相关论文: Reference-Invariant Inverse Covariance Estimation …

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Fault diagnosis is critical in many domains, as faults may lead to safety threats or economic losses. In the field of online service systems, operators rely on enormous monitoring data to detect and mitigate failures. Quickly recognizing a…

Mortality forecasting is crucial for demographic planning and actuarial studies, especially for projecting population ageing and longevity risk. Classical approaches largely rely on extrapolative methods, such as the Lee-Carter (LC) model,…

We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…

Inferring the connectivity structure of networked systems from data is an extremely important task in many areas of science. Most of real-world networks exhibit sparsely connected topologies, with links between nodes that in some cases may…

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 the literature, a large body of work advocates the use of log-ratio transformation for multivariate statistical analysis of compositional data. In contrast, few studies have looked at how data transformation changes the efficacy of…

The discovery of non-linear causal relationship under additive non-Gaussian noise models has attracted considerable attention recently because of their high flexibility. In this paper, we propose a novel causal inference algorithm called…

The paper proposes a method for constructing a sparse estimator for the inverse covariance (concentration) matrix in high-dimensional settings. The estimator uses a penalized normal likelihood approach and forces sparsity by using a…

Causal representation learning (CRL) aims at recovering latent causal variables from high-dimensional observations to solve causal downstream tasks, such as predicting the effect of new interventions or more robust classification. A…

Corrupted data sets containing noisy or missing observations are prevalent in various contemporary applications such as economics, finance and bioinformatics. Despite the recent methodological and algorithmic advances in high-dimensional…

We often seek to estimate the causal effect of an exposure on a particular outcome in both randomized and observational settings. One such estimation method is the covariate-adjusted residuals estimator, which was designed for individually…

Unsupervised representation learning with variational inference relies heavily on independence assumptions over latent variables. Causal representation learning (CRL), however, argues that factors of variation in a dataset are, in fact,…

Retrieval-augmented generation (RAG) has shown impressive capability in providing reliable answer predictions and addressing hallucination problems. A typical RAG implementation uses powerful retrieval models to extract external information…

We propose a risk-averse statistical learning framework wherein the performance of a learning algorithm is evaluated by the conditional value-at-risk (CVaR) of losses rather than the expected loss. We devise algorithms based on stochastic…

Anomalies and outliers are common in real-world data, and they can arise from many sources, such as sensor faults. Accordingly, anomaly detection is important both for analyzing the anomalies themselves and for cleaning the data for further…

In this paper, we develop a new sequential regression modeling approach for data streams. Data streams are commonly found around us, e.g in a retail enterprise sales data is continuously collected every day. A demand forecasting model is an…

The monitoring of water quality is a crucial part of environmental protection, and a large number of monitors are widely deployed to monitor water quality. Due to unavoidable factors such as data acquisition breakdowns, sensors and…

Many modern datasets exhibit dependencies among observations as well as variables. A decade ago, Kalaitzis et. al. (2013) proposed the Bigraphical Lasso, an estimator for precision matrices of matrix-normals based on the Cartesian product…

The classical sparse parameter identification methods are usually based on the iterative basis selection such as greedy algorithms, or the numerical optimization of regularized cost functions such as LASSO and Bayesian posterior probability…