相关论文: Estimation of Gaussian graphs by model selection

Gaussian graphical models are a popular tool to learn the dependence structure in the form of a graph among variables of interest. Bayesian methods have gained in popularity in the last two decades due to their ability to simultaneously…

We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical instead of normal, allowing the fitting of data with…

Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, thus are of particular interest for scientific investigation. Motivated by modern applications, this…

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…

Graphical models are ubiquitous tools to describe the interdependence between variables measured simultaneously such as large-scale gene or protein expression data. Gaussian graphical models (GGMs) are well-established tools for…

Estimation of the conditional independence graph (CIG) of high-dimensional multivariate Gaussian time series from multi-attribute data is considered. Existing methods for graph estimation for such data are based on single-attribute models…

Generative models for graphs have been typically committed to strong prior assumptions concerning the form of the modeled distributions. Moreover, the vast majority of currently available models are either only suitable for characterizing…

A version of ``preferential attachment'' random graphs, corresponding to linear ``weights'' with random ``edge additions,'' which generalizes some previously considered models, is studied. This graph model is embedded in a continuous-time…

In this paper, we address the problem of learning the structure of a pairwise graphical model from samples in a high-dimensional setting. Our first main result studies the sparsistency, or consistency in sparsity pattern recovery,…

The Gaussian graphical model is routinely employed to model the joint distribution of multiple random variables. The graph it induces is not only useful for describing the relationship between random variables but also critical for…

The accuracy of probability distributions inferred using machine-learning algorithms heavily depends on data availability and quality. In practical applications it is therefore fundamental to investigate the robustness of a statistical…

This paper investigates the active sampling for estimation of approximately bandlimited graph signals. With the assistance of a graph filter, an approximately bandlimited graph signal can be formulated by a Gaussian random field over the…

We consider the testing and estimation of change-points, locations where the distribution abruptly changes, in a sequence of observations. Motivated by this problem, in this contribution we first investigate the extremes of Gaussian fields…

In this article we introduce a simple tool to derive polynomial upper bounds for the probability of observing unusually large maximal components in some models of random graphs when considered at criticality. Specifically, we apply our…

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

The problem of learning the structure of a high dimensional graphical model from data has received considerable attention in recent years. In many applications such as sensor networks and proteomics it is often expensive to obtain samples…

Let $Y$ be a Gaussian vector whose components are independent with a common unknown variance. We consider the problem of estimating the mean $\mu$ of $Y$ by model selection. More precisely, we start with a collection…

Probabilistic graphical models (PGMs) are powerful tools for representing statistical dependencies through graphs in high-dimensional systems. However, they are limited to pairwise interactions. In this work, we propose the simplicial…

To learn (statistical) dependencies among random variables requires exponentially large sample size in the number of observed random variables if any arbitrary joint probability distribution can occur. We consider the case that sparse data…

Gaussian graphical models emerge in a wide range of fields. They model the statistical relationships between variables as a graph, where an edge between two variables indicates conditional dependence. Unfortunately, well-established…