相关论文: Graph estimation for Gaussian data zero-inflated b…

In this paper, we consider the problem of recovering random graph signals from nonlinear measurements. We formulate the maximum a-posteriori probability (MAP) estimator, which results in a nonconvex optimization problem. Conventional…

Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…

The correlation matrix of massive biomedical data (e.g. gene expression or neuroimaging data) often exhibits a complex and organized, yet latent graph topological structure. We propose a two step procedure that first detects the latent…

Consider jointly Gaussian random variables whose conditional independence structure is specified by a graphical model. If we observe realizations of the variables, we can compute the covariance matrix, and it is well known that the support…

We study the problem of learning a directed acyclic graph from data generated according to an additive, non-linear structural equation model with Gaussian noise. We express each non-linear function through a basis expansion, and derive a…

The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently…

We improve upon the two-stage sparse vector autoregression (sVAR) method in Davis et al. (2016) by proposing an alternative two-stage modified sVAR method which relies on time series graphical lasso to estimate sparse inverse spectral…

A tuning-free procedure is proposed to estimate the covariate-adjusted Gaussian graphical model. For each finite subgraph, this estimator is asymptotically normal and efficient. As a consequence, a confidence interval can be obtained for…

Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…

Many Machine Learning algorithms are formulated as regularized optimization problems, but their performance hinges on a regularization parameter that needs to be calibrated to each application at hand. In this paper, we propose a general…

Distributed estimation methods have recently been used to compute the maximum likelihood estimate of the precision matrix for large graphical Gaussian models. Our aim, in this paper, is to give a Bayesian estimate of the precision matrix…

We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…

In multivariate statistics, the question of finding direct interactions can be formulated as a problem of network inference - or network reconstruction - for which the Gaussian graphical model (GGM) provides a canonical framework.…

Sparse graphical modelling has attained widespread attention across various academic fields. We propose two new graphical model approaches, Gslope and Tslope, which provide sparse estimates of the precision matrix by penalizing its sorted…

For the problem of inferring a Gaussian graphical model (GGM), this work explores the application of a recent approach from the multiple testing literature for graph inference. The main idea of the method by Rebafka et al. (2022) is to…

Graph signal processing (GSP) studies signals that live on irregular data kernels described by graphs. One fundamental problem in GSP is sampling---from which subset of graph nodes to collect samples in order to reconstruct a bandlimited…

This paper studies the partial estimation of Gaussian graphical models from high-dimensional empirical observations. We derive a convex formulation for this problem using $\ell_1$-regularized maximum-likelihood estimation, which can be…

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…

Modern RNA sequencing technologies provide gene expression measurements from single cells that promise refined insights on regulatory relationships among genes. Directed graphical models are well-suited to explore such (cause-effect)…

The problem of estimating the structure of a graph from observed data is of growing interest in the context of high-throughput genomic data, and single-cell RNA sequencing in particular. These, however, are challenging applications, since…