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In many applications of finance, biology and sociology, complex systems involve entities interacting with each other. These processes have the peculiarity of evolving over time and of comprising latent factors, which influence the system…

Machine Learning · Statistics 2018-08-03 Federico Tomasi , Veronica Tozzo , Saverio Salzo , Alessandro Verri

Learning meaningful graphs from data plays important roles in many data mining and machine learning tasks, such as data representation and analysis, dimension reduction, data clustering, and visualization, etc. In this work, for the first…

Machine Learning · Computer Science 2020-07-30 Yongyu Wang , Zhiqiang Zhao , Zhuo Feng

We consider a framework for determining and estimating the conditional pairwise relationships of variables when the observed samples are contaminated with measurement error in high dimensional settings. Assuming the true underlying…

Methodology · Statistics 2019-07-05 Michael Byrd , Linh Nghiem , Monnie McGee

Graph Augmentation Learning (GAL) provides outstanding solutions for graph learning in handling incomplete data, noise data, etc. Numerous GAL methods have been proposed for graph-based applications such as social network analysis and…

Machine Learning · Computer Science 2022-03-18 Shuo Yu , Huafei Huang , Minh N. Dao , Feng Xia

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

Gaussian graphical models provide a powerful framework for uncovering conditional dependence relationships between sets of nodes; they have found applications in a wide variety of fields including sensor and communication networks, physics,…

Machine Learning · Statistics 2024-10-28 Tianyi Yao , Minjie Wang , Genevera I. Allen

This paper addresses graph learning in Gaussian Graphical Models (GGMs). In this context, data matrices often come with auxiliary metadata (e.g., textual descriptions associated with each node) that is usually ignored in traditional graph…

Machine Learning · Statistics 2026-02-19 Jianhua Wang , Killian Cressant , Pedro Braconnot Velloso , Arnaud Breloy

We propose a new approach for the modeling large datasets of nonstationary spatial processes that combines a latent low rank process and a sparse covariance model. The low rank component coefficients are endowed with a flexible graphical…

Methodology · Statistics 2025-10-08 Matthew LeDuc , William Kleiber , Tomoko Matsuo

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam

Standard likelihood penalties to learn Gaussian graphical models are based on regularising the off-diagonal entries of the precision matrix. Such methods, and their Bayesian counterparts, are not invariant to scalar multiplication of the…

Methodology · Statistics 2023-11-16 Jack Storror Carter , David Rossell , Jim Q. Smith

Time series graphical models have recently received considerable attention for characterizing (conditional) dependence structures in multivariate time series. In many applications, the multivariate series exhibit variable-partitioned…

Methodology · Statistics 2026-04-09 Qin Fang , Xinghao Qiao , Zihan Wang

Gaussian graphical models are nowadays commonly applied to the comparison of groups sharing the same variables, by jointy learning their independence structures. We consider the case where there are exactly two dependent groups and the…

Methodology · Statistics 2024-10-14 Saverio Ranciati , Alberto Roverato

We tackle the network topology inference problem by utilizing Laplacian constrained Gaussian graphical models, which recast the task as estimating a precision matrix in the form of a graph Laplacian. Recent research \cite{ying2020nonconvex}…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , Xi Han , Rui Zhou , Xiwen Wang , Hing Cheung So

Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization…

Methodology · Statistics 2022-06-10 Chau Tran , Pedro Cisneros-Velarde , Sang-Yun Oh , Alexander Petersen

We consider tests of significance in the setting of the graphical lasso for inverse covariance matrix estimation. We propose a simple test statistic based on a subsequence of the knots in the graphical lasso path. We show that this…

Statistics Theory · Mathematics 2013-07-24 Max Grazier G'Sell , Jonathan Taylor , Robert Tibshirani

Transfer learning for high-dimensional Gaussian graphical models (GGMs) is studied with the goal of estimating the target GGM by utilizing the data from similar and related auxiliary studies. The similarity between the target graph and each…

Methodology · Statistics 2020-10-22 Sai Li , T. Tony Cai , Hongzhe Li

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence…

Computation · Statistics 2019-04-23 Linda S. L. Tan , David J. Nott

To improve the robustness of graph neural networks (GNN), graph structure learning (GSL) has attracted great interest due to the pervasiveness of noise in graph data. Many approaches have been proposed for GSL to jointly learn a clean graph…

Machine Learning · Computer Science 2023-07-06 Shaogao Lv , Gang Wen , Shiyu Liu , Linsen Wei , Ming Li

Instance selection (IS) is a crucial technique in machine learning that aims to reduce dataset size while maintaining model performance. This paper introduces a novel method called Graph Attention-based Instance Selection (GAIS), which…

Machine Learning · Computer Science 2024-12-30 Zahiriddin Rustamov , Ayham Zaitouny , Rafat Damseh , Nazar Zaki

Gaussian graphical model is one of the powerful tools to analyze conditional independence between two variables for multivariate Gaussian-distributed observations. When the dimension of data is moderate or high, penalized likelihood methods…

Methodology · Statistics 2025-01-24 Takahiro Onizuka , Shintaro Hashimoto