Related papers: Composing Non-Conjugate Factor Graphs with Closed-…

Graphs serve as generic tools to encode the underlying relational structure of data. Often this graph is not given, and so the task of inferring it from nodal observations becomes important. Traditional approaches formulate a convex inverse…

In this paper, we consider high-dimensional Gaussian graphical models where the true underlying graph is decomposable. A hierarchical $G$-Wishart prior is proposed to conduct a Bayesian inference for the precision matrix and its graph…

We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those…

This tutorial focuses on the fundamental architectures of Variational Autoencoders (VAE) and Generative Adversarial Networks (GAN), disregarding their numerous variations, to highlight their core principles. Both VAE and GAN utilize simple…

While representation learning has yielded a great success on many graph learning tasks, there is little understanding behind the structures that are being captured by these embeddings. For example, we wonder if the topological features,…

This paper explores the use of factor graphs as an inference and analysis tool for Bayesian peer-to-peer decentralized data fusion. We propose a framework by which agents can each use local factor graphs to represent relevant partitions of…

While most Bayesian nonparametric models in machine learning have focused on the Dirichlet process, the beta process, or their variants, the gamma process has recently emerged as a useful nonparametric prior in its own right. Current…

Variational autoencoders (VAE) often use Gaussian or category distribution to model the inference process. This puts a limit on variational learning because this simplified assumption does not match the true posterior distribution, which is…

Gaussian Processes (GPs) are a versatile and popular method in Bayesian Machine Learning. A common modification are Sparse Variational Gaussian Processes (SVGPs) which are well suited to deal with large datasets. While GPs allow to…

Smooth window functions are often applied to strain data when inferring the parameters describing the astrophysical sources of gravitational-wave transients. Within the LIGO-Virgo-KAGRA collaboration, it is conventional to include a term to…

We consider linear non-Gaussian structural equation models that involve latent confounding. In this setting, the causal structure is identifiable, but, in general, it is not possible to identify the specific causal effects. Instead, a…

An old problem in multivariate statistics is that linear Gaussian models are often unidentifiable, i.e. some parameters cannot be uniquely estimated. In factor (component) analysis, an orthogonal rotation of the factors is unidentifiable,…

Gaussian mixture models are a popular tool for model-based clustering, and mixtures of factor analyzers are Gaussian mixture models having parsimonious factor covariance structure for mixture components. There are several recent extensions…

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

In fact, there exist three genres of intelligence architectures: logics (e.g. \textit{Random Forest, A$^*$ Searching}), neurons (e.g. \textit{CNN, LSTM}) and probabilities (e.g. \textit{Naive Bayes, HMM}), all of which are incompatible to…

Based on the tensor tree network with the Born machine framework, we propose a general method for constructing a generative model by expressing the target distribution function as the amplitude of the quantum wave function represented by a…

When dealing with time series data, causal inference methods often employ structural vector autoregressive (SVAR) processes to model time-evolving random systems. In this work, we rephrase recursive SVAR processes with possible latent…

Graph convolution is a fundamental building block for many deep neural networks on graph-structured data. In this paper, we introduce a simple, yet very effective graph convolutional network with skip connections for semi-supervised anomaly…

This paper provides a comprehensive and detailed derivation of the backpropagation algorithm for graph convolutional neural networks using matrix calculus. The derivation is extended to include arbitrary element-wise activation functions…

Network inference is the process of deciding what is the true unknown graph underlying a set of interactions between nodes. There is a vast literature on the subject, but most known methods have an important drawback: the inferred graph is…