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Related papers: Enhancing Graphical Lasso: A Robust Scheme for Non…

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The partial correlation graphical LASSO (PCGLASSO) is a penalised likelihood method for Gaussian graphical models which provides scale invariant sparse estimation of the precision matrix and improves upon the popular graphical LASSO method.…

Methodology · Statistics 2025-10-30 Jack Storror Carter , Cesare Molinari

We consider the problem of inferring the conditional independence graph (CIG) of high-dimensional Gaussian vectors from multi-attribute data. Most existing methods for graph estimation are based on single-attribute models where one…

Machine Learning · Statistics 2025-05-20 Jitendra K Tugnait

We put forward a new Bayesian modeling strategy for spatiotemporal count data that enables efficient posterior sampling. Most previous models for such data decompose logarithms of the response Poisson rates into fixed effects and spatial…

Methodology · Statistics 2025-07-29 Yifan Cheng , Cheng Li

Learning the underlying Bayesian Networks (BNs), represented by directed acyclic graphs (DAGs), of the concerned events from purely-observational data is a crucial part of evidential reasoning. This task remains challenging due to the large…

Machine Learning · Statistics 2023-02-20 Danru Xu , Erdun Gao , Wei Huang , Menghan Wang , Andy Song , Mingming Gong

Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…

Methodology · Statistics 2022-11-22 Rafael Cabral , David Bolin , Håvard Rue

Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…

Statistics Theory · Mathematics 2019-04-02 Yabo Niu , Debdeep Pati , Bani Mallick

We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…

Information Theory · Computer Science 2012-12-04 Ulugbek S. Kamilov , Sundeep Rangan , Alyson K. Fletcher , Michael Unser

We consider the problem of estimating a time-varying sparse precision matrix, which is assumed to evolve in a piece-wise constant manner. Building upon the Group Fused LASSO and LASSO penalty functions, we estimate both the network…

Statistics Theory · Mathematics 2024-10-08 Ying Lin , Benjamin Poignard , Ting Kei Pong , Akiko Takeda

Recently, the proposal of the least mean square (LMS) and recursive least squares (RLS) algorithm for graph signal processing (GSP) provides excellent solutions for processing signals defined on irregular structures such as sensor networks.…

Signal Processing · Electrical Eng. & Systems 2025-06-03 Haiquan Zhao , Chengjin Li

Graph learning problems are typically approached by focusing on learning the topology of a single graph when signals from all nodes are available. However, many contemporary setups involve multiple related networks and, moreover, it is…

Signal Processing · Electrical Eng. & Systems 2022-12-06 Samuel Rey , Madeline Navarro , Andrei Buciulea , Santiago Segarra , Antonio G. Marques

We propose a data-efficient Gaussian process-based Bayesian approach to the semi-supervised learning problem on graphs. The proposed model shows extremely competitive performance when compared to the state-of-the-art graph neural networks…

Machine Learning · Computer Science 2018-10-15 Yin Cheng Ng , Nicolo Colombo , Ricardo Silva

The Bayesian Lasso is constructed in the linear regression framework and applies the Gibbs sampling to estimate the regression parameters. This paper develops a new sparse learning model, named the Bayesian Lasso Sparse (BLS) model, that…

Machine Learning · Statistics 2022-07-15 Ingvild M. Helgøy , Yushu Li

This paper presents a convex-analytic framework to learn sparse graphs from data. While our problem formulation is inspired by an extension of the graphical lasso using the so-called combinatorial graph Laplacian framework, a key difference…

Signal Processing · Electrical Eng. & Systems 2021-09-20 Tatsuya Koyakumaru , Masahiro Yukawa , Eduardo Pavez , Antonio Ortega

Several methods have been recently proposed for estimating sparse Gaussian graphical models using $\ell_{1}$ regularization on the inverse covariance matrix. Despite recent advances, contemporary applications require methods that are even…

Computation · Statistics 2014-05-15 Onkar Dalal , Bala Rajaratnam

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Guanhua Wang , Douglas C. Noll , Jeffrey A. Fessler

While recent low-light image enhancement (LLIE) methods have made significant advancements, they still face challenges in terms of low visual quality and weak generalization ability when applied to complex scenarios. To address these…

Computer Vision and Pattern Recognition · Computer Science 2024-08-30 Ye Yu , Fengxin Chen , Jun Yu , Zhen Kan

The popular Lasso approach for sparse estimation can be derived via marginalization of a joint density associated with a particular stochastic model. A different marginalization of the same probabilistic model leads to a different…

Machine Learning · Statistics 2013-02-28 Aleksandr Y. Aravkin , James V. Burke , Alessandro Chiuso , Gianluigi Pillonetto

In this paper we develop a novel method of combining many forecasts based on a machine learning algorithm called Graphical LASSO (GL). We visualize forecast errors from different forecasters as a network of interacting entities and…

Econometrics · Economics 2023-09-28 Tae-Hwy Lee , Ekaterina Seregina

Gaussian graphical models are often used to infer gene networks based on microarray expression data. Many scientists, however, have begun using high-throughput sequencing technologies to measure gene expression. As the resulting…

Applications · Statistics 2012-05-30 Genevera I. Allen , Zhandong Liu

The sparse precision matrix plays an essential role in the Gaussian graphical model since a zero off-diagonal element indicates conditional independence of the corresponding two variables given others. In the Gaussian graphical model, many…

Computation · Statistics 2022-03-30 Seunghwan Lee , Sang Cheol Kim , Donghyeon Yu
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