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Graphical lasso is one of the most used estimators for inferring genetic networks. Despite its diffusion, there are several fields in applied research where the limits of detection of modern measurement technologies make the use of this…
Statistical identification of possibly non-fundamental SVARMA models requires structural errors: (i) to be an i.i.d process, (ii) to be mutually independent across components, and (iii) each of them must be non-Gaussian distributed. Hence,…
Gaussian graphical models are widely utilized to infer and visualize networks of dependencies between continuous variables. However, inferring the graph is difficult when the sample size is small compared to the number of variables. To…
We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this…
This paper considers a special case of the problem of identifying a static scalar signal, depending on the location, using a planar network of sensors in a distributed fashion. Motivated by the application to monitoring wild-fires spreading…
We investigate the problem of characterizing the optimal variance proxy for sub-Gaussian random variables,whose moment-generating function exhibits bounded growth at infinity. We apply a general characterization method to discrete random…
Recent studies have demonstrated that {\em secondary} non-Gaussianity induced by gravity will be detected with a high signal-to-noise (S/N) by future and even by on-going weak lensing surveys. One way to characterise such non-Gaussianity is…
In the context of mod-Gaussian convergence, as defined previously in our work with J. Jacod, we obtain lower bounds for local probabilities for a sequence of random vectors which are approximately Gaussian with increasing covariance. This…
Gaussian couplings of partial sum processes are derived for the high-dimensional regime $d=o(n^{1/3})$. The coupling is derived for sums of independent random vectors and subsequently extended to nonstationary time series. Our inequalities…
Non-Gaussian bosonic states are ubiquitous in interacting light--matter systems, many-body platforms, and relativistic quantum field settings, but their quantitative characterization is hindered by the infinite-dimensional Hilbert space and…
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…
We develop a new statistical model for photographic images, in which the local responses of a bank of linear filters are described as jointly Gaussian, with zero mean and a covariance that varies slowly over spatial position. We optimize…
Weakly Supervised Semantic Segmentation (WSSS) is challenging, particularly when image-level labels are used to supervise pixel level prediction. To bridge their gap, a Class Activation Map (CAM) is usually generated to provide pixel level…
The ordinary spectrum is restricted in its applications, since it is based on the second order moments (auto and cross-covariances). Alternative approaches to spectrum analysis have been investigated based on other measures of dependence.…
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…
We develop a factor analysis for mixed continuous and binary observed variables. To this end, we utilized a recently developed multivariate probability distribution for mixed-type random variables, the Gaussian-Grassmann distribution. In…
We study multivariate normal models that are described by linear constraints on the inverse of the covariance matrix. Maximum likelihood estimation for such models leads to the problem of maximizing the determinant function over a…
We study a model of unsupervised learning where the real-valued data vectors are isotropically distributed, except for a single symmetry breaking binary direction $\bm{B}\in\{-1,+1\}^{N}$, onto which the projections have a Gaussian…
We consider estimation of a sparse parameter vector that determines the covariance matrix of a Gaussian random vector via a sparse expansion into known "basis matrices". Using the theory of reproducing kernel Hilbert spaces, we derive lower…
In this paper, we consider the global comparison problem of Gini means with fixed number of variables on a subinterval $I$ of $\mathbb{R}_+$, i.e., the following inequality \begin{align}\tag{$\star$}\label{ggcabs}…