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This work deals with the generation of theoretical correlation matrices with specific sparsity patterns, associated to graph structures. We present a novel approach based on convex optimization, offering greater flexibility compared to…

Signal Processing · Electrical Eng. & Systems 2025-02-26 Ali Fakhar , Kévin Polisano , Irène Gannaz , Sophie Achard

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

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

Stochastic optimization algorithms update models with cheap per-iteration costs sequentially, which makes them amenable for large-scale data analysis. Such algorithms have been widely studied for structured sparse models where the sparsity…

Machine Learning · Computer Science 2019-05-10 Baojian Zhou , Feng Chen , Yiming Ying

Sparsity-constrained optimization is an important and challenging problem that has wide applicability in data mining, machine learning, and statistics. In this paper, we focus on sparsity-constrained optimization in cases where the cost…

Machine Learning · Computer Science 2016-12-19 Feng Chen , Baojian Zhou

Undirected graphs can be used to describe matrix variate distributions. In this paper, we develop new methods for estimating the graphical structures and underlying parameters, namely, the row and column covariance and inverse covariance…

Machine Learning · Statistics 2014-05-26 Shuheng Zhou

In graph signal processing, data samples are associated to vertices on a graph, while edge weights represent similarities between those samples. We propose a convex optimization problem to learn sparse well connected graphs from data. We…

Signal Processing · Electrical Eng. & Systems 2020-04-21 Eduardo Pavez , Antonio Ortega

We study the problem of prediction for evolving graph data. We formulate the problem as the minimization of a convex objective encouraging sparsity and low-rank of the solution, that reflect natural graph properties. The convex formulation…

Machine Learning · Statistics 2012-05-10 Emile Richard , Pierre-Andre Savalle , Nicolas Vayatis

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Graph generation generally aims to create new graphs that closely align with a specific graph distribution. Existing works often implicitly capture this distribution through the optimization of generators, potentially overlooking the…

Machine Learning · Computer Science 2024-07-19 Song Wang , Zhen Tan , Xinyu Zhao , Tianlong Chen , Huan Liu , Jundong Li

We consider the problem of matrix completion with graphs as side information depicting the interrelations between variables. The key challenge lies in leveraging the similarity structure of the graph to enhance matrix recovery. Existing…

Machine Learning · Computer Science 2025-02-13 Yao Wang , Yiyang Yang , Kaidong Wang , Shanxing Gao , Xiuwu Liao

Regularization has become a primary tool for developing reliable estimators of the covariance matrix in high-dimensional settings. To curb the curse of dimensionality, numerous methods assume that the population covariance (or inverse…

Methodology · Statistics 2018-02-19 Jacob Bien

There is a profound connection between copositive matrices and graph theory. Copositive matrices provide a powerful tool for formulating and solving various challenging graph-related problems. Conversely, graph theory provides a rich set of…

Optimization and Control · Mathematics 2024-10-11 O. I. Kostyukova , T. V. Tchemisova

We consider the estimation and inference of graphical models that characterize the dependency structure of high-dimensional tensor-valued data. To facilitate the estimation of the precision matrix corresponding to each way of the tensor, we…

Machine Learning · Statistics 2019-02-27 Xiang Lyu , Will Wei Sun , Zhaoran Wang , Han Liu , Jian Yang , Guang Cheng

We consider the problem of learning high-dimensional Gaussian graphical models. The graphical lasso is one of the most popular methods for estimating Gaussian graphical models. However, it does not achieve the oracle rate of convergence. In…

Machine Learning · Statistics 2017-06-06 Qiang Sun , Kean Ming Tan , Han Liu , Tong Zhang

Graph-based representations play a key role in machine learning. The fundamental step in these representations is the association of a graph structure to a dataset. In this paper, we propose a method that aims at finding a block sparse…

Signal Processing · Electrical Eng. & Systems 2019-03-27 Stefania Sardellitti , Sergio Barbarossa , Paolo Di Lorenzo

In an era of unprecedented deluge of (mostly unstructured) data, graphs are proving more and more useful, across the sciences, as a flexible abstraction to capture complex relationships between complex objects. One of the main challenges…

Disordered Systems and Neural Networks · Physics 2016-10-17 Alaa Saade

Graph coarsening is a widely used dimensionality reduction technique for approaching large-scale graph machine learning problems. Given a large graph, graph coarsening aims to learn a smaller-tractable graph while preserving the properties…

Machine Learning · Statistics 2022-10-04 Manoj Kumar , Anurag Sharma , Sandeep Kumar

For networks of systems, with possibly improper transfer function matrices, we present a design framework which enables $\mathcal{H}_\infty$ control, while imposing sparsity constraints on the controller's coprime factors. We propose a…

Systems and Control · Electrical Eng. & Systems 2023-10-24 Andrei Sperilă , Cristian Oară , Bogdan D. Ciubotaru , Şerban Sabău

Graph matching is a challenging problem with very important applications in a wide range of fields, from image and video analysis to biological and biomedical problems. We propose a robust graph matching algorithm inspired in…

Optimization and Control · Mathematics 2013-11-26 Marcelo Fiori , Pablo Sprechmann , Joshua Vogelstein , Pablo Musé , Guillermo Sapiro
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