相关论文: Learning Gaussian Graphical Models via Multiplicat…
This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…
We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…
Given data drawn from a mixture of multivariate Gaussians, a basic problem is to accurately estimate the mixture parameters. We give an algorithm for this problem that has a running time, and data requirement polynomial in the dimension and…
We consider the efficient use of an approximation within Markov chain Monte Carlo (MCMC), with subsequent importance sampling (IS) correction of the Markov chain inexact output, leading to asymptotically exact inference. We detail…
This work proposes a novel method through which local information about the target density can be used to construct an efficient importance sampler. The backbone of the proposed method is the Incremental Mixture Importance Sampling (IMIS)…
We propose a very fast approximate Markov Chain Monte Carlo (MCMC) sampling framework that is applicable to a large class of sparse Bayesian inference problems, where the computational cost per iteration in several models is of order…
We give the first efficient algorithm for learning the structure of an Ising model that tolerates independent failures; that is, each entry of the observed sample is missing with some unknown probability p. Our algorithm matches the…
Large-scale precision matrix estimation is of fundamental importance yet challenging in many contemporary applications for recovering Gaussian graphical models. In this paper, we suggest a new approach of innovated scalable efficient…
Analysis of algorithms on time-varying networks (often called evolving graphs) is a modern challenge in theoretical computer science. The edge-Markovian is a relatively simple and comprehensive model of evolving graphs: every pair of…
In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…
In science and engineering, we often work with models designed for accurate prediction of variables of interest. Recognizing that these models are approximations of reality, it becomes desirable to apply multiple models to the same data and…
This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…
We present some nonparametric methods for graphical modeling. In the discrete case, where the data are binary or drawn from a finite alphabet, Markov random fields are already essentially nonparametric, since the cliques can take only a…
Markov Population Models are a widespread formalism used to model the dynamics of complex systems, with applications in Systems Biology and many other fields. The associated Markov stochastic process in continuous time is often analyzed by…
In this paper, we study the problem of learning multi-dimensional Gaussian Mixture Models (GMMs), with a specific focus on model order selection and efficient mixing distribution estimation. We first establish an information-theoretic lower…
We give a new algorithm for learning mixtures of $k$ Gaussians (with identity covariance in $\mathbb{R}^n$) to TV error $\varepsilon$, with quasi-polynomial ($O(n^{\text{poly\,log}\left(\frac{n+k}{\varepsilon}\right)})$) time and sample…
We address the task of identifying densely connected subsets of multivariate Gaussian random variables within a graphical model framework. We propose two novel estimators based on the Ordered Weighted $\ell_1$ (OWL) norm: 1) The Graphical…
Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator.…
Gaussian graphical models typically assume a homogeneous structure across all subjects, which is often restrictive in applications. In this article, we propose a weighted pseudo-likelihood approach for graphical modeling which allows…
Undirected probabilistic graphical models represent the conditional dependencies, or Markov properties, of a collection of random variables. Knowing the sparsity of such a graphical model is valuable for modeling multivariate distributions…