a graph has rich variable-size substructures which are related to the labels in some ways. We believe that uncovering these…

Machine Learning · Computer Science 2018-04-12 Kien Do , Truyen Tran , Thin Nguyen , Svetha Venkatesh

In this paper, we introduce a new directed graphical model from Gaussian data: the Gaussian graphical interaction model (GGIM). The development of this model comes from considering stationary Gaussian processes on graphs, and leveraging the…

Machine Learning · Computer Science 2020-11-19 Katherine Fitch

The forecasting of multi-variate time processes through graph-based techniques has recently been addressed under the graph signal processing framework. However, problems in the representation and the processing arise when each time series…

Signal Processing · Electrical Eng. & Systems 2020-04-20 Alberto Natali , Elvin Isufi , Geert Leus

Accurate prediction of future blood glucose (BG) levels can effectively improve BG management for people living with diabetes, thereby reducing complications and improving quality of life. The state of the art of BG prediction has been…

Machine Learning · Computer Science 2024-02-27 Chengzhe Piao , Taiyu Zhu , Stephanie E Baldeweg , Paul Taylor , Pantelis Georgiou , Jiahao Sun , Jun Wang , Kezhi Li

The concept of a random process has been recently extended to graph signals, whereby random graph processes are a class of multivariate stochastic processes whose coefficients are matrices with a \textit{graph-topological} structure. The…

Signal Processing · Electrical Eng. & Systems 2020-03-13 Thiernithi Variddhisai , Danilo Mandic

Generating synthetic data for financial time series poses challenges, especially considering their non-stationary nature. Traditional statistical time series models normally assume weak stationarity. However, this assumption can constrain…

Computational Engineering, Finance, and Science · Computer Science 2026-05-22 Marco Gregnanin , Johannes De Smedt , Giorgio Gnecco , Maurizio Parton

Graph representation learning is a fundamental problem for modeling relational data and benefits a number of downstream applications. Traditional Bayesian-based graph models and recent deep learning based GNN either suffer from…

Machine Learning · Computer Science 2024-03-27 Hanxuan Yang , Qingchao Kong , Wenji Mao

We introduce graph gamma process (GGP) linear dynamical systems to model real-valued multivariate time series. For temporal pattern discovery, the latent representation under the model is used to decompose the time series into a…

Methodology · Statistics 2020-07-28 Rahi Kalantari , Mingyuan Zhou

Representing and exploiting multivariate signals requires capturing relations between variables, which we can represent by graphs. Graph dictionaries allow to describe complex relational information as a sparse sum of simpler structures,…

Machine Learning · Computer Science 2026-01-09 William Cappelletti , Pascal Frossard

Effective agent coordination is crucial in cooperative Multi-Agent Reinforcement Learning (MARL). While agent cooperation can be represented by graph structures, prevailing graph learning methods in MARL are limited. They rely solely on…

Machine Learning · Computer Science 2026-04-13 Wei Duan , Jie Lu , Junyu Xuan