Related papers: Existence and optimisation of the partial correlat…
We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter $\rho$. Suppose the co- variance graph formed by thresholding the entries of the sample covariance matrix at $\rho$ is…
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
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…
In many applied fields, such as genomics, different types of data are collected on the same system, and it is not uncommon that some of these datasets are subject to censoring as a result of the measurement technologies used, such as data…
3D Gaussian Splatting (3DGS) achieves impressive rendering fidelity and speed for novel view synthesis. However, its substantial data size poses a significant challenge for practical applications. While many compression techniques have been…
The $\ell_1$-penalized method, or the Lasso, has emerged as an important tool for the analysis of large data sets. Many important results have been obtained for the Lasso in linear regression which have led to a deeper understanding of…
The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…
The precision matrix that encodes conditional linear dependency relations among a set of variables forms an important object of interest in multivariate analysis. Sparse estimation procedures for precision matrices such as the graphical…
This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…
Graphical models serve as effective tools for visualizing conditional dependencies between variables. However, as the number of variables grows, interpretation becomes increasingly difficult, and estimation uncertainty increases due to the…
Gaussian Graphical Models (GGMs) have wide-ranging applications in machine learning and the natural and social sciences. In most of the settings in which they are applied, the number of observed samples is much smaller than the dimension…
This paper studies iteration convergence of Kronecker graphical lasso (KGLasso) algorithms for estimating the covariance of an i.i.d. Gaussian random sample under a sparse Kronecker-product covariance model and MSE convergence rates. The…
We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…
This paper addresses the problem of scalable optimization for L1-regularized conditional Gaussian graphical models. Conditional Gaussian graphical models generalize the well-known Gaussian graphical models to conditional distributions to…
Directed acyclic graphs (DAGs) are commonly used to represent causal relationships among random variables in graphical models. Applications of these models arise in the study of physical, as well as biological systems, where directed edges…
We develop a new method called Discriminated Hub Graphical Lasso (DHGL) based on Hub Graphical Lasso (HGL) by providing prior information of hubs. We apply this new method in two situations: with known hubs and without known hubs. Then we…
We present a means of formulating and solving the well known structure-and-motion problem in computer vision with probabilistic graphical models. We model the unknown camera poses and 3D feature coordinates as well as the observed 2D…
Gaussian graphical modeling has been widely used to explore various network structures, such as gene regulatory networks and social networks. We often use a penalized maximum likelihood approach with the $L_1$ penalty for learning a…
Group-Lasso (gLasso) identifies important explanatory factors in predicting the response variable by considering the grouping structure over input variables. However, most existing algorithms for gLasso are not scalable to deal with…
A screening experiment attempts to identify a subset of important effects using a relatively small number of experimental runs. Given the limited run size and a large number of possible effects, penalized regression is a popular tool used…