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In this paper, we consider the problem of recovering random graph signals from nonlinear measurements. We formulate the maximum a-posteriori probability (MAP) estimator, which results in a nonconvex optimization problem. Conventional…
We consider the problem of estimating (diagonally dominant) M-matrices as precision matrices in Gaussian graphical models. These models exhibit intriguing properties, such as the existence of the maximum likelihood estimator with merely two…
Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by…
We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…
Score-based graph generative models (SGGMs) have proven effective in critical applications such as drug discovery and protein synthesis. However, their theoretical behavior, particularly regarding convergence, remains underexplored. Unlike…
Bayesian networks, with structure given by a directed acyclic graph (DAG), are a popular class of graphical models. However, learning Bayesian networks from discrete or categorical data is particularly challenging, due to the large…
This paper is devoted to the estimation of a partial graphical model with a structural Bayesian penalization. Precisely, we are interested in the linear regression setting where the estimation is made through the direct links between…
Training neural networks requires optimizing a loss function that may be highly irregular, and in particular neither convex nor smooth. Popular training algorithms are based on stochastic gradient descent with momentum (SGDM), for which…
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.…
In this paper, we introduce proximal gradient temporal difference learning, which provides a principled way of designing and analyzing true stochastic gradient temporal difference learning algorithms. We show how gradient TD (GTD)…
This paper considers joint learning of multiple sparse Granger graphical models to discover underlying common and differential Granger causality (GC) structures across multiple time series. This can be applied to drawing group-level brain…
Classically, ML models trained with stochastic gradient descent (SGD) are designed to minimize the average loss per example and use a distribution of training examples that remains {\em static} in the course of training. Research in recent…
Augmenting a smooth cost function with an $\ell_1$ penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can be efficiently implemented using proximal gradient methods.…
We devise and analyze a class of interior penalty discontinuous Galerkin methods for nonlinear and nonsmooth variational problems. Discrete duality relations are derived that lead to optimal error estimates in the case of total-variation…
Undirected graphical models are powerful tools for uncovering complex relationships among high-dimensional variables. This paper aims to fully recover the structure of an undirected graphical model when the data naturally take matrix form,…
Recently, Graph Convolutional Networks (GCNs) have been widely studied for graph-structured data representation and learning. However, in many real applications, data are coming with multiple graphs, and it is non-trivial to adapt GCNs to…
Identifying causal relations among multi-variate time series is one of the most important elements towards understanding the complex mechanisms underlying the dynamic system. It provides critical tools for forecasting, simulations and…
Graph anomaly detection (GAD) is a vital task in graph-based machine learning and has been widely applied in many real-world applications. The primary goal of GAD is to capture anomalous nodes from graph datasets, which evidently deviate…
This work proposes new estimators for discrete optimal transport plans that enjoy Gaussian limits centered at the true solution. This behavior stands in stark contrast with the performance of existing estimators, including those based on…
We present an attention-based spatial graph convolution (AGC) for graph neural networks (GNNs). Existing AGCs focus on only using node-wise features and utilizing one type of attention function when calculating attention weights. Instead,…