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Network Lasso (NL for short) is a methodology for estimating models by simultaneously clustering data samples and fitting the models to the samples. It often succeeds in forming clusters thanks to the geometry of the $\ell_1$-regularizer…
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.…
Diffusion models have shown strong performances in solving inverse problems through posterior sampling while they suffer from errors during earlier steps. To mitigate this issue, several Decoupled Posterior Sampling methods have been…
Graph Neural Networks have achieved remarkable accuracy in semi-supervised node classification tasks. However, these results lack reliable uncertainty estimates. Conformal prediction methods provide a theoretical guarantee for node…
This work presents a novel approach to tabular data prediction leveraging graph structure learning and graph neural networks. Despite the prevalence of tabular data in real-world applications, traditional deep learning methods often…
This paper discusses a class of thresholding-based iterative selection procedures (TISP) for model selection and shrinkage. People have long before noticed the weakness of the convex $l_1$-constraint (or the soft-thresholding) in wavelets…
Finite Gaussian mixture models are widely used for model-based clustering of continuous data. Nevertheless, since the number of model parameters scales quadratically with the number of variables, these models can be easily…
The Gaussian process (GP) regression can be severely biased when the data are contaminated by outliers. This paper presents a new robust GP regression algorithm that iteratively trims the most extreme data points. While the new algorithm…
In this paper, we consider the Graphical Lasso (GL), a popular optimization problem for learning the sparse representations of high-dimensional datasets, which is well-known to be computationally expensive for large-scale problems.…
We propose estimating Gaussian graphical models (GGMs) that are fair with respect to sensitive nodal attributes. Many real-world models exhibit unfair discriminatory behavior due to biases in data. Such discrimination is known to be…
This paper is concerned with the problem of exact MAP inference in general higher-order graphical models by means of a traditional linear programming relaxation approach. In fact, the proof that we have developed in this paper is a rather…
We define the group-lasso estimator for the natural parameters of the exponential families of distributions representing hierarchical log-linear models under multinomial sampling scheme. Such estimator arises as the solution of a convex…
Censor-Hillel et al. [PODC'15] recently showed how to efficiently implement centralized algebraic algorithms for matrix multiplication in the congested clique model, a model of distributed computing that has received increasing attention in…
Non-Gaussian and multimodal distributions are an important part of many recent robust sensor fusion algorithms. In difference to robust cost functions, they are probabilistically founded and have good convergence properties. Since their…
Identifying the underlying models in a set of data points contaminated by noise and outliers, leads to a highly complex multi-model fitting problem. This problem can be posed as a clustering problem by the projection of higher order…
We consider estimation in a high-dimensional linear model with strongly correlated variables. We propose to cluster the variables first and do subsequent sparse estimation such as the Lasso for cluster-representatives or the group Lasso…
Let $X=C+\mathrm{E}$ with a deterministic matrix $C\in\R^{M\times M}$ and $\mathrm{E}$ some centered Gaussian $M\times M$-matrix whose entries are independent with variance $\sigma^2$. In the present work, the accuracy of reduced-rank…
The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…
We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution in the high dimensional regime. In detail, the proposed…
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…